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Trade: FTM/USDT/120/ALMA/HWMA/5531

Strategy
FTM/USDT/120/ALMA/HWMA/5531
Pair
FTM_USDT
Interval
2h
Score
359359
Daily Profit
0.354869
Profit Factor
2.129221
Profitability
40.384615
Streak
310.171576
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-09-27 09:07
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3188401.8057 3148744.0007 39657.805 63924858.9671 64806385.3917 -881526.4246
Total P&L (%) 3188.4018 3148.744 39.6578 63924.859 64806.3854 -881.5264
Avg Daily Profit (%) 1.7442 1.7225 0.0217 0.3541 0.3549 0
Buy And Hold Return (%) 7740.8072 7740.8072 7740.8072 7740.8072 7740.8072 7740.8072
Max Trade Drawdown -136857 -70654 -219057 -41737700 -19285546 -39165653
Profit Factor 4.3012 8.638 1.0716 1.5004 2.1292 0.9875
Total Trades 208 104 104 208 104 104
Winning Trades 74 42 32 74 42 32
Losing Trades 134 62 72 134 62 72
Profitability (%) 35.5769 40.3846 30.7692 35.5769 40.3846 30.7692
Ratio Avg Win / Avg Loss 7.7886 12.7514 2.4112 2.7169 3.1431 2.2218
Largest Winning Trade 2187592 2187592 71259 35809465 35809465 13617892
Largest Losing Trade -49303 -20996 -49303 -16033062 -9885863 -16033062
Avg Bars in Trades 102 101 104 102 101 104
Avg Bars in Winners 232 209 262 232 209 262
Avg Bars in Losers 31 28 33 31 28 33
Bars Traded 21414 10581 10833 21414 10581 10833
Profit Streak 309.6716 310.1716 0 309.6716 310.1716 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148442 -146711 -478028 282316 359359 -585756
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580270400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1758953224186,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.16611,
            "nc": 0.1
        }
    }
}
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": [
        [
            3188401.805716303,
            3148744.0007062946,
            39657.8050100091,
            63924858.96710946,
            64806385.391744465,
            -881526.4246349977
        ],
        [
            3188.401806,
            3148.744001,
            39.657805,
            63924.858967,
            64806.385392,
            -881.526425
        ],
        [
            1.744202,
            1.722508,
            0.021695,
            0.354119,
            0.354869,
            0
        ],
        [
            7740.807175,
            7740.807175,
            7740.807175,
            7740.807175,
            7740.807175,
            7740.807175
        ],
        [
            -136857,
            -70654,
            -219057,
            -41737700,
            -19285546,
            -39165653
        ],
        [
            4.301168,
            8.638021,
            1.071637,
            1.500395,
            2.129221,
            0.987471
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            74,
            42,
            32,
            74,
            42,
            32
        ],
        [
            134,
            62,
            72,
            134,
            62,
            72
        ],
        [
            35.576923,
            40.384615,
            30.769231,
            35.576923,
            40.384615,
            30.769231
        ],
        [
            7.788601,
            12.751365,
            2.411183,
            2.716931,
            3.143135,
            2.22181
        ],
        [
            2187592,
            2187592,
            71259,
            35809465,
            35809465,
            13617892
        ],
        [
            -49303,
            -20996,
            -49303,
            -16033062,
            -9885863,
            -16033062
        ],
        [
            102,
            101,
            104,
            102,
            101,
            104
        ],
        [
            232,
            209,
            262,
            232,
            209,
            262
        ],
        [
            31,
            28,
            33,
            31,
            28,
            33
        ],
        [
            21414,
            10581,
            10833,
            21414,
            10581,
            10833
        ],
        [
            309.671576,
            310.171576,
            0,
            309.671576,
            310.171576,
            0
        ],
        [
            1,
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            1,
            1,
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        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -148442,
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            -478028,
            282316,
            359359,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580270400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1758953224186,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.16611,
            "nc": 0.1
        }
    }
}

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)