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Trade: FTM/USDT/720/FWMA/SSF/2024

Strategy
FTM/USDT/720/FWMA/SSF/2024
Pair
FTM_USDT
Interval
12h
Score
321237
Daily Profit
0.317130
Profit Factor
2.655623
Profitability
36.585366
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-30 22:09
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2545403.291 64902.9915 -2610306.2824 -120641.765 64467546.957 -64588188.722
Total P&L (%) -2545.4033 64.903 -2610.3063 -120.6418 64467.547 -64588.1887
Avg Daily Profit (%) -1.2456 0.0318 -1.2774 0 0.3171 0
Buy And Hold Return (%) 2492.2906 2492.2906 2492.2906 2492.2906 2492.2906 2492.2906
Max Trade Drawdown -2654107 -120052 -2695809 -111162692 -31477931 -94909909
Profit Factor 0.2402 1.1922 0.1335 0.9991 2.6556 0.3518
Total Trades 83 41 42 83 41 42
Winning Trades 63 31 32 31 15 16
Losing Trades 20 10 10 52 26 26
Profitability (%) 75.9036 75.6098 76.1905 37.3494 36.5854 38.0952
Ratio Avg Win / Avg Loss 0.0763 0.3846 0.0417 1.676 4.6031 0.5717
Largest Winning Trade 44570 44570 41801 69595205 69595205 22248419
Largest Losing Trade -1526809 -79694 -1526809 -56206034 -16905488 -56206034
Avg Bars in Trades 47 49 45 47 49 45
Avg Bars in Winners 19 19 19 71 76 66
Avg Bars in Losers 135 142 128 33 33 32
Bars Traded 3928 2023 1906 3928 2023 1906
Profit Streak 281.798 404.798 281.798 0 0 0
Trades During Streak 2 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577451 -322275 -576751 -584197 321237 -585364
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1560729600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759259347345,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -2545403.2909701243,
            64902.9914603523,
            -2610306.2824304774,
            -120641.7650070561,
            64467546.95701299,
            -64588188.72202005
        ],
        [
            -2545.403291,
            64.902991,
            -2610.306282,
            -120.641765,
            64467.546957,
            -64588.188722
        ],
        [
            -1.24561,
            0.031761,
            -1.27737,
            0,
            0.31713,
            0
        ],
        [
            2492.290586,
            2492.290586,
            2492.290586,
            2492.290586,
            2492.290586,
            2492.290586
        ],
        [
            -2654107,
            -120052,
            -2695809,
            -111162692,
            -31477931,
            -94909909
        ],
        [
            0.240187,
            1.192218,
            0.133476,
            0.999129,
            2.655623,
            0.351816
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            63,
            31,
            32,
            31,
            15,
            16
        ],
        [
            20,
            10,
            10,
            52,
            26,
            26
        ],
        [
            75.903614,
            75.609756,
            76.190476,
            37.349398,
            36.585366,
            38.095238
        ],
        [
            0.07625,
            0.384587,
            0.041711,
            1.675959,
            4.60308,
            0.5717
        ],
        [
            44570,
            44570,
            41801,
            69595205,
            69595205,
            22248419
        ],
        [
            -1526809,
            -79694,
            -1526809,
            -56206034,
            -16905488,
            -56206034
        ],
        [
            47,
            49,
            45,
            47,
            49,
            45
        ],
        [
            19,
            19,
            19,
            71,
            76,
            66
        ],
        [
            135,
            142,
            128,
            33,
            33,
            32
        ],
        [
            3928,
            2023,
            1906,
            3928,
            2023,
            1906
        ],
        [
            281.798002,
            404.798002,
            281.798002,
            0,
            0,
            0
        ],
        [
            2,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577451,
            -322275,
            -576751,
            -584197,
            321237,
            -585364
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1560729600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759259347345,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    }
}

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)