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Trade: FTM/USDT/360/SWMA/ALMA/5128

Strategy
FTM/USDT/360/SWMA/ALMA/5128
Pair
FTM_USDT
Interval
6h
Score
405821
Daily Profit
0.315172
Profit Factor
1.550972
Profitability
48.717949
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-26 09:06
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 1699660.7789 1603164.9299 96495.849 20021618.0713 61894173.9972 -41872555.9259
Total P&L (%) 1699.6608 1603.1649 96.4958 20021.6181 61894.174 -41872.5559
Avg Daily Profit (%) 0.8318 0.7846 0.0472 0.2599 0.3152 0
Buy And Hold Return (%) 2921.1663 2921.1663 2921.1663 2921.1663 2921.1663 2921.1663
Max Trade Drawdown -144682 -73884 -132552 -165572606 -68557860 -167083553
Profit Factor 3.6088 5.7384 1.3081 1.0633 1.551 0.7947
Total Trades 77 39 38 77 39 38
Winning Trades 37 19 18 37 19 18
Losing Trades 40 20 20 40 20 20
Profitability (%) 48.0519 48.7179 47.3684 48.0519 48.7179 47.3684
Ratio Avg Win / Avg Loss 3.9014 6.0404 1.4535 1.1495 1.6326 0.883
Largest Winning Trade 545103 545103 67731 90181673 90181673 66598155
Largest Losing Trade -87869 -48117 -87869 -106995719 -34538544 -106995719
Avg Bars in Trades 102 94 110 102 94 110
Avg Bars in Winners 132 109 155 132 109 155
Avg Bars in Losers 75 79 70 75 79 70
Bars Traded 7894 3683 4211 7894 3683 4211
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -192844 -144884 -296491 -189485 405821 -581788

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": 1564747200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758866798415,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 89,
            "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": [
        [
            1699660.7789019945,
            1603164.9298913071,
            96495.8490106869,
            20021618.071292136,
            61894173.99715574,
            -41872555.92586363
        ],
        [
            1699.660779,
            1603.16493,
            96.495849,
            20021.618071,
            61894.173997,
            -41872.555926
        ],
        [
            0.831842,
            0.784615,
            0.047227,
            0.259942,
            0.315172,
            0
        ],
        [
            2921.166307,
            2921.166307,
            2921.166307,
            2921.166307,
            2921.166307,
            2921.166307
        ],
        [
            -144682,
            -73884,
            -132552,
            -165572606,
            -68557860,
            -167083553
        ],
        [
            3.608821,
            5.738412,
            1.308125,
            1.063295,
            1.550972,
            0.79473
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            48.051948,
            48.717949,
            47.368421,
            48.051948,
            48.717949,
            47.368421
        ],
        [
            3.901428,
            6.040433,
            1.453472,
            1.149508,
            1.632602,
            0.883033
        ],
        [
            545103,
            545103,
            67731,
            90181673,
            90181673,
            66598155
        ],
        [
            -87869,
            -48117,
            -87869,
            -106995719,
            -34538544,
            -106995719
        ],
        [
            102,
            94,
            110,
            102,
            94,
            110
        ],
        [
            132,
            109,
            155,
            132,
            109,
            155
        ],
        [
            75,
            79,
            70,
            75,
            79,
            70
        ],
        [
            7894,
            3683,
            4211,
            7894,
            3683,
            4211
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -192844,
            -144884,
            -296491,
            -189485,
            405821,
            -581788
        ]
    ]
}
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": 1564747200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758866798415,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 89,
            "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)