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Trade: FTM/USDT/240/BBM/SINWMA/3923

Strategy
FTM/USDT/240/BBM/SINWMA/3923
Pair
FTM_USDT
Interval
4h
Score
484577
Daily Profit
0.372382
Profit Factor
1.835295
Profitability
55.172414
Streak
407.346265
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-06 07:18
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2949929.7288 40742.4699 -2990672.1987 319663.1929 198208776.7096 -197889113.5167
Total P&L (%) -2949.9297 40.7425 -2990.6722 319.6632 198208.7767 -197889.1135
Avg Daily Profit (%) -1.4442 0.0199 -1.4641 0.0702 0.3724 0
Buy And Hold Return (%) 3238.4248 3238.4248 3238.4248 3238.4248 3238.4248 3238.4248
Max Trade Drawdown -3014594 -122799 -3067725 -492167330 -123279344 -471151022
Profit Factor 0.205 1.1138 0.1079 1.0004 1.8353 0.6428
Total Trades 59 29 30 59 29 30
Winning Trades 36 16 20 30 16 14
Losing Trades 23 13 10 29 13 16
Profitability (%) 61.0169 55.1724 66.6667 50.8475 55.1724 46.6667
Ratio Avg Win / Avg Loss 0.131 0.9049 0.054 0.9671 1.4912 0.7346
Largest Winning Trade 123583 123583 68926 270392867 270392867 214882945
Largest Losing Trade -1389388 -76053 -1389388 -380588845 -111578484 -380588845
Avg Bars in Trades 199 208 191 199 208 191
Avg Bars in Winners 107 118 98 212 246 174
Avg Bars in Losers 344 319 376 186 162 206
Bars Traded 11798 6054 5744 11798 6054 5744
Profit Streak 0 407.3463 0 0 407.3463 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758849 -427452 -578665 -666068 484577 -582121
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563480000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759724317269,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 164,
            "offset": 0,
            "std": 2.04105
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -2949929.7287548366,
            40742.4699058965,
            -2990672.1986607313,
            319663.192925147,
            198208776.70963985,
            -197889113.51671472
        ],
        [
            -2949.929729,
            40.74247,
            -2990.672199,
            319.663193,
            198208.77671,
            -197889.113517
        ],
        [
            -1.444154,
            0.019946,
            -1.4641,
            0.070241,
            0.372382,
            0
        ],
        [
            3238.424821,
            3238.424821,
            3238.424821,
            3238.424821,
            3238.424821,
            3238.424821
        ],
        [
            -3014594,
            -122799,
            -3067725,
            -492167330,
            -123279344,
            -471151022
        ],
        [
            0.204996,
            1.113775,
            0.107925,
            1.000404,
            1.835295,
            0.642751
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            36,
            16,
            20,
            30,
            16,
            14
        ],
        [
            23,
            13,
            10,
            29,
            13,
            16
        ],
        [
            61.016949,
            55.172414,
            66.666667,
            50.847458,
            55.172414,
            46.666667
        ],
        [
            0.13097,
            0.904942,
            0.053962,
            0.967057,
            1.491177,
            0.734573
        ],
        [
            123583,
            123583,
            68926,
            270392867,
            270392867,
            214882945
        ],
        [
            -1389388,
            -76053,
            -1389388,
            -380588845,
            -111578484,
            -380588845
        ],
        [
            199,
            208,
            191,
            199,
            208,
            191
        ],
        [
            107,
            118,
            98,
            212,
            246,
            174
        ],
        [
            344,
            319,
            376,
            186,
            162,
            206
        ],
        [
            11798,
            6054,
            5744,
            11798,
            6054,
            5744
        ],
        [
            0,
            407.346265,
            0,
            0,
            407.346265,
            0
        ],
        [
            0,
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            0,
            0,
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        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            -758849,
            -427452,
            -578665,
            -666068,
            484577,
            -582121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563480000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759724317269,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 164,
            "offset": 0,
            "std": 2.04105
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)