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Trade: FTM/USDT/360/HWMA/WMA/7782

Strategy
FTM/USDT/360/HWMA/WMA/7782
Pair
FTM_USDT
Interval
6h
Score
718891
Daily Profit
0.273180
Profit Factor
4.387032
Profitability
69.791667
Streak
404.238113
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-11 20:42
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 -3219107.0754 -118350.9877 -3100756.0877 -99923.7851 26252091.107 -26352014.8921
Total P&L (%) -3219.1071 -118.351 -3100.7561 -99.9238 26252.0911 -26352.0149
Avg Daily Profit (%) -1.5755 -0.0579 -1.5176 -0.3508 0.2732 0
Buy And Hold Return (%) 3409.2825 3409.2825 3409.2825 3409.2825 3409.2825 3409.2825
Max Trade Drawdown -3297046 -258905 -3170149 -37032202 -3642287 -33973253
Profit Factor 0.1799 0.7582 0.0976 0.9979 4.387 0.3522
Total Trades 193 96 97 193 96 97
Winning Trades 152 74 78 128 67 61
Losing Trades 41 22 19 65 29 36
Profitability (%) 78.7565 77.0833 80.4124 66.3212 69.7917 62.8866
Ratio Avg Win / Avg Loss 0.0485 0.2254 0.0238 0.5068 1.8989 0.2079
Largest Winning Trade 29567 29567 20104 15394316 15394316 5238187
Largest Losing Trade -1611941 -80252 -1611941 -31703067 -3642287 -31703067
Avg Bars in Trades 40 43 37 40 43 37
Avg Bars in Winners 9 9 9 26 29 24
Avg Bars in Losers 153 155 150 66 75 59
Bars Traded 7770 4162 3609 7770 4162 3609
Profit Streak 296.2381 404.2381 296.2381 296.2381 404.2381 296.2381
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575071 -575872 -576278 -576683 718891 -578814
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": 1565287200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760204572952,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.82845,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 236,
            "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": [
        [
            -3219107.0754088415,
            -118350.9877212836,
            -3100756.0876875594,
            -99923.7851165163,
            26252091.107025675,
            -26352014.892142184
        ],
        [
            -3219.107075,
            -118.350988,
            -3100.756088,
            -99.923785,
            26252.091107,
            -26352.014892
        ],
        [
            -1.575484,
            -0.057923,
            -1.517561,
            -0.350753,
            0.27318,
            0
        ],
        [
            3409.282489,
            3409.282489,
            3409.282489,
            3409.282489,
            3409.282489,
            3409.282489
        ],
        [
            -3297046,
            -258905,
            -3170149,
            -37032202,
            -3642287,
            -33973253
        ],
        [
            0.17994,
            0.758218,
            0.097557,
            0.997937,
            4.387032,
            0.352248
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            152,
            74,
            78,
            128,
            67,
            61
        ],
        [
            41,
            22,
            19,
            65,
            29,
            36
        ],
        [
            78.756477,
            77.083333,
            80.412371,
            66.321244,
            69.791667,
            62.886598
        ],
        [
            0.048537,
            0.225416,
            0.023764,
            0.506765,
            1.898864,
            0.207884
        ],
        [
            29567,
            29567,
            20104,
            15394316,
            15394316,
            5238187
        ],
        [
            -1611941,
            -80252,
            -1611941,
            -31703067,
            -3642287,
            -31703067
        ],
        [
            40,
            43,
            37,
            40,
            43,
            37
        ],
        [
            9,
            9,
            9,
            26,
            29,
            24
        ],
        [
            153,
            155,
            150,
            66,
            75,
            59
        ],
        [
            7770,
            4162,
            3609,
            7770,
            4162,
            3609
        ],
        [
            296.238113,
            404.238113,
            296.238113,
            296.238113,
            404.238113,
            296.238113
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575071,
            -575872,
            -576278,
            -576683,
            718891,
            -578814
        ]
    ]
}
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": 1565287200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760204572952,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.82845,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 236,
            "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)