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Trade: FTM/USDT/360/JMA/T3/8500

Strategy
FTM/USDT/360/JMA/T3/8500
Pair
FTM_USDT
Interval
6h
Score
444475
Daily Profit
0.218174
Profit Factor
7.832369
Profitability
55.882353
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-27 00:17
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 -3521161.3066 -82748.1335 -3438413.1732 -100422.4619 8488321.7446 -8588744.2065
Total P&L (%) -3521.1613 -82.7481 -3438.4132 -100.4225 8488.3217 -8588.7442
Avg Daily Profit (%) -1.7233 -0.0405 -1.6828 0 0.2182 0
Buy And Hold Return (%) 3747.0847 3747.0847 3747.0847 3747.0847 3747.0847 3747.0847
Max Trade Drawdown -3640845 -206001 -3503880 -10751597 -691408 -11546411
Profit Factor 0.1507 0.7946 0.0814 0.9924 7.8324 0.2866
Total Trades 69 34 35 69 34 35
Winning Trades 48 23 25 38 19 19
Losing Trades 21 11 10 31 15 16
Profitability (%) 69.5652 67.6471 71.4286 55.0725 55.8824 54.2857
Ratio Avg Win / Avg Loss 0.0659 0.38 0.0326 0.8096 6.1834 0.2413
Largest Winning Trade 48429 48429 31957 5349257 5349257 1801727
Largest Losing Trade -2053582 -77452 -2053582 -10060188 -691408 -10060188
Avg Bars in Trades 112 116 108 112 116 108
Avg Bars in Winners 49 56 43 105 122 88
Avg Bars in Losers 256 241 272 120 108 132
Bars Traded 7762 3961 3801 7762 3961 3801
Profit Streak 0 402.3873 0 307.3873 0 315.3873
Trades During Streak 0 3 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -684241 -577167 -578009 -685532 444475 -579644

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": 1563278400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758921459544,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 143,
            "offset": 0,
            "a": 0.71809
        }
    }
}
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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            -82748.1334893692,
            -3438413.1731543364,
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            -8588744.206526892
        ],
        [
            -3521.161307,
            -82.748133,
            -3438.413173,
            -100.422462,
            8488.321745,
            -8588.744207
        ],
        [
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            -0.040498,
            -1.682816,
            0,
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            0
        ],
        [
            3747.084708,
            3747.084708,
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            3747.084708,
            3747.084708,
            3747.084708
        ],
        [
            -3640845,
            -206001,
            -3503880,
            -10751597,
            -691408,
            -11546411
        ],
        [
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            0.79463,
            0.081378,
            0.992439,
            7.832369,
            0.286601
        ],
        [
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            35,
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        ],
        [
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            38,
            19,
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        ],
        [
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            31,
            15,
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        ],
        [
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            67.647059,
            71.428571,
            55.072464,
            55.882353,
            54.285714
        ],
        [
            0.065929,
            0.380041,
            0.032551,
            0.809621,
            6.183449,
            0.241348
        ],
        [
            48429,
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            31957,
            5349257,
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            1801727
        ],
        [
            -2053582,
            -77452,
            -2053582,
            -10060188,
            -691408,
            -10060188
        ],
        [
            112,
            116,
            108,
            112,
            116,
            108
        ],
        [
            49,
            56,
            43,
            105,
            122,
            88
        ],
        [
            256,
            241,
            272,
            120,
            108,
            132
        ],
        [
            7762,
            3961,
            3801,
            7762,
            3961,
            3801
        ],
        [
            0,
            402.387263,
            0,
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            0,
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        ],
        [
            0,
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        ],
        [
            0.8,
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        ],
        [
            -684241,
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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": 1563278400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758921459544,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 143,
            "offset": 0,
            "a": 0.71809
        }
    }
}

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)