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Trade: FTM/USDT/720/OHLC4/SINWMA/1698

Strategy
FTM/USDT/720/OHLC4/SINWMA/1698
Pair
FTM_USDT
Interval
12h
Score
581404
Daily Profit
0.351526
Profit Factor
2.227117
Profitability
58.695652
Streak
399.955621
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 13:56
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 -2999115.9509 -23638.1969 -2975477.754 60725.8431 129994447.8568 -129933722.0136
Total P&L (%) -2999.116 -23.6382 -2975.4778 60.7258 129994.4479 -129933.722
Avg Daily Profit (%) -1.4676 -0.0116 -1.4561 0.0232 0.3515 0
Buy And Hold Return (%) 3796.3788 3796.3788 3796.3788 3796.3788 3796.3788 3796.3788
Max Trade Drawdown -3062195 -115749 -3021324 -248455896 -68919742 -225979161
Profit Factor 0.1783 0.9297 0.1021 1.0002 2.2271 0.452
Total Trades 93 46 47 93 46 47
Winning Trades 71 34 37 53 27 26
Losing Trades 22 12 10 40 19 21
Profitability (%) 76.3441 73.913 78.7234 56.9892 58.6957 55.3191
Ratio Avg Win / Avg Loss 0.0553 0.3281 0.0276 0.7549 1.5672 0.3651
Largest Winning Trade 27243 27243 25030 167398297 167398297 83081406
Largest Losing Trade -1461379 -78736 -1461379 -117823367 -26119676 -117823367
Avg Bars in Trades 40 42 38 40 42 38
Avg Bars in Winners 14 14 13 27 32 21
Avg Bars in Losers 125 120 130 57 56 59
Bars Traded 3758 1951 1806 3758 1951 1806
Profit Streak 0 399.9556 0 0 399.9556 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576837 -576226 -576973 -548463 581404 -580007
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": 1565438400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759488965621,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 122,
            "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": [
        [
            -2999115.9509253968,
            -23638.1969163662,
            -2975477.7540090303,
            60725.8431450832,
            129994447.85678513,
            -129933722.01364003
        ],
        [
            -2999.115951,
            -23.638197,
            -2975.477754,
            60.725843,
            129994.447857,
            -129933.722014
        ],
        [
            -1.467637,
            -0.011568,
            -1.456069,
            0.023224,
            0.351526,
            0
        ],
        [
            3796.37883,
            3796.37883,
            3796.37883,
            3796.37883,
            3796.37883,
            3796.37883
        ],
        [
            -3062195,
            -115749,
            -3021324,
            -248455896,
            -68919742,
            -225979161
        ],
        [
            0.178332,
            0.929678,
            0.102119,
            1.000177,
            2.227117,
            0.451971
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            71,
            34,
            37,
            53,
            27,
            26
        ],
        [
            22,
            12,
            10,
            40,
            19,
            21
        ],
        [
            76.344086,
            73.913043,
            78.723404,
            56.989247,
            58.695652,
            55.319149
        ],
        [
            0.055258,
            0.328122,
            0.0276,
            0.754851,
            1.567231,
            0.365054
        ],
        [
            27243,
            27243,
            25030,
            167398297,
            167398297,
            83081406
        ],
        [
            -1461379,
            -78736,
            -1461379,
            -117823367,
            -26119676,
            -117823367
        ],
        [
            40,
            42,
            38,
            40,
            42,
            38
        ],
        [
            14,
            14,
            13,
            27,
            32,
            21
        ],
        [
            125,
            120,
            130,
            57,
            56,
            59
        ],
        [
            3758,
            1951,
            1806,
            3758,
            1951,
            1806
        ],
        [
            0,
            399.955621,
            0,
            0,
            399.955621,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576837,
            -576226,
            -576973,
            -548463,
            581404,
            -580007
        ]
    ]
}
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": 1565438400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759488965621,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 122,
            "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)