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Trade: FTM/USDT/240/HMA/LINREG/6956

Strategy
FTM/USDT/240/HMA/LINREG/6956
Pair
FTM_USDT
Interval
4h
Score
300308
Daily Profit
0.272691
Profit Factor
2.133767
Profitability
38.888889
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-03 22:02
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2600536.5121 2555888.4469 44648.0652 19259905.7 25949758.0321 -6689852.3321
Total P&L (%) 2600.5365 2555.8884 44.6481 19259.9057 25949.758 -6689.8523
Avg Daily Profit (%) 1.2731 1.2512 0.0219 0.2581 0.2727 0
Buy And Hold Return (%) 3749.202 3749.202 3749.202 3749.202 3749.202 3749.202
Max Trade Drawdown -122390 -57543 -124234 -18755794 -7573817 -21513115
Profit Factor 5.2222 9.9999 1.1345 1.3436 2.1338 0.7983
Total Trades 71 36 35 71 36 35
Winning Trades 31 14 17 31 14 17
Losing Trades 40 22 18 40 22 18
Profitability (%) 43.662 38.8889 48.5714 43.662 38.8889 48.5714
Ratio Avg Win / Avg Loss 6.7383 15.7141 1.2012 1.7337 3.3531 0.8453
Largest Winning Trade 1402784 1402784 75730 13864728 13864728 5881480
Largest Losing Trade -49850 -27812 -49850 -8345124 -5405306 -8345124
Avg Bars in Trades 162 158 167 162 158 167
Avg Bars in Winners 263 289 242 263 289 242
Avg Bars in Losers 84 74 97 84 74 97
Bars Traded 11566 5688 5878 11566 5688 5878
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 -237985 -148014 -402569 -84988 300308 -581343
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1565553600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759518172764,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "offset": 188
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 38,
            "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": [
        [
            2600536.512087275,
            2555888.446856133,
            44648.0652311426,
            19259905.699982755,
            25949758.032053173,
            -6689852.332070422
        ],
        [
            2600.536512,
            2555.888447,
            44.648065,
            19259.9057,
            25949.758032,
            -6689.852332
        ],
        [
            1.273107,
            1.251249,
            0.021858,
            0.258122,
            0.272691,
            0
        ],
        [
            3749.201981,
            3749.201981,
            3749.201981,
            3749.201981,
            3749.201981,
            3749.201981
        ],
        [
            -122390,
            -57543,
            -124234,
            -18755794,
            -7573817,
            -21513115
        ],
        [
            5.222216,
            9.99989,
            1.134512,
            1.343586,
            2.133767,
            0.798301
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            43.661972,
            38.888889,
            48.571429,
            43.661972,
            38.888889,
            48.571429
        ],
        [
            6.738344,
            15.714113,
            1.201248,
            1.73366,
            3.353062,
            0.845259
        ],
        [
            1402784,
            1402784,
            75730,
            13864728,
            13864728,
            5881480
        ],
        [
            -49850,
            -27812,
            -49850,
            -8345124,
            -5405306,
            -8345124
        ],
        [
            162,
            158,
            167,
            162,
            158,
            167
        ],
        [
            263,
            289,
            242,
            263,
            289,
            242
        ],
        [
            84,
            74,
            97,
            84,
            74,
            97
        ],
        [
            11566,
            5688,
            5878,
            11566,
            5688,
            5878
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -237985,
            -148014,
            -402569,
            -84988,
            300308,
            -581343
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1565553600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759518172764,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "offset": 188
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 38,
            "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)