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Trade: FTM/USDT/120/HL2/RMA/7435

Strategy
FTM/USDT/120/HL2/RMA/7435
Pair
FTM_USDT
Interval
2h
Score
594217
Daily Profit
0.332680
Profit Factor
3.294946
Profitability
57.638889
Streak
310.174871
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-09-26 21:11
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2897180.5593 -36402.692 -2860777.8674 -96711.4203 43224617.5529 -43321328.9732
Total P&L (%) -2897.1806 -36.4027 -2860.7779 -96.7114 43224.6176 -43321.329
Avg Daily Profit (%) -1.5849 -0.0199 -1.565 -0.1866 0.3327 0
Buy And Hold Return (%) 7356.29 7356.29 7356.29 7356.29 7356.29 7356.29
Max Trade Drawdown -2935978 -203718 -2877861 -75838611 -10517155 -66950681
Profit Factor 0.2166 0.9187 0.1199 0.9991 3.2949 0.4783
Total Trades 289 144 145 289 144 145
Winning Trades 227 113 114 159 83 76
Losing Trades 62 31 31 130 61 69
Profitability (%) 78.5467 78.4722 78.6207 55.0173 57.6389 52.4138
Ratio Avg Win / Avg Loss 0.0592 0.252 0.0326 0.8168 2.4216 0.4343
Largest Winning Trade 28847 28847 14319 25716570 25716570 19097066
Largest Losing Trade -1476710 -78592 -1476710 -59477418 -6380894 -59477418
Avg Bars in Trades 74 77 70 74 77 70
Avg Bars in Winners 14 15 13 55 61 49
Avg Bars in Losers 290 301 280 96 99 94
Bars Traded 21411 11125 10286 21411 11125 10286
Profit Streak 281.0082 310.1749 281.0082 281.0082 310.1749 281.0082
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574597 -576015 -576371 -577647 594217 -580046

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580522400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1758910308824,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 250,
            "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": [
        [
            -2897180.5593480067,
            -36402.6919512959,
            -2860777.867396711,
            -96711.4202553151,
            43224617.55290584,
            -43321328.97316116
        ],
        [
            -2897.180559,
            -36.402692,
            -2860.777867,
            -96.71142,
            43224.617553,
            -43321.328973
        ],
        [
            -1.584891,
            -0.019914,
            -1.564977,
            -0.186626,
            0.33268,
            0
        ],
        [
            7356.289979,
            7356.289979,
            7356.289979,
            7356.289979,
            7356.289979,
            7356.289979
        ],
        [
            -2935978,
            -203718,
            -2877861,
            -75838611,
            -10517155,
            -66950681
        ],
        [
            0.216592,
            0.91867,
            0.119918,
            0.999051,
            3.294946,
            0.478335
        ],
        [
            289,
            144,
            145,
            289,
            144,
            145
        ],
        [
            227,
            113,
            114,
            159,
            83,
            76
        ],
        [
            62,
            31,
            31,
            130,
            61,
            69
        ],
        [
            78.546713,
            78.472222,
            78.62069,
            55.017301,
            57.638889,
            52.413793
        ],
        [
            0.059157,
            0.252025,
            0.032609,
            0.816834,
            2.421587,
            0.434278
        ],
        [
            28847,
            28847,
            14319,
            25716570,
            25716570,
            19097066
        ],
        [
            -1476710,
            -78592,
            -1476710,
            -59477418,
            -6380894,
            -59477418
        ],
        [
            74,
            77,
            70,
            74,
            77,
            70
        ],
        [
            14,
            15,
            13,
            55,
            61,
            49
        ],
        [
            290,
            301,
            280,
            96,
            99,
            94
        ],
        [
            21411,
            11125,
            10286,
            21411,
            11125,
            10286
        ],
        [
            281.008204,
            310.174871,
            281.008204,
            281.008204,
            310.174871,
            281.008204
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574597,
            -576015,
            -576371,
            -577647,
            594217,
            -580046
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580522400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1758910308824,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 250,
            "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)