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Trade: FTM/USDT/720/SMA/PSAR/5737

Strategy
FTM/USDT/720/SMA/PSAR/5737
Pair
FTM_USDT
Interval
12h
Score
301592
Daily Profit
0.245112
Profit Factor
2.336473
Profitability
53.125000
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-07 23:22
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 2260989.2326 2262203.5092 -1214.2766 9319739.0419 14781920.7673 -5462181.7253
Total P&L (%) 2260.9892 2262.2035 -1.2143 9319.739 14781.9208 -5462.1817
Avg Daily Profit (%) 1.1064 1.107 -0.0006 0.2227 0.2451 0
Buy And Hold Return (%) 6418.1733 6418.1733 6418.1733 6418.1733 6418.1733 6418.1733
Max Trade Drawdown -120197 -54854 -152065 -10185245 -4988250 -5560769
Profit Factor 5.7266 12.1866 0.9956 1.378 2.3365 0.5983
Total Trades 63 32 31 63 32 31
Winning Trades 32 17 15 32 17 15
Losing Trades 31 15 16 31 15 16
Profitability (%) 50.7937 53.125 48.3871 50.7937 53.125 48.3871
Ratio Avg Win / Avg Loss 5.5476 10.7529 1.062 1.3349 2.0616 0.6382
Largest Winning Trade 1512492 1512492 81849 8240574 8240574 2364939
Largest Losing Trade -54854 -54854 -48594 -4569013 -4569013 -3472866
Avg Bars in Trades 59 56 61 59 56 61
Avg Bars in Winners 85 92 78 85 92 78
Avg Bars in Losers 31 16 46 31 16 46
Bars Traded 3733 1814 1919 3733 1814 1919
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -294914 -143444 -579778 -167233 301592 -581445
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": 1570060800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759868571699,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2260989.232589818,
            2262203.5091531235,
            -1214.2765633049,
            9319739.041926872,
            14781920.767266925,
            -5462181.7253400525
        ],
        [
            2260.989233,
            2262.203509,
            -1.214277,
            9319.739042,
            14781.920767,
            -5462.181725
        ],
        [
            1.10643,
            1.107024,
            -0.000594,
            0.222679,
            0.245112,
            0
        ],
        [
            6418.173346,
            6418.173346,
            6418.173346,
            6418.173346,
            6418.173346,
            6418.173346
        ],
        [
            -120197,
            -54854,
            -152065,
            -10185245,
            -4988250,
            -5560769
        ],
        [
            5.726566,
            12.18661,
            0.995603,
            1.377956,
            2.336473,
            0.598306
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            50.793651,
            53.125,
            48.387097,
            50.793651,
            53.125,
            48.387097
        ],
        [
            5.547611,
            10.752891,
            1.061976,
            1.334895,
            2.061594,
            0.638193
        ],
        [
            1512492,
            1512492,
            81849,
            8240574,
            8240574,
            2364939
        ],
        [
            -54854,
            -54854,
            -48594,
            -4569013,
            -4569013,
            -3472866
        ],
        [
            59,
            56,
            61,
            59,
            56,
            61
        ],
        [
            85,
            92,
            78,
            85,
            92,
            78
        ],
        [
            31,
            16,
            46,
            31,
            16,
            46
        ],
        [
            3733,
            1814,
            1919,
            3733,
            1814,
            1919
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -294914,
            -143444,
            -579778,
            -167233,
            301592,
            -581445
        ]
    ]
}
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": 1570060800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759868571699,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)