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Trade: FTM/USDT/720/PSAR/SWMA/3159

Strategy
FTM/USDT/720/PSAR/SWMA/3159
Pair
FTM_USDT
Interval
12h
Score
466143
Daily Profit
0.359295
Profit Factor
1.769490
Profitability
51.219512
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-28 05:33
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 -2538161.7558 92806.6437 -2630968.3994 -5159431.5136 152292057.2445 -157451488.7581
Total P&L (%) -2538.1618 92.8066 -2630.9684 -5159.4315 152292.0572 -157451.4888
Avg Daily Profit (%) -1.2421 0.0454 -1.2875 0 0.3593 0
Buy And Hold Return (%) 4600.2688 4600.2688 4600.2688 4600.2688 4600.2688 4600.2688
Max Trade Drawdown -2646710 -134534 -2706101 -424994486 -159235441 -265759044
Profit Factor 0.2306 1.2757 0.1118 0.99 1.7695 0.5012
Total Trades 83 41 42 83 41 42
Winning Trades 45 23 22 43 21 22
Losing Trades 38 18 20 40 20 20
Profitability (%) 54.2169 56.0976 52.381 51.8072 51.2195 52.381
Ratio Avg Win / Avg Loss 0.1947 0.9984 0.1017 0.9209 1.6852 0.4557
Largest Winning Trade 53482 53482 50578 215514848 215514848 34869928
Largest Losing Trade -1589507 -85301 -1589507 -163966788 -60964697 -163966788
Avg Bars in Trades 45 46 43 45 46 43
Avg Bars in Winners 21 19 22 52 62 42
Avg Bars in Losers 73 81 66 37 30 44
Bars Traded 3748 1922 1826 3748 1922 1826
Profit Streak 326.1068 397.1068 326.1068 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -580542 -297971 -579838 -581821 466143 -580426
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": 1568289600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759026825054,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 188,
            "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": [
        [
            -2538161.755775187,
            92806.6436678334,
            -2630968.3994430196,
            -5159431.513569829,
            152292057.2444913,
            -157451488.7580611
        ],
        [
            -2538.161756,
            92.806644,
            -2630.968399,
            -5159.431514,
            152292.057244,
            -157451.488758
        ],
        [
            -1.242066,
            0.045416,
            -1.287481,
            0,
            0.359295,
            0
        ],
        [
            4600.268817,
            4600.268817,
            4600.268817,
            4600.268817,
            4600.268817,
            4600.268817
        ],
        [
            -2646710,
            -134534,
            -2706101,
            -424994486,
            -159235441,
            -265759044
        ],
        [
            0.23059,
            1.275703,
            0.111826,
            0.989954,
            1.76949,
            0.501223
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            45,
            23,
            22,
            43,
            21,
            22
        ],
        [
            38,
            18,
            20,
            40,
            20,
            20
        ],
        [
            54.216867,
            56.097561,
            52.380952,
            51.807229,
            51.219512,
            52.380952
        ],
        [
            0.19472,
            0.998376,
            0.10166,
            0.920888,
            1.685229,
            0.455657
        ],
        [
            53482,
            53482,
            50578,
            215514848,
            215514848,
            34869928
        ],
        [
            -1589507,
            -85301,
            -1589507,
            -163966788,
            -60964697,
            -163966788
        ],
        [
            45,
            46,
            43,
            45,
            46,
            43
        ],
        [
            21,
            19,
            22,
            52,
            62,
            42
        ],
        [
            73,
            81,
            66,
            37,
            30,
            44
        ],
        [
            3748,
            1922,
            1826,
            3748,
            1922,
            1826
        ],
        [
            326.106771,
            397.106771,
            326.106771,
            0,
            0,
            0
        ],
        [
            2,
            2,
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            0,
            0,
            0
        ],
        [
            0.8,
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            0.8,
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        ],
        [
            -580542,
            -297971,
            -579838,
            -581821,
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        ]
    ]
}
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": 1568289600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759026825054,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 188,
            "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)