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Trade: FTM/USDT/360/JMA/PWMA/3545

Strategy
FTM/USDT/360/JMA/PWMA/3545
Pair
FTM_USDT
Interval
6h
Score
333536
Daily Profit
0.265799
Profit Factor
1.342238
Profitability
52.631579
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-30 00:45
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2505784.5666 85502.7465 -2591287.3131 -1509598.7471 22572336.8464 -24081935.5935
Total P&L (%) -2505.7846 85.5027 -2591.2873 -1509.5987 22572.3368 -24081.9356
Avg Daily Profit (%) -1.2264 0.0418 -1.2682 0 0.2658 0
Buy And Hold Return (%) 3246.4115 3246.4115 3246.4115 3246.4115 3246.4115 3246.4115
Max Trade Drawdown -2700065 -106624 -2699152 -103987763 -40621147 -77873893
Profit Factor 0.2629 1.1896 0.1211 0.9909 1.3422 0.758
Total Trades 77 38 39 77 38 39
Winning Trades 46 23 23 38 20 18
Losing Trades 31 15 16 39 18 21
Profitability (%) 59.7403 60.5263 58.9744 49.3506 52.6316 46.1538
Ratio Avg Win / Avg Loss 0.1772 0.7758 0.0843 1.017 1.208 0.8843
Largest Winning Trade 92436 92436 49651 49712992 49712992 40874746
Largest Losing Trade -1503987 -78177 -1503987 -65908693 -29475176 -65908693
Avg Bars in Trades 102 107 96 102 107 96
Avg Bars in Winners 57 57 57 93 103 82
Avg Bars in Losers 169 185 153 110 112 109
Bars Traded 7870 4098 3772 7870 4098 3772
Profit Streak 0 430.6564 0 321.1564 0 382.1564
Trades During Streak 0 3 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -625515 -313749 -579594 -625054 333536 -581289
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563861600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759182313576,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 170,
            "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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            85502.7465007213,
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            -24081935.593512684
        ],
        [
            -2505.784567,
            85.502747,
            -2591.287313,
            -1509.598747,
            22572.336846,
            -24081.935594
        ],
        [
            -1.226372,
            0.041846,
            -1.268218,
            0,
            0.265799,
            0
        ],
        [
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483
        ],
        [
            -2700065,
            -106624,
            -2699152,
            -103987763,
            -40621147,
            -77873893
        ],
        [
            0.262888,
            1.189561,
            0.121123,
            0.990876,
            1.342238,
            0.757968
        ],
        [
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        ],
        [
            46,
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            23,
            38,
            20,
            18
        ],
        [
            31,
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            16,
            39,
            18,
            21
        ],
        [
            59.74026,
            60.526316,
            58.974359,
            49.350649,
            52.631579,
            46.153846
        ],
        [
            0.177164,
            0.775801,
            0.08426,
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            1.208014,
            0.884296
        ],
        [
            92436,
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            49651,
            49712992,
            49712992,
            40874746
        ],
        [
            -1503987,
            -78177,
            -1503987,
            -65908693,
            -29475176,
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        ],
        [
            102,
            107,
            96,
            102,
            107,
            96
        ],
        [
            57,
            57,
            57,
            93,
            103,
            82
        ],
        [
            169,
            185,
            153,
            110,
            112,
            109
        ],
        [
            7870,
            4098,
            3772,
            7870,
            4098,
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        ],
        [
            0,
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            0,
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            0,
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        ],
        [
            0,
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        ],
        [
            0.8,
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        [
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563861600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759182313576,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 170,
            "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)