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Trade: FTM/USDT/480/PWMA/WMA/1943

Strategy
FTM/USDT/480/PWMA/WMA/1943
Pair
FTM_USDT
Interval
8h
Score
664253
Daily Profit
0.364331
Profit Factor
5.911406
Profitability
54.285714
Streak
0.000000
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-11 16:19
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 -2160320.1971 217586.3119 -2377906.5089 -592804.1038 168642514.7619 -169235318.8658
Total P&L (%) -2160.3202 217.5863 -2377.9065 -592.8041 168642.5148 -169235.3189
Avg Daily Profit (%) -1.0573 0.1065 -1.1637 0 0.3643 0
Buy And Hold Return (%) 4547.1761 4547.1761 4547.1761 4547.1761 4547.1761 4547.1761
Max Trade Drawdown -2303450 -137100 -2434282 -215690964 -18891158 -236989115
Profit Factor 0.2921 1.6769 0.129 0.9979 5.9114 0.3337
Total Trades 71 35 36 71 35 36
Winning Trades 35 18 17 39 19 20
Losing Trades 36 17 19 32 16 16
Profitability (%) 49.2958 51.4286 47.2222 54.9296 54.2857 55.5556
Ratio Avg Win / Avg Loss 0.3004 1.5837 0.1442 0.8188 4.978 0.267
Largest Winning Trade 169116 169116 70630 101023436 101023436 46017515
Largest Losing Trade -1400951 -74633 -1400951 -215690964 -13633447 -215690964
Avg Bars in Trades 79 84 74 79 84 74
Avg Bars in Winners 42 45 39 89 106 73
Avg Bars in Losers 114 125 105 66 57 75
Bars Traded 5622 2942 2680 5622 2942 2680
Profit Streak 0 411.8884 0 319.8884 0 403.8884
Trades During Streak 0 3 0 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -672329 -211910 -581860 -670551 664253 -578719
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": 1566518400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760188753838,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 220,
            "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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            217586.3118890378,
            -2377906.508943497,
            -592804.1038184381,
            168642514.7619357,
            -169235318.86575425
        ],
        [
            -2160.320197,
            217.586312,
            -2377.906509,
            -592.804104,
            168642.514762,
            -169235.318866
        ],
        [
            -1.057255,
            0.106486,
            -1.163741,
            0,
            0.364331,
            0
        ],
        [
            4547.17608,
            4547.17608,
            4547.17608,
            4547.17608,
            4547.17608,
            4547.17608
        ],
        [
            -2303450,
            -137100,
            -2434282,
            -215690964,
            -18891158,
            -236989115
        ],
        [
            0.292064,
            1.676854,
            0.129006,
            0.997944,
            5.911406,
            0.333734
        ],
        [
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            36,
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            35,
            36
        ],
        [
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            17,
            39,
            19,
            20
        ],
        [
            36,
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            32,
            16,
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        ],
        [
            49.295775,
            51.428571,
            47.222222,
            54.929577,
            54.285714,
            55.555556
        ],
        [
            0.300408,
            1.583695,
            0.144183,
            0.818826,
            4.978026,
            0.266987
        ],
        [
            169116,
            169116,
            70630,
            101023436,
            101023436,
            46017515
        ],
        [
            -1400951,
            -74633,
            -1400951,
            -215690964,
            -13633447,
            -215690964
        ],
        [
            79,
            84,
            74,
            79,
            84,
            74
        ],
        [
            42,
            45,
            39,
            89,
            106,
            73
        ],
        [
            114,
            125,
            105,
            66,
            57,
            75
        ],
        [
            5622,
            2942,
            2680,
            5622,
            2942,
            2680
        ],
        [
            0,
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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": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566518400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760188753838,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 220,
            "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)