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Trade: FTM/USDT/360/SSF/SINWMA/5383

Strategy
FTM/USDT/360/SSF/SINWMA/5383
Pair
FTM_USDT
Interval
6h
Score
524391
Daily Profit
0.356189
Profit Factor
1.835160
Profitability
53.125000
Streak
427.666228
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-27 18:59
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 -2144772.3072 185584.7708 -2330357.078 748185.8357 142825715.2116 -142077529.3758
Total P&L (%) -2144.7723 185.5848 -2330.3571 748.1858 142825.7152 -142077.5294
Avg Daily Profit (%) -1.0497 0.0908 -1.1405 0.1047 0.3562 0
Buy And Hold Return (%) 2956.8182 2956.8182 2956.8182 2956.8182 2956.8182 2956.8182
Max Trade Drawdown -2289926 -119892 -2454650 -621337168 -117148609 -505398808
Profit Factor 0.3085 1.5013 0.1468 1.001 1.8352 0.7571
Total Trades 65 32 33 65 32 33
Winning Trades 41 20 21 33 17 16
Losing Trades 24 12 12 32 15 17
Profitability (%) 63.0769 62.5 63.6364 50.7692 53.125 48.4848
Ratio Avg Win / Avg Loss 0.1806 0.9008 0.0839 0.9707 1.6193 0.8044
Largest Winning Trade 172074 172074 62821 236852524 154188399 236852524
Largest Losing Trade -1377014 -77455 -1377014 -505398808 -80972912 -505398808
Avg Bars in Trades 121 128 113 121 128 113
Avg Bars in Winners 65 69 62 131 146 115
Avg Bars in Losers 215 227 203 110 109 112
Bars Traded 7879 4123 3756 7879 4123 3756
Profit Streak 0 427.6662 0 0 427.6662 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -715082 -234906 -579035 -575587 524391 -581392
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": 1562803200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758988762086,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "offset": 26
        }
    }
}
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": [
        [
            -2144772.307225269,
            185584.7707857343,
            -2330357.078011003,
            748185.8357234776,
            142825715.2115615,
            -142077529.37583792
        ],
        [
            -2144.772307,
            185.584771,
            -2330.357078,
            748.185836,
            142825.715212,
            -142077.529376
        ],
        [
            -1.049687,
            0.090828,
            -1.140515,
            0.104689,
            0.356189,
            0
        ],
        [
            2956.818182,
            2956.818182,
            2956.818182,
            2956.818182,
            2956.818182,
            2956.818182
        ],
        [
            -2289926,
            -119892,
            -2454650,
            -621337168,
            -117148609,
            -505398808
        ],
        [
            0.308461,
            1.501262,
            0.146769,
            1.00099,
            1.83516,
            0.757079
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            41,
            20,
            21,
            33,
            17,
            16
        ],
        [
            24,
            12,
            12,
            32,
            15,
            17
        ],
        [
            63.076923,
            62.5,
            63.636364,
            50.769231,
            53.125,
            48.484848
        ],
        [
            0.180563,
            0.900757,
            0.083868,
            0.970657,
            1.619259,
            0.804397
        ],
        [
            172074,
            172074,
            62821,
            236852524,
            154188399,
            236852524
        ],
        [
            -1377014,
            -77455,
            -1377014,
            -505398808,
            -80972912,
            -505398808
        ],
        [
            121,
            128,
            113,
            121,
            128,
            113
        ],
        [
            65,
            69,
            62,
            131,
            146,
            115
        ],
        [
            215,
            227,
            203,
            110,
            109,
            112
        ],
        [
            7879,
            4123,
            3756,
            7879,
            4123,
            3756
        ],
        [
            0,
            427.666228,
            0,
            0,
            427.666228,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -715082,
            -234906,
            -579035,
            -575587,
            524391,
            -581392
        ]
    ]
}
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": 1562803200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758988762086,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "offset": 26
        }
    }
}

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)