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Trade: FTM/USDT/720/PWMA/DCU/1099

Strategy
FTM/USDT/720/PWMA/DCU/1099
Pair
FTM_USDT
Interval
12h
Score
327961
Daily Profit
0.273199
Profit Factor
1.371301
Profitability
44.791667
Streak
402.270499
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-27 21:29
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 3792915.1335 3722392.7435 70522.39 26280359.222 27481783.0166 -1201423.7946
Total P&L (%) 3792.9151 3722.3927 70.5224 26280.3592 27481.783 -1201.4238
Avg Daily Profit (%) 1.8561 1.8216 0.0345 0.2732 0.2754 0
Buy And Hold Return (%) 3160.6061 3160.6061 3160.6061 3160.6061 3160.6061 3160.6061
Max Trade Drawdown -151116 -149301 -78145 -23733304 -20141177 -12801748
Profit Factor 5.8808 8.9159 1.2298 1.3713 1.6282 0.9556
Total Trades 96 48 48 96 48 48
Winning Trades 43 18 25 43 18 25
Losing Trades 53 30 23 53 30 23
Profitability (%) 44.7917 37.5 52.0833 44.7917 37.5 52.0833
Ratio Avg Win / Avg Loss 7.2485 14.8598 1.1314 1.6902 2.7136 0.8791
Largest Winning Trade 2286538 2286538 69678 20354709 20354709 5490322
Largest Losing Trade -42787 -42787 -38766 -8515574 -8515574 -5374399
Avg Bars in Trades 41 60 22 41 60 22
Avg Bars in Winners 58 100 28 58 100 28
Avg Bars in Losers 27 36 16 27 36 16
Bars Traded 3972 2904 1068 3972 2904 1068
Profit Streak 402.2705 419.7705 0 402.2705 419.7705 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -82197 -92084 -312277 327961 272794 -580141
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": 1563753600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758997771079,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 21,
            "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": [
        [
            3792915.1334840567,
            3722392.7434858973,
            70522.3899981602,
            26280359.2220497,
            27481783.016612038,
            -1201423.7945623538
        ],
        [
            3792.915133,
            3722.392743,
            70.52239,
            26280.359222,
            27481.783017,
            -1201.423795
        ],
        [
            1.856088,
            1.821577,
            0.034511,
            0.273199,
            0.275384,
            0
        ],
        [
            3160.606061,
            3160.606061,
            3160.606061,
            3160.606061,
            3160.606061,
            3160.606061
        ],
        [
            -151116,
            -149301,
            -78145,
            -23733304,
            -20141177,
            -12801748
        ],
        [
            5.880823,
            8.915904,
            1.229817,
            1.371301,
            1.628172,
            0.955553
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            53,
            30,
            23,
            53,
            30,
            23
        ],
        [
            44.791667,
            37.5,
            52.083333,
            44.791667,
            37.5,
            52.083333
        ],
        [
            7.248456,
            14.859839,
            1.131432,
            1.690208,
            2.713621,
            0.879109
        ],
        [
            2286538,
            2286538,
            69678,
            20354709,
            20354709,
            5490322
        ],
        [
            -42787,
            -42787,
            -38766,
            -8515574,
            -8515574,
            -5374399
        ],
        [
            41,
            60,
            22,
            41,
            60,
            22
        ],
        [
            58,
            100,
            28,
            58,
            100,
            28
        ],
        [
            27,
            36,
            16,
            27,
            36,
            16
        ],
        [
            3972,
            2904,
            1068,
            3972,
            2904,
            1068
        ],
        [
            402.270498,
            419.770498,
            0,
            402.270499,
            419.770499,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82197,
            -92084,
            -312277,
            327961,
            272794,
            -580141
        ]
    ]
}
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": 1563753600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758997771079,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 21,
            "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)