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Trade: FTM/USDT/480/SSF/TEMA/5197

Strategy
FTM/USDT/480/SSF/TEMA/5197
Pair
FTM_USDT
Interval
8h
Score
472890
Daily Profit
0.217893
Profit Factor
11.195998
Profitability
58.620690
Streak
268.979418
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-26 18:30
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2076978.9739 2272632.494 -195653.5201 -108498.0992 8440780.4124 -8549278.5116
Total P&L (%) 2076.979 2272.6325 -195.6535 -108.4981 8440.7804 -8549.2785
Avg Daily Profit (%) 1.0165 1.1122 -0.0958 0 0.2179 0
Buy And Hold Return (%) 3783.3981 3783.3981 3783.3981 3783.3981 3783.3981 3783.3981
Max Trade Drawdown -249252 -156248 -291836 -9688994 -680916 -9691687
Profit Factor 3.055 6.6073 0.6768 0.9898 11.196 0.126
Total Trades 174 87 87 174 87 87
Winning Trades 87 39 48 90 51 39
Losing Trades 87 48 39 84 36 48
Profitability (%) 50 44.8276 55.1724 51.7241 58.6207 44.8276
Ratio Avg Win / Avg Loss 3.055 8.132 0.5499 0.9238 7.9031 0.1551
Largest Winning Trade 1604392 1604392 75257 8327602 8327602 778651
Largest Losing Trade -107273 -55653 -107273 -9490118 -673568 -9490118
Avg Bars in Trades 34 31 36 34 31 36
Avg Bars in Winners 52 58 47 32 23 44
Avg Bars in Losers 15 9 22 35 42 30
Bars Traded 5925 2751 3175 5925 2751 3175
Profit Streak 0 0 0 268.9794 268.9794 373.6461
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145676 -146145 -580429 -578270 472890 -582147

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565683200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758900621689,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 2,
            "offset": 190,
            "poles": 3
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 59,
            "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": [
        [
            2076978.9738523494,
            2272632.4939511074,
            -195653.5200987605,
            -108498.0992208517,
            8440780.41241051,
            -8549278.511631362
        ],
        [
            2076.978974,
            2272.632494,
            -195.65352,
            -108.498099,
            8440.780412,
            -8549.278512
        ],
        [
            1.016468,
            1.11222,
            -0.095752,
            0,
            0.217893,
            0
        ],
        [
            3783.398112,
            3783.398112,
            3783.398112,
            3783.398112,
            3783.398112,
            3783.398112
        ],
        [
            -249252,
            -156248,
            -291836,
            -9688994,
            -680916,
            -9691687
        ],
        [
            3.055039,
            6.607266,
            0.676806,
            0.989774,
            11.195998,
            0.126021
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            87,
            39,
            48,
            90,
            51,
            39
        ],
        [
            87,
            48,
            39,
            84,
            36,
            48
        ],
        [
            50,
            44.827586,
            55.172414,
            51.724138,
            58.62069,
            44.827586
        ],
        [
            3.055039,
            8.13202,
            0.549905,
            0.923789,
            7.903057,
            0.155102
        ],
        [
            1604392,
            1604392,
            75257,
            8327602,
            8327602,
            778651
        ],
        [
            -107273,
            -55653,
            -107273,
            -9490118,
            -673568,
            -9490118
        ],
        [
            34,
            31,
            36,
            34,
            31,
            36
        ],
        [
            52,
            58,
            47,
            32,
            23,
            44
        ],
        [
            15,
            9,
            22,
            35,
            42,
            30
        ],
        [
            5925,
            2751,
            3175,
            5925,
            2751,
            3175
        ],
        [
            0,
            0,
            0,
            268.979418,
            268.979418,
            373.646084
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145676,
            -146145,
            -580429,
            -578270,
            472890,
            -582147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565683200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758900621689,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 2,
            "offset": 190,
            "poles": 3
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 59,
            "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)