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Trade: FTM/USDT/480/PWMA/HL2/9583

Strategy
FTM/USDT/480/PWMA/HL2/9583
Pair
FTM_USDT
Interval
8h
Score
321211
Daily Profit
0.336079
Profit Factor
1.518408
Profitability
38.953488
Streak
336.127859
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-09 14:04
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 3295307.2293 3171660.5976 123646.6317 94825967.9671 98583218.2655 -3757250.2984
Total P&L (%) 3295.3072 3171.6606 123.6466 94825.968 98583.2183 -3757.2503
Avg Daily Profit (%) 1.6127 1.5522 0.0605 0.3361 0.338 0
Buy And Hold Return (%) 2964.8554 2964.8554 2964.8554 2964.8554 2964.8554 2964.8554
Max Trade Drawdown -155315 -73204 -195079 -67669880 -32500312 -70309032
Profit Factor 4.7498 9.2115 1.251 1.5184 2.3378 0.9656
Total Trades 172 86 86 172 86 86
Winning Trades 67 30 37 67 30 37
Losing Trades 105 56 49 105 56 49
Profitability (%) 38.9535 34.8837 43.0233 38.9535 34.8837 43.0233
Ratio Avg Win / Avg Loss 7.4437 17.1948 1.6568 2.3796 4.3639 1.2788
Largest Winning Trade 2269632 2269632 70671 63929834 63929834 25260238
Largest Losing Trade -66038 -18950 -66038 -32338283 -17622564 -32338283
Avg Bars in Trades 34 33 36 34 33 36
Avg Bars in Winners 67 69 66 67 69 66
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 5955 2844 3111 5955 2844 3111
Profit Streak 336.1279 348.7945 0 336.1279 348.7945 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112427 -126967 -280042 321211 303537 -582148
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": 1562832000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760007846990,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            3295307.229327419,
            3171660.597626432,
            123646.6317009868,
            94825967.96708119,
            98583218.26547846,
            -3757250.298397264
        ],
        [
            3295.307229,
            3171.660598,
            123.646632,
            94825.967967,
            98583.218265,
            -3757.250298
        ],
        [
            1.612714,
            1.552202,
            0.060512,
            0.336079,
            0.337985,
            0
        ],
        [
            2964.85539,
            2964.85539,
            2964.85539,
            2964.85539,
            2964.85539,
            2964.85539
        ],
        [
            -155315,
            -73204,
            -195079,
            -67669880,
            -32500312,
            -70309032
        ],
        [
            4.749774,
            9.211506,
            1.251031,
            1.518408,
            2.337824,
            0.965602
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            67,
            30,
            37,
            67,
            30,
            37
        ],
        [
            105,
            56,
            49,
            105,
            56,
            49
        ],
        [
            38.953488,
            34.883721,
            43.023256,
            38.953488,
            34.883721,
            43.023256
        ],
        [
            7.443676,
            17.194811,
            1.656771,
            2.379595,
            4.363939,
            1.27877
        ],
        [
            2269632,
            2269632,
            70671,
            63929834,
            63929834,
            25260238
        ],
        [
            -66038,
            -18950,
            -66038,
            -32338283,
            -17622564,
            -32338283
        ],
        [
            34,
            33,
            36,
            34,
            33,
            36
        ],
        [
            67,
            69,
            66,
            67,
            69,
            66
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            5955,
            2844,
            3111,
            5955,
            2844,
            3111
        ],
        [
            336.127859,
            348.794525,
            0,
            336.127859,
            348.794525,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112427,
            -126967,
            -280042,
            321211,
            303537,
            -582148
        ]
    ]
}
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": 1562832000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760007846990,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)