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Trade: FTM/USDT/360/SWMA/ALMA/4106

Strategy
FTM/USDT/360/SWMA/ALMA/4106
Pair
FTM_USDT
Interval
6h
Score
323553
Daily Profit
0.252320
Profit Factor
1.343774
Profitability
47.058824
Streak
369.254585
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-26 09:06
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 -2669433.3884 38989.8859 -2708423.2743 -1350685.7954 17126359.6361 -18477045.4315
Total P&L (%) -2669.4334 38.9899 -2708.4233 -1350.6858 17126.3596 -18477.0454
Avg Daily Profit (%) -1.3065 0.0191 -1.3255 0 0.2523 0
Buy And Hold Return (%) 2666.6139 2666.6139 2666.6139 2666.6139 2666.6139 2666.6139
Max Trade Drawdown -2700632 -132704 -2758439 -64740577 -21822584 -55108570
Profit Factor 0.229 1.0955 0.1132 0.9884 1.3438 0.7208
Total Trades 68 34 34 68 34 34
Winning Trades 37 17 20 33 16 17
Losing Trades 31 17 14 35 18 17
Profitability (%) 54.4118 50 58.8235 48.5294 47.0588 50
Ratio Avg Win / Avg Loss 0.1919 1.0955 0.0792 1.0483 1.5117 0.7208
Largest Winning Trade 65599 65599 56483 33055765 33055765 15339067
Largest Losing Trade -1336421 -76277 -1336421 -36134431 -14623301 -36134431
Avg Bars in Trades 117 120 114 117 120 114
Avg Bars in Winners 79 99 61 124 130 118
Avg Bars in Losers 163 141 189 110 111 109
Bars Traded 7983 4098 3885 7983 4098 3885
Profit Streak 0 0 0 369.2546 369.2546 415.2546
Trades During Streak 0 0 0 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -693705 -448639 -579651 -692118 323553 -579455

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": 1563062400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758866796152,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 119,
            "offset": 14
        }
    }
}
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": [
        [
            -2669433.388396893,
            38989.8859114723,
            -2708423.274308365,
            -1350685.7953947277,
            17126359.636090346,
            -18477045.431485064
        ],
        [
            -2669.433388,
            38.989886,
            -2708.423274,
            -1350.685795,
            17126.359636,
            -18477.045431
        ],
        [
            -1.306464,
            0.019082,
            -1.325547,
            0,
            0.25232,
            0
        ],
        [
            2666.613924,
            2666.613924,
            2666.613924,
            2666.613924,
            2666.613924,
            2666.613924
        ],
        [
            -2700632,
            -132704,
            -2758439,
            -64740577,
            -21822584,
            -55108570
        ],
        [
            0.229009,
            1.095497,
            0.113172,
            0.988355,
            1.343774,
            0.720763
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            37,
            17,
            20,
            33,
            16,
            17
        ],
        [
            31,
            17,
            14,
            35,
            18,
            17
        ],
        [
            54.411765,
            50,
            58.823529,
            48.529412,
            47.058824,
            50
        ],
        [
            0.191872,
            1.095497,
            0.07922,
            1.048255,
            1.511745,
            0.720763
        ],
        [
            65599,
            65599,
            56483,
            33055765,
            33055765,
            15339067
        ],
        [
            -1336421,
            -76277,
            -1336421,
            -36134431,
            -14623301,
            -36134431
        ],
        [
            117,
            120,
            114,
            117,
            120,
            114
        ],
        [
            79,
            99,
            61,
            124,
            130,
            118
        ],
        [
            163,
            141,
            189,
            110,
            111,
            109
        ],
        [
            7983,
            4098,
            3885,
            7983,
            4098,
            3885
        ],
        [
            0,
            0,
            0,
            369.254585,
            369.254585,
            415.254585
        ],
        [
            0,
            0,
            0,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -693705,
            -448639,
            -579651,
            -692118,
            323553,
            -579455
        ]
    ]
}
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": 1563062400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758866796152,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 119,
            "offset": 14
        }
    }
}

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)