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Trade: FTM/USDT/720/FWMA/DEMA/5595

Strategy
FTM/USDT/720/FWMA/DEMA/5595
Pair
FTM_USDT
Interval
12h
Score
666608
Daily Profit
0.343738
Profit Factor
3.011507
Profitability
66.666667
Streak
406.084068
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 05:01
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2675517.1705 32131.5191 -2707648.6896 -74675.8271 110914628.3163 -110989304.1434
Total P&L (%) -2675.5172 32.1315 -2707.6487 -74.6758 110914.6283 -110989.3041
Avg Daily Profit (%) -1.3093 0.0157 -1.325 -0.0672 0.3437 0
Buy And Hold Return (%) 6657.4879 6657.4879 6657.4879 6657.4879 6657.4879 6657.4879
Max Trade Drawdown -2841440 -115407 -2805145 -186989971 -45380240 -141609731
Profit Factor 0.1797 1.1021 0.0812 0.9996 3.0115 0.2756
Total Trades 73 36 37 73 36 37
Winning Trades 55 28 27 45 24 21
Losing Trades 18 8 10 28 12 16
Profitability (%) 75.3425 77.7778 72.973 61.6438 66.6667 56.7568
Ratio Avg Win / Avg Loss 0.0588 0.3149 0.0301 0.622 1.5058 0.2099
Largest Winning Trade 50642 50642 17969 134863251 134863251 15621379
Largest Losing Trade -1278182 -86720 -1278182 -113357826 -19328438 -113357826
Avg Bars in Trades 50 45 55 50 45 55
Avg Bars in Winners 12 13 11 47 45 49
Avg Bars in Losers 166 157 174 56 46 63
Bars Traded 3700 1648 2052 3700 1648 2052
Profit Streak 287.0841 406.0841 287.0841 287.0841 406.0841 287.0841
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -652524 -442511 -577206 -654299 666608 -579308
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1570320000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759456863452,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 235,
            "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": [
        [
            -2675517.1704855287,
            32131.5190740925,
            -2707648.6895596217,
            -74675.8271288713,
            110914628.31630634,
            -110989304.14343521
        ],
        [
            -2675.51717,
            32.131519,
            -2707.64869,
            -74.675827,
            110914.628316,
            -110989.304143
        ],
        [
            -1.309282,
            0.015724,
            -1.325005,
            -0.067186,
            0.343738,
            0
        ],
        [
            6657.487923,
            6657.487923,
            6657.487923,
            6657.487923,
            6657.487923,
            6657.487923
        ],
        [
            -2841440,
            -115407,
            -2805145,
            -186989971,
            -45380240,
            -141609731
        ],
        [
            0.179666,
            1.102148,
            0.0812,
            0.999642,
            3.011507,
            0.275556
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            55,
            28,
            27,
            45,
            24,
            21
        ],
        [
            18,
            8,
            10,
            28,
            12,
            16
        ],
        [
            75.342466,
            77.777778,
            72.972973,
            61.643836,
            66.666667,
            56.756757
        ],
        [
            0.0588,
            0.3149,
            0.030074,
            0.621999,
            1.505753,
            0.209948
        ],
        [
            50642,
            50642,
            17969,
            134863251,
            134863251,
            15621379
        ],
        [
            -1278182,
            -86720,
            -1278182,
            -113357826,
            -19328438,
            -113357826
        ],
        [
            50,
            45,
            55,
            50,
            45,
            55
        ],
        [
            12,
            13,
            11,
            47,
            45,
            49
        ],
        [
            166,
            157,
            174,
            56,
            46,
            63
        ],
        [
            3700,
            1648,
            2052,
            3700,
            1648,
            2052
        ],
        [
            287.084068,
            406.084068,
            287.084068,
            287.084068,
            406.084068,
            287.084068
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -652524,
            -442511,
            -577206,
            -654299,
            666608,
            -579308
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1570320000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759456863452,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 235,
            "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)