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Trade: FTM/USDT/360/SINWMA/HWMA/4548

Strategy
FTM/USDT/360/SINWMA/HWMA/4548
Pair
FTM_USDT
Interval
6h
Score
301869
Daily Profit
0.291644
Profit Factor
2.685117
Profitability
30.739300
Streak
313.334823
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-01 05:02
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 3014479.4094 2953560.9621 60918.4473 38288187.7744 34589765.8974 3698421.877
Total P&L (%) 3014.4794 2953.561 60.9184 38288.1878 34589.7659 3698.4219
Avg Daily Profit (%) 1.4753 1.4455 0.0298 0.2916 0.2867 0.1782
Buy And Hold Return (%) 2791.2774 2791.2774 2791.2774 2791.2774 2791.2774 2791.2774
Max Trade Drawdown -133075 -127591 -229600 -3616454 -3371803 -5461098
Profit Factor 3.8038 6.7782 1.108 2.6851 5.013 1.2623
Total Trades 257 129 128 257 129 128
Winning Trades 79 36 43 79 36 43
Losing Trades 178 93 85 178 93 85
Profitability (%) 30.7393 27.907 33.5938 30.7393 27.907 33.5938
Ratio Avg Win / Avg Loss 8.5706 17.5102 2.1903 6.05 12.9501 2.4952
Largest Winning Trade 2122428 2122428 76158 13998758 13998758 5485045
Largest Losing Trade -30409 -20404 -30409 -1916331 -1683685 -1916331
Avg Bars in Trades 30 28 32 30 28 32
Avg Bars in Winners 77 80 75 77 80 75
Avg Bars in Losers 10 8 11 10 8 11
Bars Traded 7953 3731 4222 7953 3731 4222
Profit Streak 313.3348 315.5848 0 313.3348 315.5848 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125788 -141784 -426027 301869 8416 -62448
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": 1562652000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759284128696,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.55146,
            "nb": 0.1,
            "nc": 0.69226
        }
    }
}
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": [
        [
            3014479.409414569,
            2953560.9620665917,
            60918.4473479782,
            38288187.774424136,
            34589765.897400245,
            3698421.877023895
        ],
        [
            3014.479409,
            2953.560962,
            60.918447,
            38288.187774,
            34589.765897,
            3698.421877
        ],
        [
            1.475336,
            1.445521,
            0.029814,
            0.291644,
            0.286671,
            0.178168
        ],
        [
            2791.277387,
            2791.277387,
            2791.277387,
            2791.277387,
            2791.277387,
            2791.277387
        ],
        [
            -133075,
            -127591,
            -229600,
            -3616454,
            -3371803,
            -5461098
        ],
        [
            3.803792,
            6.778157,
            1.108014,
            2.685117,
            5.012954,
            1.262265
        ],
        [
            257,
            129,
            128,
            257,
            129,
            128
        ],
        [
            79,
            36,
            43,
            79,
            36,
            43
        ],
        [
            178,
            93,
            85,
            178,
            93,
            85
        ],
        [
            30.7393,
            27.906977,
            33.59375,
            30.7393,
            27.906977,
            33.59375
        ],
        [
            8.570568,
            17.510238,
            2.190261,
            6.050009,
            12.950132,
            2.495175
        ],
        [
            2122428,
            2122428,
            76158,
            13998758,
            13998758,
            5485045
        ],
        [
            -30409,
            -20404,
            -30409,
            -1916331,
            -1683685,
            -1916331
        ],
        [
            30,
            28,
            32,
            30,
            28,
            32
        ],
        [
            77,
            80,
            75,
            77,
            80,
            75
        ],
        [
            10,
            8,
            11,
            10,
            8,
            11
        ],
        [
            7953,
            3731,
            4222,
            7953,
            3731,
            4222
        ],
        [
            313.334823,
            315.584823,
            0,
            313.334823,
            315.584823,
            0
        ],
        [
            1,
            1,
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            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
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        ],
        [
            -125788,
            -141784,
            -426027,
            301869,
            8416,
            -62448
        ]
    ]
}
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": 1562652000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759284128696,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.55146,
            "nb": 0.1,
            "nc": 0.69226
        }
    }
}

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)