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Trade: FTM/USDT/240/SINWMA/SMA/2219

Strategy
FTM/USDT/240/SINWMA/SMA/2219
Pair
FTM_USDT
Interval
4h
Score
585854
Daily Profit
0.313231
Profit Factor
2.763402
Profitability
60.465116
Streak
323.455097
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-27 21:55
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 -3246873.7744 -160932.4227 -3085941.3517 -325585.3601 59383348.2731 -59708933.6332
Total P&L (%) -3246.8738 -160.9324 -3085.9414 -325.5854 59383.3483 -59708.9336
Avg Daily Profit (%) -1.5895 -0.0788 -1.5107 0 0.3132 0
Buy And Hold Return (%) 3136.4646 3136.4646 3136.4646 3136.4646 3136.4646 3136.4646
Max Trade Drawdown -3261048 -169240 -3127277 -93654249 -25783304 -81190927
Profit Factor 0.1337 0.5973 0.0784 0.9973 2.7634 0.3274
Total Trades 87 43 44 87 43 44
Winning Trades 43 19 24 49 26 23
Losing Trades 44 24 20 38 17 21
Profitability (%) 49.4253 44.186 54.5455 56.3218 60.4651 52.2727
Ratio Avg Win / Avg Loss 0.1368 0.7544 0.0654 0.7734 1.8068 0.299
Largest Winning Trade 30106 24030 30106 41232657 41232657 6577482
Largest Losing Trade -1605815 -71536 -1605815 -53558873 -12902516 -53558873
Avg Bars in Trades 136 144 128 136 144 128
Avg Bars in Winners 66 78 57 135 138 131
Avg Bars in Losers 204 196 213 137 153 125
Bars Traded 11862 6217 5644 11862 6217 5644
Profit Streak 0 0 0 323.4551 323.4551 328.9551
Trades During Streak 0 0 0 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -580769 -582988 -580130 -578380 585854 -579458
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": 1563796800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758999320360,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 10,
            "offset": 239
        }
    }
}
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": [
        [
            -3246873.77436849,
            -160932.4226554765,
            -3085941.3517130134,
            -325585.360145083,
            59383348.27309804,
            -59708933.63324312
        ],
        [
            -3246.873774,
            -160.932423,
            -3085.941352,
            -325.58536,
            59383.348273,
            -59708.933633
        ],
        [
            -1.589524,
            -0.078785,
            -1.510739,
            0,
            0.313231,
            0
        ],
        [
            3136.4646,
            3136.4646,
            3136.4646,
            3136.4646,
            3136.4646,
            3136.4646
        ],
        [
            -3261048,
            -169240,
            -3127277,
            -93654249,
            -25783304,
            -81190927
        ],
        [
            0.133735,
            0.597255,
            0.078423,
            0.997341,
            2.763402,
            0.327424
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            43,
            19,
            24,
            49,
            26,
            23
        ],
        [
            44,
            24,
            20,
            38,
            17,
            21
        ],
        [
            49.425287,
            44.186047,
            54.545455,
            56.321839,
            60.465116,
            52.272727
        ],
        [
            0.136846,
            0.754427,
            0.065352,
            0.773448,
            1.80684,
            0.298953
        ],
        [
            30106,
            24030,
            30106,
            41232657,
            41232657,
            6577482
        ],
        [
            -1605815,
            -71536,
            -1605815,
            -53558873,
            -12902516,
            -53558873
        ],
        [
            136,
            144,
            128,
            136,
            144,
            128
        ],
        [
            66,
            78,
            57,
            135,
            138,
            131
        ],
        [
            204,
            196,
            213,
            137,
            153,
            125
        ],
        [
            11862,
            6217,
            5644,
            11862,
            6217,
            5644
        ],
        [
            0,
            0,
            0,
            323.455097,
            323.455097,
            328.955097
        ],
        [
            0,
            0,
            0,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -580769,
            -582988,
            -580130,
            -578380,
            585854,
            -579458
        ]
    ]
}
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": 1563796800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758999320360,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 10,
            "offset": 239
        }
    }
}

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)