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Trade: FTM/USDT/720/MIDPRICE/SINWMA/4750

Strategy
FTM/USDT/720/MIDPRICE/SINWMA/4750
Pair
FTM_USDT
Interval
12h
Score
646323
Daily Profit
0.272158
Profit Factor
6.732296
Profitability
55.319149
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 06:30
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 -3066098.8312 -38497.3695 -3027601.4617 -100167.2937 25726787.4388 -25826954.7326
Total P&L (%) -3066.0988 -38.4974 -3027.6015 -100.1673 25726.7874 -25826.9547
Avg Daily Profit (%) -1.5004 -0.0188 -1.4816 0 0.2722 0
Buy And Hold Return (%) 3232.0629 3232.0629 3232.0629 3232.0629 3232.0629 3232.0629
Max Trade Drawdown -3134389 -192867 -3094974 -34765806 -2413574 -35167839
Profit Factor 0.1973 0.9122 0.1046 0.9975 6.7323 0.2853
Total Trades 95 47 48 95 47 48
Winning Trades 66 32 34 52 26 26
Losing Trades 29 15 14 43 21 22
Profitability (%) 69.4737 68.0851 70.8333 54.7368 55.3191 54.1667
Ratio Avg Win / Avg Loss 0.0867 0.4276 0.0431 0.8249 5.4376 0.2414
Largest Winning Trade 50642 50642 24923 15214556 15214556 5729065
Largest Losing Trade -1660546 -79164 -1660546 -32352232 -2413574 -32352232
Avg Bars in Trades 41 44 38 41 44 38
Avg Bars in Winners 15 14 17 37 42 33
Avg Bars in Losers 99 110 88 45 47 44
Bars Traded 3945 2106 1840 3945 2106 1840
Profit Streak 0 407.6459 0 314.6459 0 316.6459
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577722 -576993 -577988 -579323 646323 -579561
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": 1563926400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759462203322,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "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": [
        [
            -3066098.831237954,
            -38497.3695045434,
            -3027601.46173341,
            -100167.2937088326,
            25726787.43884674,
            -25826954.732555572
        ],
        [
            -3066.098831,
            -38.49737,
            -3027.601462,
            -100.167294,
            25726.787439,
            -25826.954733
        ],
        [
            -1.500415,
            -0.018839,
            -1.481576,
            0,
            0.272158,
            0
        ],
        [
            3232.062887,
            3232.062887,
            3232.062887,
            3232.062887,
            3232.062887,
            3232.062887
        ],
        [
            -3134389,
            -192867,
            -3094974,
            -34765806,
            -2413574,
            -35167839
        ],
        [
            0.197319,
            0.912235,
            0.104573,
            0.997534,
            6.732296,
            0.285258
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            66,
            32,
            34,
            52,
            26,
            26
        ],
        [
            29,
            15,
            14,
            43,
            21,
            22
        ],
        [
            69.473684,
            68.085106,
            70.833333,
            54.736842,
            55.319149,
            54.166667
        ],
        [
            0.086701,
            0.42761,
            0.043059,
            0.824884,
            5.437623,
            0.241372
        ],
        [
            50642,
            50642,
            24923,
            15214556,
            15214556,
            5729065
        ],
        [
            -1660546,
            -79164,
            -1660546,
            -32352232,
            -2413574,
            -32352232
        ],
        [
            41,
            44,
            38,
            41,
            44,
            38
        ],
        [
            15,
            14,
            17,
            37,
            42,
            33
        ],
        [
            99,
            110,
            88,
            45,
            47,
            44
        ],
        [
            3945,
            2106,
            1840,
            3945,
            2106,
            1840
        ],
        [
            0,
            407.645872,
            0,
            314.645872,
            0,
            316.645872
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577722,
            -576993,
            -577988,
            -579323,
            646323,
            -579561
        ]
    ]
}
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": 1563926400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759462203322,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "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)