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Trade: FTM/USDT/720/JMA/SINWMA/3398

Strategy
FTM/USDT/720/JMA/SINWMA/3398
Pair
FTM_USDT
Interval
12h
Score
345125
Daily Profit
0.228036
Profit Factor
2.700728
Profitability
48.275862
Streak
422.942175
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-27 13:36
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 2581451.9643 2591045.6924 -9593.7281 5967086.8986 10406825.4806 -4439738.582
Total P&L (%) 2581.452 2591.0457 -9.5937 5967.0869 10406.8255 -4439.7386
Avg Daily Profit (%) 1.2633 1.2679 -0.0047 0.2011 0.228 0
Buy And Hold Return (%) 4400.6435 4400.6435 4400.6435 4400.6435 4400.6435 4400.6435
Max Trade Drawdown -157782 -77415 -162496 -4819752 -2944050 -5846741
Profit Factor 4.8261 10.648 0.9764 1.3351 2.7007 0.6201
Total Trades 57 29 28 57 29 28
Winning Trades 28 14 14 28 14 14
Losing Trades 29 15 14 29 15 14
Profitability (%) 49.1228 48.2759 50 49.1228 48.2759 50
Ratio Avg Win / Avg Loss 4.9985 11.4086 0.9764 1.3828 2.8936 0.6201
Largest Winning Trade 1635611 1635611 67510 4713813 4713813 1982142
Largest Losing Trade -78032 -38550 -78032 -4723685 -1539533 -4723685
Avg Bars in Trades 66 63 69 66 63 69
Avg Bars in Winners 87 80 94 87 80 94
Avg Bars in Losers 45 47 43 45 47 43
Bars Traded 3778 1837 1942 3778 1837 1942
Profit Streak 304.4422 422.9422 0 304.4422 422.9422 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -323795 -143063 -601833 -225942 345125 -601833
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": 1568937600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758969403964,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "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": [
        [
            2581451.964337477,
            2591045.6924337554,
            -9593.728096279,
            5967086.89863888,
            10406825.480592635,
            -4439738.581953752
        ],
        [
            2581.451964,
            2591.045692,
            -9.593728,
            5967.086899,
            10406.825481,
            -4439.738582
        ],
        [
            1.26325,
            1.267945,
            -0.004695,
            0.201105,
            0.228036,
            0
        ],
        [
            4400.643501,
            4400.643501,
            4400.643501,
            4400.643501,
            4400.643501,
            4400.643501
        ],
        [
            -157782,
            -77415,
            -162496,
            -4819752,
            -2944050,
            -5846741
        ],
        [
            4.826113,
            10.648022,
            0.976378,
            1.3351,
            2.700728,
            0.62014
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            49.122807,
            48.275862,
            50,
            49.122807,
            48.275862,
            50
        ],
        [
            4.998474,
            11.408595,
            0.976378,
            1.382782,
            2.893638,
            0.62014
        ],
        [
            1635611,
            1635611,
            67510,
            4713813,
            4713813,
            1982142
        ],
        [
            -78032,
            -38550,
            -78032,
            -4723685,
            -1539533,
            -4723685
        ],
        [
            66,
            63,
            69,
            66,
            63,
            69
        ],
        [
            87,
            80,
            94,
            87,
            80,
            94
        ],
        [
            45,
            47,
            43,
            45,
            47,
            43
        ],
        [
            3778,
            1837,
            1942,
            3778,
            1837,
            1942
        ],
        [
            304.442175,
            422.942175,
            0,
            304.442175,
            422.942175,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -323795,
            -143063,
            -601833,
            -225942,
            345125,
            -601833
        ]
    ]
}
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": 1568937600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758969403964,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "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)