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Trade: FTM/USDT/240/SSF/JMA/5552

Strategy
FTM/USDT/240/SSF/JMA/5552
Pair
FTM_USDT
Interval
4h
Score
304787
Daily Profit
0.260007
Profit Factor
1.648881
Profitability
42.452830
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-27 21:55
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 2023966.0669 1960522.0557 63444.0111 13804042.2109 20017735.7145 -6213693.5036
Total P&L (%) 2023.9661 1960.5221 63.444 13804.0422 20017.7357 -6213.6935
Avg Daily Profit (%) 0.9908 0.9598 0.0311 0.2419 0.26 0
Buy And Hold Return (%) 2545.2345 2545.2345 2545.2345 2545.2345 2545.2345 2545.2345
Max Trade Drawdown -119713 -63446 -277505 -15734424 -11522966 -14573623
Profit Factor 2.5545 4.4676 1.0861 1.2262 1.6489 0.794
Total Trades 211 106 105 211 106 105
Winning Trades 92 45 47 92 45 47
Losing Trades 119 61 58 119 61 58
Profitability (%) 43.6019 42.4528 44.7619 43.6019 42.4528 44.7619
Ratio Avg Win / Avg Loss 3.3042 6.0561 1.3403 1.5861 2.2351 0.9799
Largest Winning Trade 1294744 1294744 67895 13605535 13605535 4146294
Largest Losing Trade -58399 -30684 -58399 -6723220 -6723220 -4094538
Avg Bars in Trades 57 56 58 57 56 58
Avg Bars in Winners 87 88 86 87 88 86
Avg Bars in Losers 34 32 36 34 32 36
Bars Traded 12159 5967 6192 12159 5967 6192
Profit Streak 0 0 286.2884 0 0 286.2884
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148959 -148275 -444678 241384 304787 -582501
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": 1560772800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758999318154,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 39,
            "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": [
        [
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            1960522.05572889,
            63444.0111348018,
            13804042.210889377,
            20017735.71451336,
            -6213693.503623986
        ],
        [
            2023.966067,
            1960.522056,
            63.444011,
            13804.042211,
            20017.735715,
            -6213.693504
        ],
        [
            0.990843,
            0.959784,
            0.031059,
            0.241876,
            0.260007,
            0
        ],
        [
            2545.234493,
            2545.234493,
            2545.234493,
            2545.234493,
            2545.234493,
            2545.234493
        ],
        [
            -119713,
            -63446,
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            -15734424,
            -11522966,
            -14573623
        ],
        [
            2.554533,
            4.467607,
            1.086131,
            1.226223,
            1.648881,
            0.794044
        ],
        [
            211,
            106,
            105,
            211,
            106,
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        ],
        [
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            45,
            47,
            92,
            45,
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        ],
        [
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            58,
            119,
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        ],
        [
            43.601896,
            42.45283,
            44.761905,
            43.601896,
            42.45283,
            44.761905
        ],
        [
            3.304233,
            6.05609,
            1.340332,
            1.586093,
            2.235149,
            0.979884
        ],
        [
            1294744,
            1294744,
            67895,
            13605535,
            13605535,
            4146294
        ],
        [
            -58399,
            -30684,
            -58399,
            -6723220,
            -6723220,
            -4094538
        ],
        [
            57,
            56,
            58,
            57,
            56,
            58
        ],
        [
            87,
            88,
            86,
            87,
            88,
            86
        ],
        [
            34,
            32,
            36,
            34,
            32,
            36
        ],
        [
            12159,
            5967,
            6192,
            12159,
            5967,
            6192
        ],
        [
            0,
            0,
            286.288404,
            0,
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            286.288405
        ],
        [
            0,
            0,
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        ],
        [
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        ],
        [
            -148959,
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        ]
    ]
}
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": 1560772800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758999318154,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 39,
            "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)