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Trade: FTM/USDT/480/SSF/SWMA/3024

Strategy
FTM/USDT/480/SSF/SWMA/3024
Pair
FTM_USDT
Interval
8h
Score
543182
Daily Profit
0.245921
Profit Factor
2.756916
Profitability
62.068966
Streak
389.576906
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-03 16:50
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 -2400418.4697 67805.4075 -2468223.8772 -111794.2976 -15134857.1962 15023062.8986
Total P&L (%) -2400.4185 67.8054 -2468.2239 -111.7943 -15134.8572 15023.0629
Avg Daily Profit (%) -1.1748 0.0332 -1.2079 0 0 0.2459
Buy And Hold Return (%) 2788.8889 2788.8889 2788.8889 2788.8889 2788.8889 2788.8889
Max Trade Drawdown -2429886 -148684 -2526565 -19054353 -18776889 -6394907
Profit Factor 0.2412 1.1825 0.1159 0.9962 0.2659 2.7569
Total Trades 57 28 29 57 28 29
Winning Trades 32 14 18 30 12 18
Losing Trades 25 14 11 27 16 11
Profitability (%) 56.1404 50 62.069 52.6316 42.8571 62.069
Ratio Avg Win / Avg Loss 0.1884 1.1825 0.0708 0.8966 0.3545 1.6848
Largest Winning Trade 157409 157409 67217 17628939 3030192 17628939
Largest Losing Trade -1459797 -74307 -1459797 -12757639 -12757639 -5804757
Avg Bars in Trades 103 111 96 103 111 96
Avg Bars in Winners 43 41 45 80 84 78
Avg Bars in Losers 180 181 180 129 131 125
Bars Traded 5914 3122 2792 5914 3122 2792
Profit Streak 0 404.5769 0 324.5769 0 389.5769
Trades During Streak 0 2 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -759481 -354244 -579268 -759349 -604611 543182
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": 1564214400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759499444703,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 50,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 140,
            "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": [
        [
            -2400418.469691388,
            67805.4075346717,
            -2468223.87722606,
            -111794.2976020941,
            -15134857.196164278,
            15023062.898562191
        ],
        [
            -2400.41847,
            67.805408,
            -2468.223877,
            -111.794298,
            -15134.857196,
            15023.062899
        ],
        [
            -1.174758,
            0.033184,
            -1.207942,
            0,
            0,
            0.245921
        ],
        [
            2788.888889,
            2788.888889,
            2788.888889,
            2788.888889,
            2788.888889,
            2788.888889
        ],
        [
            -2429886,
            -148684,
            -2526565,
            -19054353,
            -18776889,
            -6394907
        ],
        [
            0.241201,
            1.182467,
            0.115916,
            0.996167,
            0.265907,
            2.756916
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            32,
            14,
            18,
            30,
            12,
            18
        ],
        [
            25,
            14,
            11,
            27,
            16,
            11
        ],
        [
            56.140351,
            50,
            62.068966,
            52.631579,
            42.857143,
            62.068966
        ],
        [
            0.188439,
            1.182467,
            0.070838,
            0.89655,
            0.354542,
            1.684782
        ],
        [
            157409,
            157409,
            67217,
            17628939,
            3030192,
            17628939
        ],
        [
            -1459797,
            -74307,
            -1459797,
            -12757639,
            -12757639,
            -5804757
        ],
        [
            103,
            111,
            96,
            103,
            111,
            96
        ],
        [
            43,
            41,
            45,
            80,
            84,
            78
        ],
        [
            180,
            181,
            180,
            129,
            131,
            125
        ],
        [
            5914,
            3122,
            2792,
            5914,
            3122,
            2792
        ],
        [
            0,
            404.576906,
            0,
            324.576906,
            0,
            389.576906
        ],
        [
            0,
            2,
            0,
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        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -759481,
            -354244,
            -579268,
            -759349,
            -604611,
            543182
        ]
    ]
}
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": 1564214400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759499444703,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 50,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 140,
            "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)