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Trade: FTM/USDT/720/SWMA/PSAR/3916

Strategy
FTM/USDT/720/SWMA/PSAR/3916
Pair
FTM_USDT
Interval
12h
Score
391025
Daily Profit
0.280773
Profit Factor
1.511450
Profitability
55.102041
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-26 12:42
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 3136310.1487 3143050.32 -6740.1714 10028848.0939 30682966.113 -20654118.0191
Total P&L (%) 3136.3101 3143.0503 -6.7402 10028.8481 30682.9661 -20654.118
Avg Daily Profit (%) 1.5348 1.5381 -0.0033 0.2262 0.2808 0
Buy And Hold Return (%) 3876.1228 3876.1228 3876.1228 3876.1228 3876.1228 3876.1228
Max Trade Drawdown -107184 -65411 -129408 -46307348 -21525563 -46288018
Profit Factor 4.9721 9.6646 0.9842 1.0761 1.5115 0.7123
Total Trades 97 49 48 97 49 48
Winning Trades 52 27 25 52 27 25
Losing Trades 45 22 23 45 22 23
Profitability (%) 53.6082 55.102 52.0833 53.6082 55.102 52.0833
Ratio Avg Win / Avg Loss 4.3027 7.8748 0.9055 0.9312 1.2316 0.6554
Largest Winning Trade 1731036 1731036 84849 18224527 18224527 14112005
Largest Losing Trade -54043 -48971 -54043 -17300561 -17300561 -14098663
Avg Bars in Trades 38 38 39 38 38 39
Avg Bars in Winners 52 48 57 52 48 57
Avg Bars in Losers 23 26 20 23 26 20
Bars Traded 3771 1880 1891 3771 1880 1891
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143473 -142685 -580419 -132978 391025 -580419

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": 1567080000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758879746840,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            3136310.1486933883,
            3143050.320044913,
            -6740.1713515249,
            10028848.093870953,
            30682966.112962034,
            -20654118.019091077
        ],
        [
            3136.310149,
            3143.05032,
            -6.740171,
            10028.848094,
            30682.966113,
            -20654.118019
        ],
        [
            1.534774,
            1.538072,
            -0.003298,
            0.226239,
            0.280773,
            0
        ],
        [
            3876.122797,
            3876.122797,
            3876.122797,
            3876.122797,
            3876.122797,
            3876.122797
        ],
        [
            -107184,
            -65411,
            -129408,
            -46307348,
            -21525563,
            -46288018
        ],
        [
            4.97205,
            9.664575,
            0.984209,
            1.076096,
            1.51145,
            0.712337
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            53.608247,
            55.102041,
            52.083333,
            53.608247,
            55.102041,
            52.083333
        ],
        [
            4.302735,
            7.874839,
            0.905473,
            0.931237,
            1.231552,
            0.65535
        ],
        [
            1731036,
            1731036,
            84849,
            18224527,
            18224527,
            14112005
        ],
        [
            -54043,
            -48971,
            -54043,
            -17300561,
            -17300561,
            -14098663
        ],
        [
            38,
            38,
            39,
            38,
            38,
            39
        ],
        [
            52,
            48,
            57,
            52,
            48,
            57
        ],
        [
            23,
            26,
            20,
            23,
            26,
            20
        ],
        [
            3771,
            1880,
            1891,
            3771,
            1880,
            1891
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143473,
            -142685,
            -580419,
            -132978,
            391025,
            -580419
        ]
    ]
}
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": 1567080000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758879746840,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)