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Trade: FTM/USDT/240/HWMA/DCL/3328

Strategy
FTM/USDT/240/HWMA/DCL/3328
Pair
FTM_USDT
Interval
4h
Score
595103
Daily Profit
0.300211
Profit Factor
3.628038
Profitability
52.173913
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-07 10:31
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3689187.6959 -163175.7323 -3526011.9636 25215.1065 45528884.3189 -45503669.2124
Total P&L (%) -3689.1877 -163.1757 -3526.012 25.2151 45528.8843 -45503.6692
Avg Daily Profit (%) -1.8061 -0.0799 -1.7262 0.011 0.3002 0
Buy And Hold Return (%) 2598.3025 2598.3025 2598.3025 2598.3025 2598.3025 2598.3025
Max Trade Drawdown -3855411 -180928 -3714230 -65200877 -5918359 -87442869
Profit Factor 0.2043 0.519 0.1794 1.0002 3.628 0.6852
Total Trades 321 161 160 321 161 160
Winning Trades 221 86 135 175 84 91
Losing Trades 100 75 25 146 77 69
Profitability (%) 68.8474 53.4161 84.375 54.5171 52.1739 56.875
Ratio Avg Win / Avg Loss 0.0924 0.4526 0.0332 0.8344 3.3257 0.5195
Largest Winning Trade 28595 17827 28595 39998249 15663632 39998249
Largest Losing Trade -1751950 -31784 -1751950 -35756257 -1508037 -35756257
Avg Bars in Trades 37 1 73 37 1 73
Avg Bars in Winners 19 1 31 33 1 62
Avg Bars in Losers 75 2 297 42 1 87
Bars Traded 11969 263 11707 11969 263 11707
Profit Streak 0 0 291.6472 0 0 291.6472
Trades During Streak 0 0 7 0 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576656 -579769 -574469 -563663 595103 -578170
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1561924800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759822317200,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.90238,
            "nb": 0.56584,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 119,
            "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": [
        [
            -3689187.695893359,
            -163175.732337568,
            -3526011.9635557914,
            25215.1065437037,
            45528884.31892727,
            -45503669.21238357
        ],
        [
            -3689.187696,
            -163.175732,
            -3526.011964,
            25.215107,
            45528.884319,
            -45503.669212
        ],
        [
            -1.806062,
            -0.079884,
            -1.726178,
            0.011009,
            0.300211,
            0
        ],
        [
            2598.302469,
            2598.302469,
            2598.302469,
            2598.302469,
            2598.302469,
            2598.302469
        ],
        [
            -3855411,
            -180928,
            -3714230,
            -65200877,
            -5918359,
            -87442869
        ],
        [
            0.204285,
            0.51901,
            0.179437,
            1.000156,
            3.628038,
            0.68515
        ],
        [
            321,
            161,
            160,
            321,
            161,
            160
        ],
        [
            221,
            86,
            135,
            175,
            84,
            91
        ],
        [
            100,
            75,
            25,
            146,
            77,
            69
        ],
        [
            68.847352,
            53.416149,
            84.375,
            54.517134,
            52.173913,
            56.875
        ],
        [
            0.092437,
            0.452625,
            0.033229,
            0.834416,
            3.325702,
            0.519509
        ],
        [
            28595,
            17827,
            28595,
            39998249,
            15663632,
            39998249
        ],
        [
            -1751950,
            -31784,
            -1751950,
            -35756257,
            -1508037,
            -35756257
        ],
        [
            37,
            1,
            73,
            37,
            1,
            73
        ],
        [
            19,
            1,
            31,
            33,
            1,
            62
        ],
        [
            75,
            2,
            297,
            42,
            1,
            87
        ],
        [
            11969,
            263,
            11707,
            11969,
            263,
            11707
        ],
        [
            0,
            0,
            291.64719,
            0,
            0,
            291.64719
        ],
        [
            0,
            0,
            7,
            0,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576656,
            -579769,
            -574469,
            -563663,
            595103,
            -578170
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1561924800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759822317200,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.90238,
            "nb": 0.56584,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 119,
            "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)