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Trade: FTM/USDT/720/FWMA/DEMA/6094

Strategy
FTM/USDT/720/FWMA/DEMA/6094
Pair
FTM_USDT
Interval
12h
Score
712670
Daily Profit
0.361622
Profit Factor
3.556379
Profitability
67.567568
Streak
413.301368
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-09 10:13
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3014626.6518 -17058.4302 -2997568.2217 51683.8801 159684719.3399 -159633035.4597
Total P&L (%) -3014.6267 -17.0584 -2997.5682 51.6839 159684.7193 -159633.0355
Avg Daily Profit (%) -1.4752 -0.0083 -1.4669 0.0204 0.3616 0
Buy And Hold Return (%) 5792.1651 5792.1651 5792.1651 5792.1651 5792.1651 5792.1651
Max Trade Drawdown -3120900 -166880 -3065038 -237055790 -45036703 -196031068
Profit Factor 0.1737 0.954 0.0854 1.0002 3.5564 0.2415
Total Trades 75 37 38 75 37 38
Winning Trades 57 28 29 45 25 20
Losing Trades 18 9 9 30 12 18
Profitability (%) 76 75.6757 76.3158 60 67.5676 52.6316
Ratio Avg Win / Avg Loss 0.0548 0.3066 0.0265 0.6668 1.7071 0.2173
Largest Winning Trade 45810 45810 27678 120067134 120067134 14057108
Largest Losing Trade -1455581 -82499 -1455581 -157679990 -24632044 -157679990
Avg Bars in Trades 49 43 55 49 43 55
Avg Bars in Winners 13 12 14 51 44 59
Avg Bars in Losers 164 142 187 47 42 51
Bars Traded 3744 1626 2119 3744 1626 2119
Profit Streak 0 413.3014 0 0 413.3014 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 -638407 -576085 -577353 -613086 712670 -580423
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1570665600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759994038224,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 207,
            "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": [
        [
            -3014626.65184831,
            -17058.4301839302,
            -2997568.2216643794,
            51683.8801138378,
            159684719.33985037,
            -159633035.4597365
        ],
        [
            -3014.626652,
            -17.05843,
            -2997.568222,
            51.68388,
            159684.71934,
            -159633.03546
        ],
        [
            -1.475227,
            -0.008348,
            -1.466879,
            0.02039,
            0.361622,
            0
        ],
        [
            5792.165122,
            5792.165122,
            5792.165122,
            5792.165122,
            5792.165122,
            5792.165122
        ],
        [
            -3120900,
            -166880,
            -3065038,
            -237055790,
            -45036703,
            -196031068
        ],
        [
            0.173669,
            0.954004,
            0.085365,
            1.000189,
            3.556379,
            0.241467
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            57,
            28,
            29,
            45,
            25,
            20
        ],
        [
            18,
            9,
            9,
            30,
            12,
            18
        ],
        [
            76,
            75.675676,
            76.315789,
            60,
            67.567568,
            52.631579
        ],
        [
            0.054843,
            0.306644,
            0.026493,
            0.666793,
            1.707062,
            0.217321
        ],
        [
            45810,
            45810,
            27678,
            120067134,
            120067134,
            14057108
        ],
        [
            -1455581,
            -82499,
            -1455581,
            -157679990,
            -24632044,
            -157679990
        ],
        [
            49,
            43,
            55,
            49,
            43,
            55
        ],
        [
            13,
            12,
            14,
            51,
            44,
            59
        ],
        [
            164,
            142,
            187,
            47,
            42,
            51
        ],
        [
            3744,
            1626,
            2119,
            3744,
            1626,
            2119
        ],
        [
            0,
            413.301368,
            0,
            0,
            413.301368,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -638407,
            -576085,
            -577353,
            -613086,
            712670,
            -580423
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1570665600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759994038224,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 207,
            "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)