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Trade: FTM/USDT/720/WMA/HL2/5502

Strategy
FTM/USDT/720/WMA/HL2/5502
Pair
FTM_USDT
Interval
12h
Score
320835
Daily Profit
0.347079
Profit Factor
1.880354
Profitability
35.357143
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-30 22:09
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 2611367.3516 2473412.255 137955.0966 118730513.9039 115183497.9879 3547015.916
Total P&L (%) 2611.3674 2473.4123 137.9551 118730.5139 115183.498 3547.0159
Avg Daily Profit (%) 1.2779 1.2104 0.0675 0.3471 0.3456 0.1762
Buy And Hold Return (%) 2457.2212 2457.2212 2457.2212 2457.2212 2457.2212 2457.2212
Max Trade Drawdown -183956 -96942 -219306 -28244116 -24466767 -24618418
Profit Factor 3.4216 5.4423 1.2645 1.8804 2.7422 1.0516
Total Trades 280 140 140 280 140 140
Winning Trades 99 44 55 99 44 55
Losing Trades 181 96 85 181 96 85
Profitability (%) 35.3571 31.4286 39.2857 35.3571 31.4286 39.2857
Ratio Avg Win / Avg Loss 6.2557 11.8741 1.9542 3.4378 5.983 1.6252
Largest Winning Trade 1528755 1528755 64130 48197101 48197101 13153426
Largest Losing Trade -33828 -20404 -33828 -7837694 -5503666 -7837694
Avg Bars in Trades 14 13 15 14 13 15
Avg Bars in Winners 30 31 29 30 31 29
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 3983 1849 2134 3983 1849 2134
Profit Streak 0 0 312.798 0 0 312.798
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -130088 -149214 -271078 320835 265932 -186114
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": 1562241600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759259345186,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            2611367.351620618,
            2473412.2549984525,
            137955.096622165,
            118730513.90392262,
            115183497.98788922,
            3547015.916033396
        ],
        [
            2611.367352,
            2473.412255,
            137.955097,
            118730.513904,
            115183.497988,
            3547.015916
        ],
        [
            1.27789,
            1.21038,
            0.067509,
            0.347079,
            0.345591,
            0.176152
        ],
        [
            2457.221207,
            2457.221207,
            2457.221207,
            2457.221207,
            2457.221207,
            2457.221207
        ],
        [
            -183956,
            -96942,
            -219306,
            -28244116,
            -24466767,
            -24618418
        ],
        [
            3.4216,
            5.44229,
            1.264496,
            1.880354,
            2.742206,
            1.051591
        ],
        [
            280,
            140,
            140,
            280,
            140,
            140
        ],
        [
            99,
            44,
            55,
            99,
            44,
            55
        ],
        [
            181,
            96,
            85,
            181,
            96,
            85
        ],
        [
            35.357143,
            31.428571,
            39.285714,
            35.357143,
            31.428571,
            39.285714
        ],
        [
            6.255652,
            11.874087,
            1.954221,
            3.43782,
            5.982995,
            1.625185
        ],
        [
            1528755,
            1528755,
            64130,
            48197101,
            48197101,
            13153426
        ],
        [
            -33828,
            -20404,
            -33828,
            -7837694,
            -5503666,
            -7837694
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            3983,
            1849,
            2134,
            3983,
            1849,
            2134
        ],
        [
            0,
            0,
            312.797977,
            0,
            0,
            312.797977
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130088,
            -149214,
            -271078,
            320835,
            265932,
            -186114
        ]
    ]
}
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": 1562241600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759259345186,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)