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Trade: FTM/USDT/480/FWMA/SINWMA/3695

Strategy
FTM/USDT/480/FWMA/SINWMA/3695
Pair
FTM_USDT
Interval
8h
Score
341193
Daily Profit
0.196142
Profit Factor
5.743655
Profitability
59.523810
Streak
407.910205
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-03 16:50
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3241834.8628 -88220.6571 -3153614.2057 -99933.0441 5381139.8593 -5481072.9034
Total P&L (%) -3241.8349 -88.2207 -3153.6142 -99.933 5381.1399 -5481.0729
Avg Daily Profit (%) -1.5865 -0.0432 -1.5434 -0.3571 0.1961 0
Buy And Hold Return (%) 3347.0182 3347.0182 3347.0182 3347.0182 3347.0182 3347.0182
Max Trade Drawdown -3329683 -201832 -3237952 -7156441 -469638 -7640713
Profit Factor 0.1703 0.8007 0.0897 0.989 5.7437 0.3098
Total Trades 85 42 43 85 42 43
Winning Trades 60 27 33 52 25 27
Losing Trades 25 15 10 33 17 16
Profitability (%) 70.5882 64.2857 76.7442 61.1765 59.5238 62.7907
Ratio Avg Win / Avg Loss 0.0709 0.4448 0.0272 0.6276 3.9057 0.1836
Largest Winning Trade 53699 53699 24318 3559174 3559174 1345404
Largest Losing Trade -1796430 -79081 -1796430 -6686803 -469638 -6686803
Avg Bars in Trades 69 75 64 69 75 64
Avg Bars in Winners 24 20 27 50 55 45
Avg Bars in Losers 178 174 184 99 104 94
Bars Traded 5918 3165 2753 5918 3165 2753
Profit Streak 0 407.9102 0 0 407.9102 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577604 -577524 -577260 -578824 341193 -579069
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563840000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759499441710,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 127,
            "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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            -88220.6570651758,
            -3153614.2057082714,
            -99933.0441046594,
            5381139.859273701,
            -5481072.903378361
        ],
        [
            -3241.834863,
            -88.220657,
            -3153.614206,
            -99.933044,
            5381.139859,
            -5481.072903
        ],
        [
            -1.586545,
            -0.043175,
            -1.54337,
            -0.357056,
            0.196142,
            0
        ],
        [
            3347.018236,
            3347.018236,
            3347.018236,
            3347.018236,
            3347.018236,
            3347.018236
        ],
        [
            -3329683,
            -201832,
            -3237952,
            -7156441,
            -469638,
            -7640713
        ],
        [
            0.170259,
            0.800709,
            0.089701,
            0.98899,
            5.743655,
            0.309847
        ],
        [
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            42,
            43,
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            43
        ],
        [
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            52,
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        ],
        [
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            17,
            16
        ],
        [
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            64.285714,
            76.744186,
            61.176471,
            59.52381,
            62.790698
        ],
        [
            0.070941,
            0.444838,
            0.027182,
            0.627628,
            3.905685,
            0.183613
        ],
        [
            53699,
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            24318,
            3559174,
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            1345404
        ],
        [
            -1796430,
            -79081,
            -1796430,
            -6686803,
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        ],
        [
            69,
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            64,
            69,
            75,
            64
        ],
        [
            24,
            20,
            27,
            50,
            55,
            45
        ],
        [
            178,
            174,
            184,
            99,
            104,
            94
        ],
        [
            5918,
            3165,
            2753,
            5918,
            3165,
            2753
        ],
        [
            0,
            407.910205,
            0,
            0,
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            0
        ],
        [
            0,
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            0,
            0,
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            0
        ],
        [
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        ],
        [
            -577604,
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            -577260,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563840000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759499441710,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 127,
            "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)