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Trade: FTM/USDT/30/SINWMA/SINWMA/8267

Strategy
FTM/USDT/30/SINWMA/SINWMA/8267
Pair
FTM_USDT
Interval
30m
Score
574895
Daily Profit
0.705693
Profit Factor
1.935587
Profitability
51.190476
Streak
290.350271
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-12 14:54
Expiration Time
2025-02-20 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 187932.9826 112915.2033 75017.7794 341924.1254 224469.8859 117454.2395
Total P&L (%) 187.933 112.9152 75.0178 341.9241 224.4699 117.4542
Avg Daily Profit (%) 0.7057 0.424 0.2817 0.5595 0.443 0.2921
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32772 -23754 -38255 -117437 -74438 -115533
Profit Factor 1.9356 2.1963 1.7045 1.8668 2.2334 1.5528
Total Trades 84 42 42 84 42 42
Winning Trades 43 24 19 43 24 19
Losing Trades 41 18 23 41 18 23
Profitability (%) 51.1905 57.1429 45.2381 51.1905 57.1429 45.2381
Ratio Avg Win / Avg Loss 1.8456 1.6473 2.0633 1.78 1.675 1.8797
Largest Winning Trade 45411 45411 34356 108142 108142 59598
Largest Losing Trade -14848 -13170 -14848 -54545 -29442 -54545
Avg Bars in Trades 148 150 146 148 150 146
Avg Bars in Winners 211 202 221 211 202 221
Avg Bars in Losers 82 79 85 82 79 85
Bars Traded 12467 6304 6163 12467 6304 6163
Profit Streak 290.3503 290.3503 300.5378 290.3503 290.3503 300.5378
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 574895 500234 349596 525150 508637 335169
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714068000000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760270063388,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 65,
            "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": [
        [
            187932.9826489417,
            112915.2032798146,
            75017.779369127,
            341924.1254207254,
            224469.885888367,
            117454.2395323585
        ],
        [
            187.932983,
            112.915203,
            75.017779,
            341.924125,
            224.469886,
            117.45424
        ],
        [
            0.705693,
            0.423999,
            0.281693,
            0.559544,
            0.442953,
            0.292123
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32772,
            -23754,
            -38255,
            -117437,
            -74438,
            -115533
        ],
        [
            1.935587,
            2.196349,
            1.704468,
            1.866818,
            2.233367,
            1.552826
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            51.190476,
            57.142857,
            45.238095,
            51.190476,
            57.142857,
            45.238095
        ],
        [
            1.84556,
            1.647262,
            2.063304,
            1.779989,
            1.675025,
            1.879737
        ],
        [
            45411,
            45411,
            34356,
            108142,
            108142,
            59598
        ],
        [
            -14848,
            -13170,
            -14848,
            -54545,
            -29442,
            -54545
        ],
        [
            148,
            150,
            146,
            148,
            150,
            146
        ],
        [
            211,
            202,
            221,
            211,
            202,
            221
        ],
        [
            82,
            79,
            85,
            82,
            79,
            85
        ],
        [
            12467,
            6304,
            6163,
            12467,
            6304,
            6163
        ],
        [
            290.350271,
            290.350271,
            300.537771,
            290.350271,
            290.350271,
            300.537771
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            574895,
            500234,
            349596,
            525150,
            508637,
            335169
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714068000000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760270063388,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 65,
            "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)