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Trade: FTM/USDT/720/FWMA/SSF/2640

Strategy
FTM/USDT/720/FWMA/SSF/2640
Pair
FTM_USDT
Interval
12h
Score
520409
Daily Profit
0.258499
Profit Factor
5.894568
Profitability
52.380952
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-30 21:54
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 -3145647.4962 -17893.4306 -3127754.0656 -100863.3866 19450824.5848 -19551687.9714
Total P&L (%) -3145.6475 -17.8934 -3127.7541 -100.8634 19450.8246 -19551.688
Avg Daily Profit (%) -1.5393 -0.0088 -1.5306 0 0.2585 0
Buy And Hold Return (%) 5976.4553 5976.4553 5976.4553 5976.4553 5976.4553 5976.4553
Max Trade Drawdown -3245706 -181882 -3184793 -26142234 -1846616 -27268727
Profit Factor 0.1852 0.9535 0.1001 0.9969 5.8946 0.3237
Total Trades 85 42 43 85 42 43
Winning Trades 62 29 33 44 22 22
Losing Trades 23 13 10 41 20 21
Profitability (%) 72.9412 69.0476 76.7442 51.7647 52.381 51.1628
Ratio Avg Win / Avg Loss 0.0687 0.4274 0.0303 0.929 5.3587 0.309
Largest Winning Trade 44999 44999 24923 11822939 11822939 5255191
Largest Losing Trade -1737825 -76931 -1737825 -24295618 -1846616 -24295618
Avg Bars in Trades 44 45 42 44 45 42
Avg Bars in Winners 16 15 18 43 48 38
Avg Bars in Losers 117 112 123 45 42 47
Bars Traded 3746 1911 1835 3746 1911 1835
Profit Streak 0 405.2877 0 312.2877 0 314.7877
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577299 -576906 -577260 -579734 520409 -579988
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": 1569672000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759258459089,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 172,
            "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": [
        [
            -3145647.496244206,
            -17893.430597667,
            -3127754.065646539,
            -100863.3865778042,
            19450824.58480374,
            -19551687.971381545
        ],
        [
            -3145.647496,
            -17.893431,
            -3127.754066,
            -100.863387,
            19450.824585,
            -19551.687971
        ],
        [
            -1.539343,
            -0.008756,
            -1.530587,
            0,
            0.258499,
            0
        ],
        [
            5976.455256,
            5976.455256,
            5976.455256,
            5976.455256,
            5976.455256,
            5976.455256
        ],
        [
            -3245706,
            -181882,
            -3184793,
            -26142234,
            -1846616,
            -27268727
        ],
        [
            0.185165,
            0.953518,
            0.100062,
            0.996933,
            5.894568,
            0.323674
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            62,
            29,
            33,
            44,
            22,
            22
        ],
        [
            23,
            13,
            10,
            41,
            20,
            21
        ],
        [
            72.941176,
            69.047619,
            76.744186,
            51.764706,
            52.380952,
            51.162791
        ],
        [
            0.06869,
            0.427439,
            0.030322,
            0.92896,
            5.358698,
            0.308962
        ],
        [
            44999,
            44999,
            24923,
            11822939,
            11822939,
            5255191
        ],
        [
            -1737825,
            -76931,
            -1737825,
            -24295618,
            -1846616,
            -24295618
        ],
        [
            44,
            45,
            42,
            44,
            45,
            42
        ],
        [
            16,
            15,
            18,
            43,
            48,
            38
        ],
        [
            117,
            112,
            123,
            45,
            42,
            47
        ],
        [
            3746,
            1911,
            1835,
            3746,
            1911,
            1835
        ],
        [
            0,
            405.287721,
            0,
            312.287721,
            0,
            314.787721
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577299,
            -576906,
            -577260,
            -579734,
            520409,
            -579988
        ]
    ]
}
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": 1569672000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759258459089,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 172,
            "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)