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Trade: FTM/USDT/240/MIDPOINT/PWMA/5499

Strategy
FTM/USDT/240/MIDPOINT/PWMA/5499
Pair
FTM_USDT
Interval
4h
Score
302622
Daily Profit
0.267243
Profit Factor
1.897023
Profitability
37.777778
Streak
308.544723
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-27 00:04
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1515988.6796 1446180.1573 69808.5223 23213381.3751 21228324.3063 1985057.0688
Total P&L (%) 1515.9887 1446.1802 69.8085 23213.3814 21228.3243 1985.0571
Avg Daily Profit (%) 0.7422 0.708 0.0342 0.2672 0.2629 0.1488
Buy And Hold Return (%) 3252.8284 3252.8284 3252.8284 3252.8284 3252.8284 3252.8284
Max Trade Drawdown -122368 -59724 -186338 -6517069 -5742050 -5217426
Profit Factor 2.9246 5.0939 1.1607 1.897 2.4706 1.1735
Total Trades 135 68 67 135 68 67
Winning Trades 51 24 27 51 24 27
Losing Trades 84 44 40 84 44 40
Profitability (%) 37.7778 35.2941 40.2985 37.7778 35.2941 40.2985
Ratio Avg Win / Avg Loss 4.8171 9.3388 1.7195 3.1245 4.5294 1.7385
Largest Winning Trade 382174 382174 83063 8540177 8540177 4158474
Largest Losing Trade -84639 -29528 -84639 -2281495 -2281495 -1443071
Avg Bars in Trades 87 75 100 87 75 100
Avg Bars in Winners 173 148 195 173 148 195
Avg Bars in Losers 35 35 36 35 35 36
Bars Traded 11836 5111 6725 11836 5111 6725
Profit Streak 308.5447 310.0447 0 308.5447 310.0447 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151329 -260123 -476399 302622 -101621 -309084

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563364800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758920664032,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 10,
            "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": [
        [
            1515988.6795725117,
            1446180.1573195125,
            69808.5222529992,
            23213381.375099048,
            21228324.306303885,
            1985057.068795164
        ],
        [
            1515.98868,
            1446.180157,
            69.808522,
            23213.381375,
            21228.324306,
            1985.057069
        ],
        [
            0.74216,
            0.707985,
            0.034175,
            0.267243,
            0.262875,
            0.148807
        ],
        [
            3252.82838,
            3252.82838,
            3252.82838,
            3252.82838,
            3252.82838,
            3252.82838
        ],
        [
            -122368,
            -59724,
            -186338,
            -6517069,
            -5742050,
            -5217426
        ],
        [
            2.924648,
            5.093889,
            1.160695,
            1.897023,
            2.470592,
            1.173473
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            37.777778,
            35.294118,
            40.298507,
            37.777778,
            35.294118,
            40.298507
        ],
        [
            4.817067,
            9.338797,
            1.719548,
            3.124508,
            4.529418,
            1.738479
        ],
        [
            382174,
            382174,
            83063,
            8540177,
            8540177,
            4158474
        ],
        [
            -84639,
            -29528,
            -84639,
            -2281495,
            -2281495,
            -1443071
        ],
        [
            87,
            75,
            100,
            87,
            75,
            100
        ],
        [
            173,
            148,
            195,
            173,
            148,
            195
        ],
        [
            35,
            35,
            36,
            35,
            35,
            36
        ],
        [
            11836,
            5111,
            6725,
            11836,
            5111,
            6725
        ],
        [
            308.544723,
            310.044723,
            0,
            308.544723,
            310.044723,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
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        ],
        [
            -151329,
            -260123,
            -476399,
            302622,
            -101621,
            -309084
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563364800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758920664032,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 10,
            "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)