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Trade: FTM/USDT/240/SWMA/SWMA/6113

Strategy
FTM/USDT/240/SWMA/SWMA/6113
Pair
FTM_USDT
Interval
4h
Score
383903
Daily Profit
0.358943
Profit Factor
1.354384
Profitability
56.410256
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 -2205159.7507 241024.2735 -2446184.0242 -16209426.5912 150753857.5258 -166963284.117
Total P&L (%) -2205.1598 241.0243 -2446.184 -16209.4266 150753.8575 -166963.2841
Avg Daily Profit (%) -1.0795 0.118 -1.1975 0 0.3589 0
Buy And Hold Return (%) 2894.0068 2894.0068 2894.0068 2894.0068 2894.0068 2894.0068
Max Trade Drawdown -2443691 -122956 -2589875 -597524915 -221649489 -511964046
Profit Factor 0.3311 1.587 0.1524 0.9845 1.3544 0.7305
Total Trades 79 39 40 79 39 40
Winning Trades 46 22 24 44 22 22
Losing Trades 33 17 16 35 17 18
Profitability (%) 58.2278 56.4103 60 55.6962 56.4103 55
Ratio Avg Win / Avg Loss 0.2375 1.2263 0.1016 0.7831 1.0466 0.5977
Largest Winning Trade 128093 128093 64505 338413677 264704288 338413677
Largest Losing Trade -1690273 -69717 -1690273 -375875426 -221649489 -375875426
Avg Bars in Trades 151 159 143 151 159 143
Avg Bars in Winners 82 83 81 137 149 124
Avg Bars in Losers 247 258 236 169 172 166
Bars Traded 11970 6233 5737 11970 6233 5737
Profit Streak 0 344.6218 0 314.9552 0 328.7885
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -610711 -197981 -579453 -610729 383903 -579514
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": 1562760000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758999325006,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 177,
            "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": [
        [
            -2205159.7506575873,
            241024.2735017396,
            -2446184.0241593267,
            -16209426.591196965,
            150753857.52575958,
            -166963284.11695656
        ],
        [
            -2205.159751,
            241.024274,
            -2446.184024,
            -16209.426591,
            150753.857526,
            -166963.284117
        ],
        [
            -1.079548,
            0.117995,
            -1.197542,
            0,
            0.358943,
            0
        ],
        [
            2894.006849,
            2894.006849,
            2894.006849,
            2894.006849,
            2894.006849,
            2894.006849
        ],
        [
            -2443691,
            -122956,
            -2589875,
            -597524915,
            -221649489,
            -511964046
        ],
        [
            0.33106,
            1.586984,
            0.152362,
            0.984488,
            1.354384,
            0.73051
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            46,
            22,
            24,
            44,
            22,
            22
        ],
        [
            33,
            17,
            16,
            35,
            17,
            18
        ],
        [
            58.227848,
            56.410256,
            60,
            55.696203,
            56.410256,
            55
        ],
        [
            0.2375,
            1.226306,
            0.101575,
            0.783115,
            1.04657,
            0.59769
        ],
        [
            128093,
            128093,
            64505,
            338413677,
            264704288,
            338413677
        ],
        [
            -1690273,
            -69717,
            -1690273,
            -375875426,
            -221649489,
            -375875426
        ],
        [
            151,
            159,
            143,
            151,
            159,
            143
        ],
        [
            82,
            83,
            81,
            137,
            149,
            124
        ],
        [
            247,
            258,
            236,
            169,
            172,
            166
        ],
        [
            11970,
            6233,
            5737,
            11970,
            6233,
            5737
        ],
        [
            0,
            344.621817,
            0,
            314.95515,
            0,
            328.788484
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -610711,
            -197981,
            -579453,
            -610729,
            383903,
            -579514
        ]
    ]
}
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": 1562760000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758999325006,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 177,
            "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)