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Trade: FTM/USDT/480/PWMA/SINWMA/4543

Strategy
FTM/USDT/480/PWMA/SINWMA/4543
Pair
FTM_USDT
Interval
8h
Score
708426
Daily Profit
0.300553
Profit Factor
4.608655
Profitability
64.864865
Streak
386.780848
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-25 13:44
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 -2853137.1153 -47464.3102 -2805672.8052 54805.056 45939486.893 -45884681.837
Total P&L (%) -2853.1371 -47.4643 -2805.6728 54.8051 45939.4869 -45884.6818
Avg Daily Profit (%) -1.3963 -0.0232 -1.3731 0.0214 0.3006 0
Buy And Hold Return (%) 3022.3214 3022.3214 3022.3214 3022.3214 3022.3214 3022.3214
Max Trade Drawdown -2952388 -172114 -2865551 -67149617 -7740839 -70942530
Profit Factor 0.1734 0.8643 0.0956 1.0006 4.6087 0.3821
Total Trades 75 37 38 75 37 38
Winning Trades 49 24 25 45 24 21
Losing Trades 26 13 13 30 13 17
Profitability (%) 65.3333 64.8649 65.7895 60 64.8649 55.2632
Ratio Avg Win / Avg Loss 0.092 0.4681 0.0497 0.6671 2.4964 0.3093
Largest Winning Trade 39641 39641 24127 35277529 35277529 18739755
Largest Losing Trade -1565014 -74713 -1565014 -57482932 -5166827 -57482932
Avg Bars in Trades 75 78 71 75 78 71
Avg Bars in Winners 34 39 29 55 63 46
Avg Bars in Losers 151 151 152 104 106 103
Bars Traded 5635 2911 2724 5635 2911 2724
Profit Streak 0 386.7808 0 0 386.7808 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -639790 -577504 -578718 -611269 708426 -580082

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": 1565136000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758797065292,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 172,
            "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": [
        [
            -2853137.1153474054,
            -47464.3101913577,
            -2805672.8051560484,
            54805.0560289001,
            45939486.89301267,
            -45884681.836983755
        ],
        [
            -2853.137115,
            -47.46431,
            -2805.672805,
            54.805056,
            45939.486893,
            -45884.681837
        ],
        [
            -1.396317,
            -0.023229,
            -1.373088,
            0.021389,
            0.300553,
            0
        ],
        [
            3022.321429,
            3022.321429,
            3022.321429,
            3022.321429,
            3022.321429,
            3022.321429
        ],
        [
            -2952388,
            -172114,
            -2865551,
            -67149617,
            -7740839,
            -70942530
        ],
        [
            0.173446,
            0.864254,
            0.095583,
            1.00063,
            4.608655,
            0.382083
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            49,
            24,
            25,
            45,
            24,
            21
        ],
        [
            26,
            13,
            13,
            30,
            13,
            17
        ],
        [
            65.333333,
            64.864865,
            65.789474,
            60,
            64.864865,
            55.263158
        ],
        [
            0.092033,
            0.468138,
            0.049703,
            0.667087,
            2.496355,
            0.309306
        ],
        [
            39641,
            39641,
            24127,
            35277529,
            35277529,
            18739755
        ],
        [
            -1565014,
            -74713,
            -1565014,
            -57482932,
            -5166827,
            -57482932
        ],
        [
            75,
            78,
            71,
            75,
            78,
            71
        ],
        [
            34,
            39,
            29,
            55,
            63,
            46
        ],
        [
            151,
            151,
            152,
            104,
            106,
            103
        ],
        [
            5635,
            2911,
            2724,
            5635,
            2911,
            2724
        ],
        [
            0,
            386.780848,
            0,
            0,
            386.780848,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -639790,
            -577504,
            -578718,
            -611269,
            708426,
            -580082
        ]
    ]
}
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": 1565136000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758797065292,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 172,
            "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)