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Trade: FTM/USDT/360/MIDPOINT/WMA/5573

Strategy
FTM/USDT/360/MIDPOINT/WMA/5573
Pair
FTM_USDT
Interval
6h
Score
333542
Daily Profit
0.228671
Profit Factor
1.977004
Profitability
57.500000
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-29 13:36
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 557865.9189 926879.8283 -369013.9094 9146977.8881 10537696.3615 -1390718.4734
Total P&L (%) 557.8659 926.8798 -369.0139 9146.9779 10537.6964 -1390.7185
Avg Daily Profit (%) 0.273 0.4536 -0.1806 0.2218 0.2287 0
Buy And Hold Return (%) 3007.0635 3007.0635 3007.0635 3007.0635 3007.0635 3007.0635
Max Trade Drawdown -457090 -83862 -514531 -6498122 -3001610 -4784695
Profit Factor 1.5038 3.7202 0.5186 1.4122 1.977 0.8781
Total Trades 79 40 39 79 40 39
Winning Trades 42 22 20 44 23 21
Losing Trades 37 18 19 35 17 18
Profitability (%) 53.1646 55 51.2821 55.6962 57.5 53.8462
Ratio Avg Win / Avg Loss 1.3248 3.0438 0.4927 1.1233 1.4613 0.7526
Largest Winning Trade 259646 259646 81476 5385668 5385668 1837074
Largest Losing Trade -276591 -60072 -276591 -3001610 -3001610 -2327843
Avg Bars in Trades 94 75 114 94 75 114
Avg Bars in Winners 117 78 159 111 76 149
Avg Bars in Losers 69 71 67 74 74 74
Bars Traded 7498 3016 4482 7498 3016 4482
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 -186653 -148039 -580591 -24619 333542 -580258
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564509600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759142174298,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "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": [
        [
            557865.9188887618,
            926879.8282790633,
            -369013.9093903016,
            9146977.888108887,
            10537696.361520749,
            -1390718.4734118623
        ],
        [
            557.865919,
            926.879828,
            -369.013909,
            9146.977888,
            10537.696362,
            -1390.718473
        ],
        [
            0.273029,
            0.45363,
            -0.180601,
            0.221799,
            0.228671,
            0
        ],
        [
            3007.063527,
            3007.063527,
            3007.063527,
            3007.063527,
            3007.063527,
            3007.063527
        ],
        [
            -457090,
            -83862,
            -514531,
            -6498122,
            -3001610,
            -4784695
        ],
        [
            1.503815,
            3.720157,
            0.518597,
            1.412173,
            1.977004,
            0.878075
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            42,
            22,
            20,
            44,
            23,
            21
        ],
        [
            37,
            18,
            19,
            35,
            17,
            18
        ],
        [
            53.164557,
            55,
            51.282051,
            55.696203,
            57.5,
            53.846154
        ],
        [
            1.324789,
            3.043764,
            0.492668,
            1.123319,
            1.461264,
            0.752636
        ],
        [
            259646,
            259646,
            81476,
            5385668,
            5385668,
            1837074
        ],
        [
            -276591,
            -60072,
            -276591,
            -3001610,
            -3001610,
            -2327843
        ],
        [
            94,
            75,
            114,
            94,
            75,
            114
        ],
        [
            117,
            78,
            159,
            111,
            76,
            149
        ],
        [
            69,
            71,
            67,
            74,
            74,
            74
        ],
        [
            7498,
            3016,
            4482,
            7498,
            3016,
            4482
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
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        ],
        [
            -186653,
            -148039,
            -580591,
            -24619,
            333542,
            -580258
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564509600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759142174298,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "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)