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Trade: FTM/USDT/720/OHLC4/PWMA/1614

Strategy
FTM/USDT/720/OHLC4/PWMA/1614
Pair
FTM_USDT
Interval
12h
Score
565602
Daily Profit
0.373572
Profit Factor
3.149371
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-25 10:41
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 -3010587.9866 46313.6795 -3056901.6662 -3078843.2721 203698386.6369 -206777229.909
Total P&L (%) -3010.588 46.3137 -3056.9017 -3078.8433 203698.3866 -206777.2299
Avg Daily Profit (%) -1.4733 0.0227 -1.4959 0 0.3736 0
Buy And Hold Return (%) 4374.7281 4374.7281 4374.7281 4374.7281 4374.7281 4374.7281
Max Trade Drawdown -3172582 -84774 -3142768 -345558404 -69332757 -306870529
Profit Factor 0.1729 1.1616 0.0884 0.9926 3.1494 0.3529
Total Trades 67 33 34 67 33 34
Winning Trades 46 21 25 34 17 17
Losing Trades 21 12 9 33 16 17
Profitability (%) 68.6567 63.6364 73.5294 50.7463 51.5152 50
Ratio Avg Win / Avg Loss 0.0789 0.6638 0.0318 0.9634 2.9641 0.3529
Largest Winning Trade 39295 39295 24766 250542896 250542896 50924643
Largest Losing Trade -2016653 -82659 -2016653 -209724036 -47510444 -209724036
Avg Bars in Trades 56 58 54 56 58 54
Avg Bars in Winners 18 22 15 68 77 59
Avg Bars in Losers 138 121 160 43 38 48
Bars Traded 3771 1930 1841 3771 1930 1841
Profit Streak 268.3204 398.3204 268.3204 0 0 0
Trades During Streak 2 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -698389 -369738 -577156 -701681 565602 -580795

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": 1568332800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758786078642,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 189,
            "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": [
        [
            -3010587.9866485274,
            46313.6795143358,
            -3056901.6661628643,
            -3078843.2721351213,
            203698386.63687018,
            -206777229.90900528
        ],
        [
            -3010.587987,
            46.31368,
            -3056.901666,
            -3078.843272,
            203698.386637,
            -206777.229909
        ],
        [
            -1.473251,
            0.022664,
            -1.495915,
            0,
            0.373572,
            0
        ],
        [
            4374.728087,
            4374.728087,
            4374.728087,
            4374.728087,
            4374.728087,
            4374.728087
        ],
        [
            -3172582,
            -84774,
            -3142768,
            -345558404,
            -69332757,
            -306870529
        ],
        [
            0.172934,
            1.16158,
            0.088431,
            0.992569,
            3.149371,
            0.352876
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            46,
            21,
            25,
            34,
            17,
            17
        ],
        [
            21,
            12,
            9,
            33,
            16,
            17
        ],
        [
            68.656716,
            63.636364,
            73.529412,
            50.746269,
            51.515152,
            50
        ],
        [
            0.078948,
            0.66376,
            0.031835,
            0.963375,
            2.964114,
            0.352876
        ],
        [
            39295,
            39295,
            24766,
            250542896,
            250542896,
            50924643
        ],
        [
            -2016653,
            -82659,
            -2016653,
            -209724036,
            -47510444,
            -209724036
        ],
        [
            56,
            58,
            54,
            56,
            58,
            54
        ],
        [
            18,
            22,
            15,
            68,
            77,
            59
        ],
        [
            138,
            121,
            160,
            43,
            38,
            48
        ],
        [
            3771,
            1930,
            1841,
            3771,
            1930,
            1841
        ],
        [
            268.320355,
            398.320355,
            268.320355,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -698389,
            -369738,
            -577156,
            -701681,
            565602,
            -580795
        ]
    ]
}
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": 1568332800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758786078642,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 189,
            "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)