← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FTM/USDT/720/HILO/WMA/4395

Strategy
FTM/USDT/720/HILO/WMA/4395
Pair
FTM_USDT
Interval
12h
Score
506834
Daily Profit
0.269274
Profit Factor
2.084831
Profitability
53.846154
Streak
332.830430
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-28 22:55
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2306584.2138 162880.361 -2469464.5748 33274.9146 24252449.8646 -24219174.95
Total P&L (%) -2306.5842 162.8804 -2469.4646 33.2749 24252.4499 -24219.175
Avg Daily Profit (%) -1.1287 0.0797 -1.2084 0.0141 0.2693 0
Buy And Hold Return (%) 3120.0737 3120.0737 3120.0737 3120.0737 3120.0737 3120.0737
Max Trade Drawdown -2450333 -118584 -2545477 -54859349 -12211154 -53453319
Profit Factor 0.2994 1.3798 0.1375 1.0004 2.0848 0.5535
Total Trades 78 39 39 78 39 39
Winning Trades 38 16 22 38 21 17
Losing Trades 40 23 17 40 18 22
Profitability (%) 48.7179 41.0256 56.4103 48.7179 53.8462 43.5897
Ratio Avg Win / Avg Loss 0.3151 1.9834 0.1063 1.0531 1.787 0.7162
Largest Winning Trade 164167 164167 61352 25469247 25469247 24159183
Largest Losing Trade -1536172 -72817 -1536172 -34810989 -11537118 -34810989
Avg Bars in Trades 50 58 42 50 58 42
Avg Bars in Winners 27 37 20 53 62 42
Avg Bars in Losers 72 73 70 47 54 42
Bars Traded 3936 2293 1644 3936 2293 1644
Profit Streak 0 332.8304 0 0 332.8304 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -620054 -253129 -579926 -599167 506834 -583250
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564963200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759089349151,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "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": [
        [
            -2306584.213788533,
            162880.3610458508,
            -2469464.574834384,
            33274.914636423,
            24252449.86461771,
            -24219174.949981295
        ],
        [
            -2306.584214,
            162.880361,
            -2469.464575,
            33.274915,
            24252.449865,
            -24219.17495
        ],
        [
            -1.128742,
            0.079707,
            -1.208449,
            0.014057,
            0.269274,
            0
        ],
        [
            3120.073665,
            3120.073665,
            3120.073665,
            3120.073665,
            3120.073665,
            3120.073665
        ],
        [
            -2450333,
            -118584,
            -2545477,
            -54859349,
            -12211154,
            -53453319
        ],
        [
            0.299374,
            1.37976,
            0.137538,
            1.000434,
            2.084831,
            0.553451
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            38,
            16,
            22,
            38,
            21,
            17
        ],
        [
            40,
            23,
            17,
            40,
            18,
            22
        ],
        [
            48.717949,
            41.025641,
            56.410256,
            48.717949,
            53.846154,
            43.589744
        ],
        [
            0.31513,
            1.983405,
            0.106279,
            1.053089,
            1.786998,
            0.716231
        ],
        [
            164167,
            164167,
            61352,
            25469247,
            25469247,
            24159183
        ],
        [
            -1536172,
            -72817,
            -1536172,
            -34810989,
            -11537118,
            -34810989
        ],
        [
            50,
            58,
            42,
            50,
            58,
            42
        ],
        [
            27,
            37,
            20,
            53,
            62,
            42
        ],
        [
            72,
            73,
            70,
            47,
            54,
            42
        ],
        [
            3936,
            2293,
            1644,
            3936,
            2293,
            1644
        ],
        [
            0,
            332.83043,
            0,
            0,
            332.83043,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -620054,
            -253129,
            -579926,
            -599167,
            506834,
            -583250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564963200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759089349151,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "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)