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Trade: FTM/USDT/360/HILO/SMA/4554

Strategy
FTM/USDT/360/HILO/SMA/4554
Pair
FTM_USDT
Interval
6h
Score
419352
Daily Profit
0.254988
Profit Factor
3.486720
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-26 16:06
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 -2539531.8418 7194.2489 -2546726.0907 -134684.1932 18089131.6744 -18223815.8677
Total P&L (%) -2539.5318 7.1942 -2546.7261 -134.6842 18089.1317 -18223.8159
Avg Daily Profit (%) -1.2429 0.0035 -1.2464 0 0.255 0
Buy And Hold Return (%) 3071.8821 3071.8821 3071.8821 3071.8821 3071.8821 3071.8821
Max Trade Drawdown -2697309 -184357 -2615762 -33842521 -5648916 -28302752
Profit Factor 0.1996 1.0193 0.0906 0.9966 3.4867 0.4285
Total Trades 71 35 36 71 35 36
Winning Trades 39 19 20 33 15 18
Losing Trades 32 16 16 38 20 18
Profitability (%) 54.9296 54.2857 55.5556 46.4789 42.8571 50
Ratio Avg Win / Avg Loss 0.1637 0.8584 0.0725 1.1476 4.649 0.4285
Largest Winning Trade 51397 51397 39261 12858447 12858447 5149577
Largest Losing Trade -1529775 -74808 -1529775 -28302752 -2957712 -28302752
Avg Bars in Trades 105 116 95 105 116 95
Avg Bars in Winners 46 54 39 125 152 103
Avg Bars in Losers 177 189 166 88 88 88
Bars Traded 7511 4060 3451 7511 4060 3451
Profit Streak 0 398.0465 0 307.0465 0 309.0465
Trades During Streak 0 3 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -671138 -552928 -580059 -671170 419352 -580192

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": 1564833600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758892016308,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 215,
            "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": [
        [
            -2539531.841778226,
            7194.2488764449,
            -2546726.0906546717,
            -134684.1932323726,
            18089131.674433444,
            -18223815.867665824
        ],
        [
            -2539.531842,
            7.194249,
            -2546.726091,
            -134.684193,
            18089.131674,
            -18223.815868
        ],
        [
            -1.242888,
            0.003521,
            -1.246409,
            0,
            0.254988,
            0
        ],
        [
            3071.882086,
            3071.882086,
            3071.882086,
            3071.882086,
            3071.882086,
            3071.882086
        ],
        [
            -2697309,
            -184357,
            -2615762,
            -33842521,
            -5648916,
            -28302752
        ],
        [
            0.199556,
            1.019335,
            0.090638,
            0.996561,
            3.48672,
            0.42852
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            39,
            19,
            20,
            33,
            15,
            18
        ],
        [
            32,
            16,
            16,
            38,
            20,
            18
        ],
        [
            54.929577,
            54.285714,
            55.555556,
            46.478873,
            42.857143,
            50
        ],
        [
            0.163738,
            0.858387,
            0.07251,
            1.147555,
            4.64896,
            0.42852
        ],
        [
            51397,
            51397,
            39261,
            12858447,
            12858447,
            5149577
        ],
        [
            -1529775,
            -74808,
            -1529775,
            -28302752,
            -2957712,
            -28302752
        ],
        [
            105,
            116,
            95,
            105,
            116,
            95
        ],
        [
            46,
            54,
            39,
            125,
            152,
            103
        ],
        [
            177,
            189,
            166,
            88,
            88,
            88
        ],
        [
            7511,
            4060,
            3451,
            7511,
            4060,
            3451
        ],
        [
            0,
            398.046485,
            0,
            307.046485,
            0,
            309.046485
        ],
        [
            0,
            3,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -671138,
            -552928,
            -580059,
            -671170,
            419352,
            -580192
        ]
    ]
}
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": 1564833600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758892016308,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 215,
            "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)