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Trade: FTM/USDT/720/SUPERTREND/SWMA/4279

Strategy
FTM/USDT/720/SUPERTREND/SWMA/4279
Pair
FTM_USDT
Interval
12h
Score
335875
Daily Profit
0.297483
Profit Factor
1.914437
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-11 16:31
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 -2797653.817 102570.0058 -2900223.8227 -1538005.8934 43170012.7445 -44708018.6379
Total P&L (%) -2797.6538 102.57 -2900.2238 -1538.0059 43170.0127 -44708.0186
Avg Daily Profit (%) -1.3691 0.0502 -1.4192 0 0.2975 0
Buy And Hold Return (%) 3668.319 3668.319 3668.319 3668.319 3668.319 3668.319
Max Trade Drawdown -2900138 -84629 -2937563 -97116562 -32117427 -66799809
Profit Factor 0.2117 1.3691 0.1134 0.9881 1.9144 0.4519
Total Trades 63 31 32 63 31 32
Winning Trades 36 20 16 30 13 17
Losing Trades 27 11 16 33 18 15
Profitability (%) 57.1429 64.5161 50 47.619 41.9355 53.125
Ratio Avg Win / Avg Loss 0.1588 0.753 0.1134 1.0869 2.6508 0.3987
Largest Winning Trade 93657 93657 61150 78303989 78303989 9517773
Largest Losing Trade -1707461 -84629 -1707461 -31927410 -31927410 -28669277
Avg Bars in Trades 59 56 62 59 56 62
Avg Bars in Winners 28 30 27 78 91 67
Avg Bars in Losers 100 104 97 42 31 55
Bars Traded 3736 1748 1988 3736 1748 1988
Profit Streak 0 409.0635 0 338.5635 0 484.0635
Trades During Streak 0 2 0 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -730851 -290016 -580810 -730450 335875 -579068
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": 1567425600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760189483605,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 110,
            "offset": 0,
            "multiplier": 2.71527
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 168,
            "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": [
        [
            -2797653.8169506453,
            102570.0057876498,
            -2900223.8227382954,
            -1538005.8933998533,
            43170012.74445939,
            -44708018.63785923
        ],
        [
            -2797.653817,
            102.570006,
            -2900.223823,
            -1538.005893,
            43170.012744,
            -44708.018638
        ],
        [
            -1.36905,
            0.050193,
            -1.419243,
            0,
            0.297483,
            0
        ],
        [
            3668.318966,
            3668.318966,
            3668.318966,
            3668.318966,
            3668.318966,
            3668.318966
        ],
        [
            -2900138,
            -84629,
            -2937563,
            -97116562,
            -32117427,
            -66799809
        ],
        [
            0.211718,
            1.369062,
            0.113389,
            0.988057,
            1.914437,
            0.451871
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            36,
            20,
            16,
            30,
            13,
            17
        ],
        [
            27,
            11,
            16,
            33,
            18,
            15
        ],
        [
            57.142857,
            64.516129,
            50,
            47.619048,
            41.935484,
            53.125
        ],
        [
            0.158789,
            0.752984,
            0.113389,
            1.086862,
            2.650759,
            0.39871
        ],
        [
            93657,
            93657,
            61150,
            78303989,
            78303989,
            9517773
        ],
        [
            -1707461,
            -84629,
            -1707461,
            -31927410,
            -31927410,
            -28669277
        ],
        [
            59,
            56,
            62,
            59,
            56,
            62
        ],
        [
            28,
            30,
            27,
            78,
            91,
            67
        ],
        [
            100,
            104,
            97,
            42,
            31,
            55
        ],
        [
            3736,
            1748,
            1988,
            3736,
            1748,
            1988
        ],
        [
            0,
            409.063468,
            0,
            338.563468,
            0,
            484.063468
        ],
        [
            0,
            2,
            0,
            1,
            0,
            3
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -730851,
            -290016,
            -580810,
            -730450,
            335875,
            -579068
        ]
    ]
}
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": 1567425600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760189483605,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 110,
            "offset": 0,
            "multiplier": 2.71527
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 168,
            "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)