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Trade: FTM/USDT/240/SINWMA/EMA/5012

Strategy
FTM/USDT/240/SINWMA/EMA/5012
Pair
FTM_USDT
Interval
4h
Score
666121
Daily Profit
0.305677
Profit Factor
4.725800
Profitability
58.064516
Streak
396.878043
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-27 00:04
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2250766.6668 170292.0216 -2421058.6885 -16558.6197 50902222.593 -50918781.2127
Total P&L (%) -2250.7667 170.292 -2421.0587 -16.5586 50902.2226 -50918.7812
Avg Daily Profit (%) -1.1019 0.0834 -1.1852 -0.0089 0.3057 0
Buy And Hold Return (%) 3189.746 3189.746 3189.746 3189.746 3189.746 3189.746
Max Trade Drawdown -2384271 -140920 -2507342 -65896907 -10700678 -80134149
Profit Factor 0.2867 1.473 0.1339 0.9998 4.7258 0.3726
Total Trades 63 31 32 63 31 32
Winning Trades 36 15 21 32 18 14
Losing Trades 27 16 11 31 13 18
Profitability (%) 57.1429 48.3871 65.625 50.7937 58.0645 43.75
Ratio Avg Win / Avg Loss 0.215 1.5712 0.0701 0.9686 3.4131 0.4791
Largest Winning Trade 188968 188968 64007 36326494 36326494 19241077
Largest Losing Trade -1356940 -71940 -1356940 -61397770 -5057691 -61397770
Avg Bars in Trades 187 208 167 187 208 167
Avg Bars in Winners 82 82 81 182 193 167
Avg Bars in Losers 328 326 332 193 229 167
Bars Traded 11832 6466 5366 11832 6466 5366
Profit Streak 0 396.878 0 0 396.878 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -730851 -244880 -578784 -731674 666121 -583240

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563264000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758920662942,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 212,
            "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": [
        [
            -2250766.6668098397,
            170292.0216494873,
            -2421058.6884593274,
            -16558.6197349541,
            50902222.59300884,
            -50918781.212743774
        ],
        [
            -2250.766667,
            170.292022,
            -2421.058688,
            -16.55862,
            50902.222593,
            -50918.781213
        ],
        [
            -1.101875,
            0.083367,
            -1.185242,
            -0.008862,
            0.305677,
            0
        ],
        [
            3189.746002,
            3189.746002,
            3189.746002,
            3189.746002,
            3189.746002,
            3189.746002
        ],
        [
            -2384271,
            -140920,
            -2507342,
            -65896907,
            -10700678,
            -80134149
        ],
        [
            0.286708,
            1.472962,
            0.133916,
            0.999825,
            4.7258,
            0.372633
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            36,
            15,
            21,
            32,
            18,
            14
        ],
        [
            27,
            16,
            11,
            31,
            13,
            18
        ],
        [
            57.142857,
            48.387097,
            65.625,
            50.793651,
            58.064516,
            43.75
        ],
        [
            0.215031,
            1.571159,
            0.070147,
            0.968581,
            3.413078,
            0.479099
        ],
        [
            188968,
            188968,
            64007,
            36326494,
            36326494,
            19241077
        ],
        [
            -1356940,
            -71940,
            -1356940,
            -61397770,
            -5057691,
            -61397770
        ],
        [
            187,
            208,
            167,
            187,
            208,
            167
        ],
        [
            82,
            82,
            81,
            182,
            193,
            167
        ],
        [
            328,
            326,
            332,
            193,
            229,
            167
        ],
        [
            11832,
            6466,
            5366,
            11832,
            6466,
            5366
        ],
        [
            0,
            396.878043,
            0,
            0,
            396.878043,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -730851,
            -244880,
            -578784,
            -731674,
            666121,
            -583240
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563264000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758920662942,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 212,
            "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)