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Trade: FTM/USDT/480/MIDPOINT/WMA/5447

Strategy
FTM/USDT/480/MIDPOINT/WMA/5447
Pair
FTM_USDT
Interval
8h
Score
423637
Daily Profit
0.303846
Profit Factor
2.195838
Profitability
45.161290
Streak
384.938773
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-25 17:31
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1768856.9507 67600.697 -1836457.6478 -6095.6279 49134107.4735 -49140203.1014
Total P&L (%) -1768.857 67.6007 -1836.4576 -6.0956 49134.1075 -49140.2031
Avg Daily Profit (%) -0.8657 0.0331 -0.8988 -0.0031 0.3038 0
Buy And Hold Return (%) 4131.095 4131.095 4131.095 4131.095 4131.095 4131.095
Max Trade Drawdown -1876680 -158552 -1930576 -103552186 -33399506 -89044948
Profit Factor 0.2702 1.2313 0.1384 1 2.1958 0.4941
Total Trades 62 31 31 62 31 31
Winning Trades 29 15 14 29 14 15
Losing Trades 33 16 17 33 17 16
Profitability (%) 46.7742 48.3871 45.1613 46.7742 45.1613 48.3871
Ratio Avg Win / Avg Loss 0.3074 1.3134 0.168 1.1379 2.6664 0.5271
Largest Winning Trade 120681 120681 42199 36492881 36492881 31445278
Largest Losing Trade -999318 -62533 -999318 -51317741 -26898744 -51317741
Avg Bars in Trades 90 82 98 90 82 98
Avg Bars in Winners 53 49 58 84 101 69
Avg Bars in Losers 123 114 132 96 67 126
Bars Traded 5637 2571 3066 5637 2571 3066
Profit Streak 321.2721 384.9388 0 321.2721 384.9388 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 -739944 -314889 -582699 -738278 423637 -581445

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566547200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758810710005,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "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": [
        [
            -1768856.9507190972,
            67600.6970464627,
            -1836457.64776556,
            -6095.6278866162,
            49134107.47351799,
            -49140203.10140461
        ],
        [
            -1768.856951,
            67.600697,
            -1836.457648,
            -6.095628,
            49134.107474,
            -49140.203101
        ],
        [
            -0.865674,
            0.033084,
            -0.898757,
            -0.003078,
            0.303846,
            0
        ],
        [
            4131.094979,
            4131.094979,
            4131.094979,
            4131.094979,
            4131.094979,
            4131.094979
        ],
        [
            -1876680,
            -158552,
            -1930576,
            -103552186,
            -33399506,
            -89044948
        ],
        [
            0.270179,
            1.231288,
            0.138382,
            0.999956,
            2.195838,
            0.494116
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            29,
            15,
            14,
            29,
            14,
            15
        ],
        [
            33,
            16,
            17,
            33,
            17,
            16
        ],
        [
            46.774194,
            48.387097,
            45.16129,
            46.774194,
            45.16129,
            48.387097
        ],
        [
            0.307445,
            1.313374,
            0.168035,
            1.137881,
            2.666374,
            0.527057
        ],
        [
            120681,
            120681,
            42199,
            36492881,
            36492881,
            31445278
        ],
        [
            -999318,
            -62533,
            -999318,
            -51317741,
            -26898744,
            -51317741
        ],
        [
            90,
            82,
            98,
            90,
            82,
            98
        ],
        [
            53,
            49,
            58,
            84,
            101,
            69
        ],
        [
            123,
            114,
            132,
            96,
            67,
            126
        ],
        [
            5637,
            2571,
            3066,
            5637,
            2571,
            3066
        ],
        [
            321.272106,
            384.938773,
            0,
            321.272106,
            384.938773,
            0
        ],
        [
            1,
            1,
            0,
            1,
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            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -739944,
            -314889,
            -582699,
            -738278,
            423637,
            -581445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566547200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758810710005,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "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)