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Trade: FTM/USDT/720/WMA/HL2/7181

Strategy
FTM/USDT/720/WMA/HL2/7181
Pair
FTM_USDT
Interval
12h
Score
315341
Daily Profit
0.369102
Profit Factor
1.925835
Profitability
34.469697
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 2908502.0628 2750436.9568 158065.106 185970668.7204 181093632.5066 4877036.2138
Total P&L (%) 2908.5021 2750.437 158.0651 185970.6687 181093.6325 4877.0362
Avg Daily Profit (%) 1.4233 1.3459 0.0774 0.3691 0.3678 0.1914
Buy And Hold Return (%) 2327.6293 2327.6293 2327.6293 2327.6293 2327.6293 2327.6293
Max Trade Drawdown -183956 -96942 -189236 -45097016 -39087561 -40753618
Profit Factor 3.8772 6.3439 1.3186 1.9258 2.9358 1.0454
Total Trades 264 132 132 264 132 132
Winning Trades 91 42 49 91 42 49
Losing Trades 173 90 83 173 90 83
Profitability (%) 34.4697 31.8182 37.1212 34.4697 31.8182 37.1212
Ratio Avg Win / Avg Loss 7.371 13.594 2.2335 3.6612 6.2909 1.7709
Largest Winning Trade 1804434 1804434 64130 75037630 75037630 21760646
Largest Losing Trade -33828 -20404 -33828 -12514345 -8823606 -12514345
Avg Bars in Trades 15 14 16 15 14 16
Avg Bars in Winners 33 32 33 33 32 33
Avg Bars in Losers 5 5 6 5 5 6
Bars Traded 3983 1853 2130 3983 1853 2130
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 -71840 -94094 -259077 315341 290916 -172650
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": 1562284800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760189483389,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            2908502.0628316747,
            2750436.956818217,
            158065.1060134585,
            185970668.72041792,
            181093632.50658542,
            4877036.213832512
        ],
        [
            2908.502063,
            2750.436957,
            158.065106,
            185970.66872,
            181093.632507,
            4877.036214
        ],
        [
            1.423294,
            1.345944,
            0.07735,
            0.369102,
            0.367797,
            0.191395
        ],
        [
            2327.629295,
            2327.629295,
            2327.629295,
            2327.629295,
            2327.629295,
            2327.629295
        ],
        [
            -183956,
            -96942,
            -189236,
            -45097016,
            -39087561,
            -40753618
        ],
        [
            3.877234,
            6.343871,
            1.318566,
            1.925835,
            2.935774,
            1.045445
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            91,
            42,
            49,
            91,
            42,
            49
        ],
        [
            173,
            90,
            83,
            173,
            90,
            83
        ],
        [
            34.469697,
            31.818182,
            37.121212,
            34.469697,
            31.818182,
            37.121212
        ],
        [
            7.371005,
            13.594009,
            2.233489,
            3.661203,
            6.290945,
            1.770856
        ],
        [
            1804434,
            1804434,
            64130,
            75037630,
            75037630,
            21760646
        ],
        [
            -33828,
            -20404,
            -33828,
            -12514345,
            -8823606,
            -12514345
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            33,
            32,
            33,
            33,
            32,
            33
        ],
        [
            5,
            5,
            6,
            5,
            5,
            6
        ],
        [
            3983,
            1853,
            2130,
            3983,
            1853,
            2130
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -71840,
            -94094,
            -259077,
            315341,
            290916,
            -172650
        ]
    ]
}
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": 1562284800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760189483389,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)