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Trade: FTM/USDT/360/PWMA/SUPERTREND/5900

Strategy
FTM/USDT/360/PWMA/SUPERTREND/5900
Pair
FTM_USDT
Interval
6h
Score
448270
Daily Profit
0.274997
Profit Factor
1.837192
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-26 16:06
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2240004.5018 2172567.9249 67436.5769 27246041.3196 25658781.9339 1587259.3856
Total P&L (%) 2240.0045 2172.5679 67.4366 27246.0413 25658.7819 1587.2594
Avg Daily Profit (%) 1.0963 1.0633 0.033 0.275 0.2721 0.1384
Buy And Hold Return (%) 3749.202 3749.202 3749.202 3749.202 3749.202 3749.202
Max Trade Drawdown -136207 -98068 -169500 -6513490 -4819469 -7156061
Profit Factor 3.6713 6.1301 1.1625 1.8372 2.3683 1.1151
Total Trades 108 54 54 108 54 54
Winning Trades 54 28 26 54 28 26
Losing Trades 54 26 28 54 26 28
Profitability (%) 50 51.8519 48.1481 50 51.8519 48.1481
Ratio Avg Win / Avg Loss 3.6713 5.6922 1.2519 1.8372 2.1991 1.2009
Largest Winning Trade 1161189 1161189 69537 8521694 8521694 3015378
Largest Losing Trade -54884 -54884 -40660 -4819469 -4819469 -2962497
Avg Bars in Trades 72 82 62 72 82 62
Avg Bars in Winners 97 102 91 97 102 91
Avg Bars in Losers 48 61 35 48 61 35
Bars Traded 7859 4475 3384 7859 4475 3384
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145246 -323670 -537156 448270 -166754 -448356

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565546400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758892014591,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 107,
            "offset": 0,
            "multiplier": 4.7795
        }
    }
}
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": [
        [
            2240004.501813123,
            2172567.9248740105,
            67436.5769391121,
            27246041.319577996,
            25658781.933948275,
            1587259.3856297217
        ],
        [
            2240.004502,
            2172.567925,
            67.436577,
            27246.04132,
            25658.781934,
            1587.259386
        ],
        [
            1.096295,
            1.06329,
            0.033005,
            0.274997,
            0.272062,
            0.13839
        ],
        [
            3749.201981,
            3749.201981,
            3749.201981,
            3749.201981,
            3749.201981,
            3749.201981
        ],
        [
            -136207,
            -98068,
            -169500,
            -6513490,
            -4819469,
            -7156061
        ],
        [
            3.671286,
            6.130111,
            1.162476,
            1.837192,
            2.368287,
            1.115085
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            50,
            51.851852,
            48.148148,
            50,
            51.851852,
            48.148148
        ],
        [
            3.671286,
            5.692246,
            1.251897,
            1.837192,
            2.199124,
            1.200861
        ],
        [
            1161189,
            1161189,
            69537,
            8521694,
            8521694,
            3015378
        ],
        [
            -54884,
            -54884,
            -40660,
            -4819469,
            -4819469,
            -2962497
        ],
        [
            72,
            82,
            62,
            72,
            82,
            62
        ],
        [
            97,
            102,
            91,
            97,
            102,
            91
        ],
        [
            48,
            61,
            35,
            48,
            61,
            35
        ],
        [
            7859,
            4475,
            3384,
            7859,
            4475,
            3384
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145246,
            -323670,
            -537156,
            448270,
            -166754,
            -448356
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565546400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758892014591,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 107,
            "offset": 0,
            "multiplier": 4.7795
        }
    }
}

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)