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Trade: FTM/USDT/360/HWMA/WMA/4460

Strategy
FTM/USDT/360/HWMA/WMA/4460
Pair
FTM_USDT
Interval
6h
Score
576392
Daily Profit
0.242459
Profit Factor
4.025384
Profitability
61.702128
Streak
323.193491
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-25 13:38
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 -3088746.7597 -101941.4465 -2986805.3132 -99708.7173 13989956.1461 -14089664.8634
Total P&L (%) -3088.7468 -101.9414 -2986.8053 -99.7087 13989.9561 -14089.6649
Avg Daily Profit (%) -1.5117 -0.0499 -1.4618 -0.2853 0.2425 0
Buy And Hold Return (%) 3353.8272 3353.8272 3353.8272 3353.8272 3353.8272 3353.8272
Max Trade Drawdown -3124669 -212588 -3037387 -19994841 -2205975 -18932950
Profit Factor 0.2075 0.8017 0.1172 0.9965 4.0254 0.4073
Total Trades 189 94 95 189 94 95
Winning Trades 131 66 65 113 58 55
Losing Trades 58 28 30 76 36 40
Profitability (%) 69.3122 70.2128 68.4211 59.7884 61.7021 57.8947
Ratio Avg Win / Avg Loss 0.0919 0.3401 0.0541 0.6702 2.4985 0.2962
Largest Winning Trade 29567 29567 25820 7633507 7633507 3234457
Largest Losing Trade -1545007 -80534 -1545007 -18406277 -1853150 -18406277
Avg Bars in Trades 41 44 37 41 44 37
Avg Bars in Winners 10 10 10 30 34 25
Avg Bars in Losers 110 124 98 56 59 54
Bars Traded 7773 4173 3599 7773 4173 3599
Profit Streak 279.9435 323.1935 279.9435 279.9435 323.1935 279.9435
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576316 -576797 -577824 -577550 576392 -579466

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": 1565265600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758796717601,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.39909,
            "nb": 0.56653,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 235,
            "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": [
        [
            -3088746.7596734567,
            -101941.4464749482,
            -2986805.3131985087,
            -99708.7173270047,
            13989956.146086523,
            -14089664.863413539
        ],
        [
            -3088.74676,
            -101.941446,
            -2986.805313,
            -99.708717,
            13989.956146,
            -14089.664863
        ],
        [
            -1.511683,
            -0.049892,
            -1.461791,
            -0.285344,
            0.242459,
            0
        ],
        [
            3353.82716,
            3353.82716,
            3353.82716,
            3353.82716,
            3353.82716,
            3353.82716
        ],
        [
            -3124669,
            -212588,
            -3037387,
            -19994841,
            -2205975,
            -18932950
        ],
        [
            0.207483,
            0.801721,
            0.117181,
            0.996488,
            4.025384,
            0.407256
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            131,
            66,
            65,
            113,
            58,
            55
        ],
        [
            58,
            28,
            30,
            76,
            36,
            40
        ],
        [
            69.312169,
            70.212766,
            68.421053,
            59.78836,
            61.702128,
            57.894737
        ],
        [
            0.091863,
            0.340124,
            0.054084,
            0.670205,
            2.498514,
            0.296186
        ],
        [
            29567,
            29567,
            25820,
            7633507,
            7633507,
            3234457
        ],
        [
            -1545007,
            -80534,
            -1545007,
            -18406277,
            -1853150,
            -18406277
        ],
        [
            41,
            44,
            37,
            41,
            44,
            37
        ],
        [
            10,
            10,
            10,
            30,
            34,
            25
        ],
        [
            110,
            124,
            98,
            56,
            59,
            54
        ],
        [
            7773,
            4173,
            3599,
            7773,
            4173,
            3599
        ],
        [
            279.943491,
            323.193491,
            279.943491,
            279.943491,
            323.193491,
            279.943491
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576316,
            -576797,
            -577824,
            -577550,
            576392,
            -579466
        ]
    ]
}
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": 1565265600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758796717601,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.39909,
            "nb": 0.56653,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 235,
            "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)