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Trade: FTM/USDT/720/TEMA/PWMA/1436

Strategy
FTM/USDT/720/TEMA/PWMA/1436
Pair
FTM_USDT
Interval
12h
Score
644281
Daily Profit
0.294486
Profit Factor
3.787314
Profitability
59.375000
Streak
403.683505
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-05 07:24
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 -2640472.9692 49053.2659 -2689526.2351 -83451.524 40606394.1776 -40689845.7016
Total P&L (%) -2640.473 49.0533 -2689.5262 -83.4515 40606.3942 -40689.8457
Avg Daily Profit (%) -1.2921 0.024 -1.3161 -0.088 0.2945 0
Buy And Hold Return (%) 4471.2418 4471.2418 4471.2418 4471.2418 4471.2418 4471.2418
Max Trade Drawdown -2792779 -124272 -2765484 -111116952 -9713317 -111116952
Profit Factor 0.2032 1.1748 0.1133 0.9994 3.7873 0.6782
Total Trades 64 32 32 64 32 32
Winning Trades 36 17 19 34 19 15
Losing Trades 28 15 13 30 13 17
Profitability (%) 56.25 53.125 59.375 53.125 59.375 46.875
Ratio Avg Win / Avg Loss 0.158 1.0365 0.0775 0.8818 2.5913 0.7686
Largest Winning Trade 62921 62921 51975 38372782 27991222 38372782
Largest Losing Trade -1762684 -73666 -1762684 -111116952 -4636177 -111116952
Avg Bars in Trades 61 65 56 61 65 56
Avg Bars in Winners 36 43 30 48 52 43
Avg Bars in Losers 92 90 95 75 84 68
Bars Traded 3917 2098 1819 3917 2098 1819
Profit Streak 0 403.6835 0 0 403.6835 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -723467 -353539 -579595 -723872 644281 -582025
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": 1565870400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759638254831,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 95,
            "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": [
        [
            -2640472.969165222,
            49053.2659094357,
            -2689526.2350746565,
            -83451.5239947552,
            40606394.1775861,
            -40689845.701580875
        ],
        [
            -2640.472969,
            49.053266,
            -2689.526235,
            -83.451524,
            40606.394178,
            -40689.845702
        ],
        [
            -1.292133,
            0.024005,
            -1.316137,
            -0.08799,
            0.294486,
            0
        ],
        [
            4471.24183,
            4471.24183,
            4471.24183,
            4471.24183,
            4471.24183,
            4471.24183
        ],
        [
            -2792779,
            -124272,
            -2765484,
            -111116952,
            -9713317,
            -111116952
        ],
        [
            0.203191,
            1.174754,
            0.113277,
            0.999408,
            3.787314,
            0.678207
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            36,
            17,
            19,
            34,
            19,
            15
        ],
        [
            28,
            15,
            13,
            30,
            13,
            17
        ],
        [
            56.25,
            53.125,
            59.375,
            53.125,
            59.375,
            46.875
        ],
        [
            0.158037,
            1.036547,
            0.077506,
            0.881831,
            2.59132,
            0.768635
        ],
        [
            62921,
            62921,
            51975,
            38372782,
            27991222,
            38372782
        ],
        [
            -1762684,
            -73666,
            -1762684,
            -111116952,
            -4636177,
            -111116952
        ],
        [
            61,
            65,
            56,
            61,
            65,
            56
        ],
        [
            36,
            43,
            30,
            48,
            52,
            43
        ],
        [
            92,
            90,
            95,
            75,
            84,
            68
        ],
        [
            3917,
            2098,
            1819,
            3917,
            2098,
            1819
        ],
        [
            0,
            403.683505,
            0,
            0,
            403.683505,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -723467,
            -353539,
            -579595,
            -723872,
            644281,
            -582025
        ]
    ]
}
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": 1565870400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759638254831,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 95,
            "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)