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Trade: FTM/USDT/720/SINWMA/JMA/5318

Strategy
FTM/USDT/720/SINWMA/JMA/5318
Pair
FTM_USDT
Interval
12h
Score
537615
Daily Profit
0.260765
Profit Factor
2.715158
Profitability
55.555556
Streak
475.536384
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-01 15:52
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 3445532.3183 3438290.5833 7241.735 5413503.547 20375137.3221 -14961633.7751
Total P&L (%) 3445.5323 3438.2906 7.2417 5413.5035 20375.1373 -14961.6338
Avg Daily Profit (%) 1.6861 1.6826 0.0035 0.1964 0.2608 0
Buy And Hold Return (%) 3246.4115 3246.4115 3246.4115 3246.4115 3246.4115 3246.4115
Max Trade Drawdown -170891 -150957 -125174 -15826736 -6858499 -16653286
Profit Factor 5.478 10.1311 1.0184 1.1484 2.7152 0.3916
Total Trades 72 36 36 72 36 36
Winning Trades 41 20 21 41 20 21
Losing Trades 31 16 15 31 16 15
Profitability (%) 56.9444 55.5556 58.3333 56.9444 55.5556 58.3333
Ratio Avg Win / Avg Loss 4.1419 8.1049 0.7275 0.8683 2.1721 0.2797
Largest Winning Trade 2701168 2701168 67296 12544867 12544867 2161802
Largest Losing Trade -57619 -44356 -57619 -8985461 -2838631 -8985461
Avg Bars in Trades 54 60 48 54 60 48
Avg Bars in Winners 64 71 57 64 71 57
Avg Bars in Losers 41 46 36 41 46 36
Bars Traded 3928 2167 1761 3928 2167 1761
Profit Streak 475.5364 475.5364 500.0364 475.5364 475.5364 500.0364
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -205842 -123250 -553363 -141237 537615 -578363
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": 1563840000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759323143558,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 85,
            "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": [
        [
            3445532.3183012754,
            3438290.583268314,
            7241.7350329614,
            5413503.547034471,
            20375137.3221386,
            -14961633.775104133
        ],
        [
            3445.532318,
            3438.290583,
            7.241735,
            5413.503547,
            20375.137322,
            -14961.633775
        ],
        [
            1.686094,
            1.68255,
            0.003544,
            0.196414,
            0.260765,
            0
        ],
        [
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483
        ],
        [
            -170891,
            -150957,
            -125174,
            -15826736,
            -6858499,
            -16653286
        ],
        [
            5.478037,
            10.131099,
            1.018432,
            1.148438,
            2.715158,
            0.391563
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            56.944444,
            55.555556,
            58.333333,
            56.944444,
            55.555556,
            58.333333
        ],
        [
            4.141931,
            8.104879,
            0.727452,
            0.868331,
            2.172126,
            0.279688
        ],
        [
            2701168,
            2701168,
            67296,
            12544867,
            12544867,
            2161802
        ],
        [
            -57619,
            -44356,
            -57619,
            -8985461,
            -2838631,
            -8985461
        ],
        [
            54,
            60,
            48,
            54,
            60,
            48
        ],
        [
            64,
            71,
            57,
            64,
            71,
            57
        ],
        [
            41,
            46,
            36,
            41,
            46,
            36
        ],
        [
            3928,
            2167,
            1761,
            3928,
            2167,
            1761
        ],
        [
            475.536384,
            475.536384,
            500.036384,
            475.536384,
            475.536384,
            500.036384
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -205842,
            -123250,
            -553363,
            -141237,
            537615,
            -578363
        ]
    ]
}
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": 1563840000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759323143558,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 85,
            "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)