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Trade: FTM/USDT/720/PWMA/JMA/2579

Strategy
FTM/USDT/720/PWMA/JMA/2579
Pair
FTM_USDT
Interval
12h
Score
586686
Daily Profit
0.280850
Profit Factor
8.762247
Profitability
48.275862
Streak
420.098359
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-01 17:21
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 1878279.9727 1901951.355 -23671.3823 1884042.8303 30731863.3022 -28847820.4719
Total P&L (%) 1878.28 1901.9514 -23.6714 1884.0428 30731.8633 -28847.8205
Avg Daily Profit (%) 0.9191 0.9307 -0.0116 0.1463 0.2809 0
Buy And Hold Return (%) 6498.1132 6498.1132 6498.1132 6498.1132 6498.1132 6498.1132
Max Trade Drawdown -169475 -92487 -127223 -33859579 -2215843 -32180044
Profit Factor 4.4931 10.1318 0.9281 1.0472 8.7622 0.1983
Total Trades 57 29 28 57 29 28
Winning Trades 31 14 17 31 14 17
Losing Trades 26 15 11 26 15 11
Profitability (%) 54.386 48.2759 60.7143 54.386 48.2759 60.7143
Ratio Avg Win / Avg Loss 3.7684 10.8555 0.6006 0.8783 9.3881 0.1283
Largest Winning Trade 963344 963344 78623 24596591 24596591 3533446
Largest Losing Trade -91457 -30403 -91457 -31552002 -763165 -31552002
Avg Bars in Trades 64 75 53 64 75 53
Avg Bars in Winners 85 114 60 85 114 60
Avg Bars in Losers 39 38 41 39 38 41
Bars Traded 3681 2184 1497 3681 2184 1497
Profit Streak 371.5984 420.0984 371.5984 371.5984 420.0984 371.5984
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -322674 -143356 -599858 -510983 586686 -599858
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": 1569801600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759328498209,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 223,
            "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": [
        [
            1878279.9727224917,
            1901951.35497442,
            -23671.382251929,
            1884042.8302736725,
            30731863.302223213,
            -28847820.471949533
        ],
        [
            1878.279973,
            1901.951355,
            -23.671382,
            1884.04283,
            30731.863302,
            -28847.820472
        ],
        [
            0.919149,
            0.930732,
            -0.011584,
            0.146313,
            0.28085,
            0
        ],
        [
            6498.113208,
            6498.113208,
            6498.113208,
            6498.113208,
            6498.113208,
            6498.113208
        ],
        [
            -169475,
            -92487,
            -127223,
            -33859579,
            -2215843,
            -32180044
        ],
        [
            4.493121,
            10.13183,
            0.928145,
            1.047167,
            8.762247,
            0.198341
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            54.385965,
            48.275862,
            60.714286,
            54.385965,
            48.275862,
            60.714286
        ],
        [
            3.768424,
            10.855532,
            0.600564,
            0.878269,
            9.388122,
            0.128338
        ],
        [
            963344,
            963344,
            78623,
            24596591,
            24596591,
            3533446
        ],
        [
            -91457,
            -30403,
            -91457,
            -31552002,
            -763165,
            -31552002
        ],
        [
            64,
            75,
            53,
            64,
            75,
            53
        ],
        [
            85,
            114,
            60,
            85,
            114,
            60
        ],
        [
            39,
            38,
            41,
            39,
            38,
            41
        ],
        [
            3681,
            2184,
            1497,
            3681,
            2184,
            1497
        ],
        [
            371.598359,
            420.098359,
            371.598359,
            371.598359,
            420.098359,
            371.598359
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -322674,
            -143356,
            -599858,
            -510983,
            586686,
            -599858
        ]
    ]
}
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": 1569801600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759328498209,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 223,
            "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)