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Trade: FTM/USDT/720/PWMA/PWMA/6474

Strategy
FTM/USDT/720/PWMA/PWMA/6474
Pair
FTM_USDT
Interval
12h
Score
528683
Daily Profit
0.279471
Profit Factor
2.069620
Profitability
55.263158
Streak
429.544803
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-11 16:04
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 2182074.597 2199221.141 -17146.544 2946863.4914 29877331.1643 -26930467.6729
Total P&L (%) 2182.0746 2199.2211 -17.1465 2946.8635 29877.3312 -26930.4677
Avg Daily Profit (%) 1.0678 1.0762 -0.0084 0.1673 0.2795 0
Buy And Hold Return (%) 3097.9881 3097.9881 3097.9881 3097.9881 3097.9881 3097.9881
Max Trade Drawdown -162929 -95069 -189224 -25481773 -10865003 -29114389
Profit Factor 3.7352 7.3298 0.9619 1.0418 2.0696 0.3684
Total Trades 75 38 37 75 38 37
Winning Trades 40 21 19 40 21 19
Losing Trades 35 17 18 35 17 18
Profitability (%) 53.3333 55.2632 51.3514 53.3333 55.2632 51.3514
Ratio Avg Win / Avg Loss 3.2683 5.9336 0.9113 0.9115 1.6754 0.349
Largest Winning Trade 1332651 1332651 76656 21727011 21727011 6483475
Largest Losing Trade -67799 -67799 -62534 -12522264 -10865003 -12522264
Avg Bars in Trades 52 49 55 52 49 55
Avg Bars in Winners 67 66 69 67 66 69
Avg Bars in Losers 35 29 40 35 29 40
Bars Traded 3943 1893 2050 3943 1893 2050
Profit Streak 383.0448 429.5448 383.0448 383.0448 429.5448 383.0448
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -205016 -141809 -580011 -393785 528683 -580011
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": 1565179200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760187870981,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 51,
            "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": [
        [
            2182074.596998615,
            2199221.1409914875,
            -17146.5439928728,
            2946863.491429401,
            29877331.164293453,
            -26930467.672864053
        ],
        [
            2182.074597,
            2199.221141,
            -17.146544,
            2946.863491,
            29877.331164,
            -26930.467673
        ],
        [
            1.067812,
            1.076203,
            -0.008391,
            0.167338,
            0.279471,
            0
        ],
        [
            3097.988112,
            3097.988112,
            3097.988112,
            3097.988112,
            3097.988112,
            3097.988112
        ],
        [
            -162929,
            -95069,
            -189224,
            -25481773,
            -10865003,
            -29114389
        ],
        [
            3.735175,
            7.329778,
            0.961926,
            1.041756,
            2.06962,
            0.368441
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            53.333333,
            55.263158,
            51.351351,
            53.333333,
            55.263158,
            51.351351
        ],
        [
            3.268278,
            5.93363,
            0.911298,
            0.911536,
            1.675406,
            0.349049
        ],
        [
            1332651,
            1332651,
            76656,
            21727011,
            21727011,
            6483475
        ],
        [
            -67799,
            -67799,
            -62534,
            -12522264,
            -10865003,
            -12522264
        ],
        [
            52,
            49,
            55,
            52,
            49,
            55
        ],
        [
            67,
            66,
            69,
            67,
            66,
            69
        ],
        [
            35,
            29,
            40,
            35,
            29,
            40
        ],
        [
            3943,
            1893,
            2050,
            3943,
            1893,
            2050
        ],
        [
            383.044803,
            429.544803,
            383.044803,
            383.044803,
            429.544803,
            383.044803
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -205016,
            -141809,
            -580011,
            -393785,
            528683,
            -580011
        ]
    ]
}
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": 1565179200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760187870981,
    "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": "pwma",
        "factors": {
            "length": 51,
            "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)