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Trade: FTM/USDT/720/OHLC4/SINWMA/3523

Strategy
FTM/USDT/720/OHLC4/SINWMA/3523
Pair
FTM_USDT
Interval
12h
Score
355215
Daily Profit
0.271105
Profit Factor
2.816079
Profitability
39.130435
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-30 21:54
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 -2798180.287 -34145.4244 -2764034.8626 -103475.0561 25178422.9599 -25281898.016
Total P&L (%) -2798.1803 -34.1454 -2764.0349 -103.4751 25178.423 -25281.898
Avg Daily Profit (%) -1.3693 -0.0167 -1.3526 0 0.2711 0
Buy And Hold Return (%) 3121.5569 3121.5569 3121.5569 3121.5569 3121.5569 3121.5569
Max Trade Drawdown -2872740 -130406 -2815417 -39261352 -8715248 -34724943
Profit Factor 0.1857 0.9053 0.1014 0.9979 2.8161 0.2843
Total Trades 93 46 47 93 46 47
Winning Trades 70 34 36 34 18 16
Losing Trades 23 12 11 59 28 31
Profitability (%) 75.2688 73.913 76.5957 36.5591 39.1304 34.0426
Ratio Avg Win / Avg Loss 0.061 0.3195 0.031 1.7316 4.3806 0.5508
Largest Winning Trade 27243 27243 22356 24535286 24535286 6275851
Largest Losing Trade -1526809 -79590 -1526809 -22847097 -5331866 -22847097
Avg Bars in Trades 40 42 38 40 42 38
Avg Bars in Winners 13 14 13 62 66 58
Avg Bars in Losers 121 121 121 27 26 28
Bars Traded 3757 1945 1812 3757 1945 1812
Profit Streak 0 404.7877 0 313.2877 0 314.2877
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576976 -576245 -577249 -582391 355215 -586315
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": 1565049600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759258459979,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 113,
            "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": [
        [
            -2798180.286966917,
            -34145.4243932134,
            -2764034.862573705,
            -103475.0560962273,
            25178422.95994707,
            -25281898.01604331
        ],
        [
            -2798.180287,
            -34.145424,
            -2764.034863,
            -103.475056,
            25178.42296,
            -25281.898016
        ],
        [
            -1.369308,
            -0.016709,
            -1.352598,
            0,
            0.271105,
            0
        ],
        [
            3121.556886,
            3121.556886,
            3121.556886,
            3121.556886,
            3121.556886,
            3121.556886
        ],
        [
            -2872740,
            -130406,
            -2815417,
            -39261352,
            -8715248,
            -34724943
        ],
        [
            0.18573,
            0.905325,
            0.101351,
            0.997896,
            2.816079,
            0.284264
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            70,
            34,
            36,
            34,
            18,
            16
        ],
        [
            23,
            12,
            11,
            59,
            28,
            31
        ],
        [
            75.268817,
            73.913043,
            76.595745,
            36.55914,
            39.130435,
            34.042553
        ],
        [
            0.061026,
            0.319527,
            0.030968,
            1.731644,
            4.380568,
            0.550762
        ],
        [
            27243,
            27243,
            22356,
            24535286,
            24535286,
            6275851
        ],
        [
            -1526809,
            -79590,
            -1526809,
            -22847097,
            -5331866,
            -22847097
        ],
        [
            40,
            42,
            38,
            40,
            42,
            38
        ],
        [
            13,
            14,
            13,
            62,
            66,
            58
        ],
        [
            121,
            121,
            121,
            27,
            26,
            28
        ],
        [
            3757,
            1945,
            1812,
            3757,
            1945,
            1812
        ],
        [
            0,
            404.787731,
            0,
            313.287731,
            0,
            314.287731
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576976,
            -576245,
            -577249,
            -582391,
            355215,
            -586315
        ]
    ]
}
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": 1565049600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759258459979,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 113,
            "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)