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Trade: FTM/USDT/720/SINWMA/EMA/7041

Strategy
FTM/USDT/720/SINWMA/EMA/7041
Pair
FTM_USDT
Interval
12h
Score
528798
Daily Profit
0.297466
Profit Factor
2.952009
Profitability
51.351351
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-06 16:21
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 -2514832.8805 24925.0345 -2539757.9149 -171234.9319 43154986.8138 -43326221.7457
Total P&L (%) -2514.8329 24.925 -2539.7579 -171.2349 43154.9868 -43326.2217
Avg Daily Profit (%) -1.2307 0.0122 -1.2428 0 0.2975 0
Buy And Hold Return (%) 2706.5811 2706.5811 2706.5811 2706.5811 2706.5811 2706.5811
Max Trade Drawdown -2567109 -117010 -2608483 -74066022 -11187926 -77458566
Profit Factor 0.2177 1.0683 0.1088 0.9983 2.952 0.4504
Total Trades 75 37 38 75 37 38
Winning Trades 51 23 28 35 19 16
Losing Trades 24 14 10 40 18 22
Profitability (%) 68 62.1622 73.6842 46.6667 51.3514 42.1053
Ratio Avg Win / Avg Loss 0.1024 0.6503 0.0389 1.1409 2.7966 0.6193
Largest Winning Trade 44570 44570 27290 41880393 41880393 24861394
Largest Losing Trade -1571527 -77592 -1571527 -52795736 -7585461 -52795736
Avg Bars in Trades 52 59 45 52 59 45
Avg Bars in Winners 19 20 17 65 74 55
Avg Bars in Losers 123 122 124 40 43 39
Bars Traded 3943 2197 1746 3943 2197 1746
Profit Streak 0 409.5565 0 333.0565 0 403.0565
Trades During Streak 0 2 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -639444 -486826 -577694 -641098 528798 -582872
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": 1564228800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759756878103,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 94,
            "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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            -2514832.88048834,
            24925.0344588582,
            -2539757.914947198,
            -171234.931869315,
            43154986.813810855,
            -43326221.74568018
        ],
        [
            -2514.83288,
            24.925034,
            -2539.757915,
            -171.234932,
            43154.986814,
            -43326.221746
        ],
        [
            -1.23065,
            0.012197,
            -1.242847,
            0,
            0.297466,
            0
        ],
        [
            2706.581059,
            2706.581059,
            2706.581059,
            2706.581059,
            2706.581059,
            2706.581059
        ],
        [
            -2567109,
            -117010,
            -2608483,
            -74066022,
            -11187926,
            -77458566
        ],
        [
            0.217699,
            1.068313,
            0.108793,
            0.998304,
            2.952009,
            0.450376
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            51,
            23,
            28,
            35,
            19,
            16
        ],
        [
            24,
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            10,
            40,
            18,
            22
        ],
        [
            68,
            62.162162,
            73.684211,
            46.666667,
            51.351351,
            42.105263
        ],
        [
            0.102447,
            0.650277,
            0.038855,
            1.140918,
            2.79664,
            0.619267
        ],
        [
            44570,
            44570,
            27290,
            41880393,
            41880393,
            24861394
        ],
        [
            -1571527,
            -77592,
            -1571527,
            -52795736,
            -7585461,
            -52795736
        ],
        [
            52,
            59,
            45,
            52,
            59,
            45
        ],
        [
            19,
            20,
            17,
            65,
            74,
            55
        ],
        [
            123,
            122,
            124,
            40,
            43,
            39
        ],
        [
            3943,
            2197,
            1746,
            3943,
            2197,
            1746
        ],
        [
            0,
            409.556459,
            0,
            333.056459,
            0,
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        ],
        [
            0,
            2,
            0,
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            0,
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        ],
        [
            0.8,
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        ],
        [
            -639444,
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            -577694,
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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": 1564228800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759756878103,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 94,
            "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)