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Trade: FTM/USDT/480/JMA/SINWMA/7398

Strategy
FTM/USDT/480/JMA/SINWMA/7398
Pair
FTM_USDT
Interval
8h
Score
606689
Daily Profit
0.260819
Profit Factor
2.873944
Profitability
62.500000
Streak
395.487792
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-29 06:42
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 -2856008.5889 -67439.5305 -2788569.0584 -90419.4729 20388806.154 -20479225.6269
Total P&L (%) -2856.0086 -67.4395 -2788.5691 -90.4195 20388.8062 -20479.2256
Avg Daily Profit (%) -1.3977 -0.033 -1.3647 -0.1147 0.2608 0
Buy And Hold Return (%) 3069.0077 3069.0077 3069.0077 3069.0077 3069.0077 3069.0077
Max Trade Drawdown -2919489 -134556 -2835750 -33027635 -7606228 -29616233
Profit Factor 0.1659 0.8049 0.0942 0.9978 2.8739 0.3253
Total Trades 81 40 41 81 40 41
Winning Trades 54 25 29 48 25 23
Losing Trades 27 15 12 33 15 18
Profitability (%) 66.6667 62.5 70.7317 59.2593 62.5 56.0976
Ratio Avg Win / Avg Loss 0.083 0.483 0.039 0.686 1.7244 0.2546
Largest Winning Trade 27577 27577 23292 20934084 20934084 6842524
Largest Losing Trade -1435830 -79397 -1435830 -18423304 -5206457 -18423304
Avg Bars in Trades 69 73 66 69 73 66
Avg Bars in Winners 24 25 24 49 55 42
Avg Bars in Losers 158 152 166 99 102 96
Bars Traded 5636 2927 2709 5636 2927 2709
Profit Streak 0 395.4878 0 0 395.4878 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -594617 -577732 -578054 -595577 606689 -579951
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": 1565049600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759117345190,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 169,
            "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": [
        [
            -2856008.5889011677,
            -67439.530514718,
            -2788569.058386449,
            -90419.472885068,
            20388806.153998516,
            -20479225.626883596
        ],
        [
            -2856.008589,
            -67.439531,
            -2788.569058,
            -90.419473,
            20388.806154,
            -20479.225627
        ],
        [
            -1.397723,
            -0.033005,
            -1.364718,
            -0.114719,
            0.260819,
            0
        ],
        [
            3069.007703,
            3069.007703,
            3069.007703,
            3069.007703,
            3069.007703,
            3069.007703
        ],
        [
            -2919489,
            -134556,
            -2835750,
            -33027635,
            -7606228,
            -29616233
        ],
        [
            0.165941,
            0.804941,
            0.094176,
            0.997807,
            2.873944,
            0.32531
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            54,
            25,
            29,
            48,
            25,
            23
        ],
        [
            27,
            15,
            12,
            33,
            15,
            18
        ],
        [
            66.666667,
            62.5,
            70.731707,
            59.259259,
            62.5,
            56.097561
        ],
        [
            0.08297,
            0.482965,
            0.038969,
            0.685992,
            1.724366,
            0.25459
        ],
        [
            27577,
            27577,
            23292,
            20934084,
            20934084,
            6842524
        ],
        [
            -1435830,
            -79397,
            -1435830,
            -18423304,
            -5206457,
            -18423304
        ],
        [
            69,
            73,
            66,
            69,
            73,
            66
        ],
        [
            24,
            25,
            24,
            49,
            55,
            42
        ],
        [
            158,
            152,
            166,
            99,
            102,
            96
        ],
        [
            5636,
            2927,
            2709,
            5636,
            2927,
            2709
        ],
        [
            0,
            395.487791,
            0,
            0,
            395.487792,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -594617,
            -577732,
            -578054,
            -595577,
            606689,
            -579951
        ]
    ]
}
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": 1565049600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759117345190,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 169,
            "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)