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Trade: FTM/USDT/360/HILO/SWMA/3138

Strategy
FTM/USDT/360/HILO/SWMA/3138
Pair
FTM_USDT
Interval
6h
Score
563160
Daily Profit
0.316882
Profit Factor
6.918541
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-27 00:17
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2794215.6701 -3863.5308 -2790352.1393 -880888.3007 64091352.169 -64972240.4697
Total P&L (%) -2794.2157 -3.8635 -2790.3521 -880.8883 64091.3522 -64972.2405
Avg Daily Profit (%) -1.3675 -0.0019 -1.3656 0 0.3169 0
Buy And Hold Return (%) 3494.0391 3494.0391 3494.0391 3494.0391 3494.0391 3494.0391
Max Trade Drawdown -2960310 -146370 -2867352 -90463275 -4303112 -93714785
Profit Factor 0.1655 0.9874 0.0828 0.9918 6.9185 0.331
Total Trades 63 31 32 63 31 32
Winning Trades 33 15 18 29 14 15
Losing Trades 30 16 14 34 17 17
Profitability (%) 52.381 48.3871 56.25 46.0317 45.1613 46.875
Ratio Avg Win / Avg Loss 0.1504 1.0532 0.0644 1.1628 8.4011 0.3751
Largest Winning Trade 62877 62877 47184 62135507 62135507 14433533
Largest Losing Trade -1553096 -83043 -1553096 -84621673 -3613043 -84621673
Avg Bars in Trades 119 129 109 119 129 109
Avg Bars in Winners 57 59 55 137 168 109
Avg Bars in Losers 187 194 179 103 96 110
Bars Traded 7516 4005 3511 7516 4005 3511
Profit Streak 326.8873 395.8873 326.8873 0 0 0
Trades During Streak 4 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -730103 -578438 -579034 -731654 563160 -582025

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565632800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758921463474,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 208,
            "offset": 44
        }
    }
}
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": [
        [
            -2794215.6701127747,
            -3863.5307952689,
            -2790352.139317507,
            -880888.30073987,
            64091352.16899748,
            -64972240.469737396
        ],
        [
            -2794.21567,
            -3.863531,
            -2790.352139,
            -880.888301,
            64091.352169,
            -64972.24047
        ],
        [
            -1.367535,
            -0.001891,
            -1.365644,
            0,
            0.316882,
            0
        ],
        [
            3494.039054,
            3494.039054,
            3494.039054,
            3494.039054,
            3494.039054,
            3494.039054
        ],
        [
            -2960310,
            -146370,
            -2867352,
            -90463275,
            -4303112,
            -93714785
        ],
        [
            0.165459,
            0.987377,
            0.082767,
            0.991839,
            6.918541,
            0.330985
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            33,
            15,
            18,
            29,
            14,
            15
        ],
        [
            30,
            16,
            14,
            34,
            17,
            17
        ],
        [
            52.380952,
            48.387097,
            56.25,
            46.031746,
            45.16129,
            46.875
        ],
        [
            0.150418,
            1.053202,
            0.064375,
            1.162846,
            8.401085,
            0.375116
        ],
        [
            62877,
            62877,
            47184,
            62135507,
            62135507,
            14433533
        ],
        [
            -1553096,
            -83043,
            -1553096,
            -84621673,
            -3613043,
            -84621673
        ],
        [
            119,
            129,
            109,
            119,
            129,
            109
        ],
        [
            57,
            59,
            55,
            137,
            168,
            109
        ],
        [
            187,
            194,
            179,
            103,
            96,
            110
        ],
        [
            7516,
            4005,
            3511,
            7516,
            4005,
            3511
        ],
        [
            326.887309,
            395.887309,
            326.887309,
            0,
            0,
            0
        ],
        [
            4,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -730103,
            -578438,
            -579034,
            -731654,
            563160,
            -582025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565632800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758921463474,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 208,
            "offset": 44
        }
    }
}

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)