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Trade: FTM/USDT/720/FWMA/MIDPOINT/8734

Strategy
FTM/USDT/720/FWMA/MIDPOINT/8734
Pair
FTM_USDT
Interval
12h
Score
673423
Daily Profit
0.263995
Profit Factor
5.446012
Profitability
55.813953
Streak
413.483227
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-09 02:35
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 -3002270.8841 -15148.2683 -2987122.6159 -99178.7583 21768618.6861 -21867797.4444
Total P&L (%) -3002.2709 -15.1483 -2987.1226 -99.1788 21768.6187 -21867.7974
Avg Daily Profit (%) -1.4692 -0.0074 -1.4618 -0.2347 0.264 0
Buy And Hold Return (%) 3222.5653 3222.5653 3222.5653 3222.5653 3222.5653 3222.5653
Max Trade Drawdown -3048045 -157900 -3031838 -28861173 -2277944 -31672548
Profit Factor 0.1956 0.9634 0.0999 0.9973 5.446 0.3242
Total Trades 87 43 44 87 43 44
Winning Trades 60 28 32 44 24 20
Losing Trades 27 15 12 43 19 24
Profitability (%) 68.9655 65.1163 72.7273 50.5747 55.814 45.4545
Ratio Avg Win / Avg Loss 0.088 0.5161 0.0375 0.9747 4.3114 0.389
Largest Winning Trade 52308 52308 18984 19669998 19669998 6696353
Largest Losing Trade -1788685 -79590 -1788685 -23335890 -1526582 -23335890
Avg Bars in Trades 45 52 38 45 52 38
Avg Bars in Winners 16 18 15 43 50 35
Avg Bars in Losers 108 115 100 47 53 41
Bars Traded 3945 2242 1703 3945 2242 1703
Profit Streak 0 413.4832 0 0 413.4832 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577809 -577409 -577773 -580471 673423 -582487
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": 1563580800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759966550784,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 79,
            "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": [
        [
            -3002270.884147379,
            -15148.2682678443,
            -2987122.6158795347,
            -99178.7583366248,
            21768618.686077338,
            -21867797.444413953
        ],
        [
            -3002.270884,
            -15.148268,
            -2987.122616,
            -99.178758,
            21768.618686,
            -21867.797444
        ],
        [
            -1.469181,
            -0.007413,
            -1.461768,
            -0.234718,
            0.263995,
            0
        ],
        [
            3222.565321,
            3222.565321,
            3222.565321,
            3222.565321,
            3222.565321,
            3222.565321
        ],
        [
            -3048045,
            -157900,
            -3031838,
            -28861173,
            -2277944,
            -31672548
        ],
        [
            0.195638,
            0.9634,
            0.099883,
            0.997338,
            5.446012,
            0.324201
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            60,
            28,
            32,
            44,
            24,
            20
        ],
        [
            27,
            15,
            12,
            43,
            19,
            24
        ],
        [
            68.965517,
            65.116279,
            72.727273,
            50.574713,
            55.813953,
            45.454545
        ],
        [
            0.088037,
            0.516107,
            0.037456,
            0.974671,
            4.311426,
            0.389041
        ],
        [
            52308,
            52308,
            18984,
            19669998,
            19669998,
            6696353
        ],
        [
            -1788685,
            -79590,
            -1788685,
            -23335890,
            -1526582,
            -23335890
        ],
        [
            45,
            52,
            38,
            45,
            52,
            38
        ],
        [
            16,
            18,
            15,
            43,
            50,
            35
        ],
        [
            108,
            115,
            100,
            47,
            53,
            41
        ],
        [
            3945,
            2242,
            1703,
            3945,
            2242,
            1703
        ],
        [
            0,
            413.483227,
            0,
            0,
            413.483227,
            0
        ],
        [
            0,
            4,
            0,
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            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577809,
            -577409,
            -577773,
            -580471,
            673423,
            -582487
        ]
    ]
}
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": 1563580800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759966550784,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 79,
            "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)