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Trade: FTM/USDT/360/HL2/ALMA/4239

Strategy
FTM/USDT/360/HL2/ALMA/4239
Pair
FTM_USDT
Interval
6h
Score
325032
Daily Profit
0.264084
Profit Factor
1.297088
Profitability
55.208333
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-26 18:04
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 -2827825.4852 -87887.1568 -2739938.3283 -100366.6856 -21893907.1233 21793540.4377
Total P&L (%) -2827.8255 -87.8872 -2739.9383 -100.3667 -21893.9071 21793.5404
Avg Daily Profit (%) -1.384 -0.043 -1.341 0 0 0.2641
Buy And Hold Return (%) 2714.4869 2714.4869 2714.4869 2714.4869 2714.4869 2714.4869
Max Trade Drawdown -3046467 -285861 -2911425 -106166576 -38513278 -68234895
Profit Factor 0.2506 0.8528 0.1374 0.9991 0.4744 1.2971
Total Trades 192 96 96 192 96 96
Winning Trades 143 68 75 103 50 53
Losing Trades 49 28 21 89 46 43
Profitability (%) 74.4792 70.8333 78.125 53.6458 52.0833 55.2083
Ratio Avg Win / Avg Loss 0.0859 0.3512 0.0385 0.8633 0.4364 1.0524
Largest Winning Trade 44021 44021 21205 55884391 6011817 55884391
Largest Losing Trade -1856635 -66778 -1856635 -59074343 -13855737 -59074343
Avg Bars in Trades 41 43 39 41 43 39
Avg Bars in Winners 15 14 15 39 43 35
Avg Bars in Losers 118 113 124 44 44 44
Bars Traded 7986 4209 3777 7986 4209 3777
Profit Streak 281.628 402.628 281.628 0 0 0
Trades During Streak 2 8 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575630 -576663 -576563 -579300 -580805 325032

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": 1562068800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758899060702,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 87,
            "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": [
        [
            -2827825.485189242,
            -87887.1568488428,
            -2739938.328340398,
            -100366.6855672786,
            -21893907.123257436,
            21793540.43769015
        ],
        [
            -2827.825485,
            -87.887157,
            -2739.938328,
            -100.366686,
            -21893.907123,
            21793.540438
        ],
        [
            -1.383984,
            -0.043013,
            -1.340971,
            0,
            0,
            0.264084
        ],
        [
            2714.486922,
            2714.486922,
            2714.486922,
            2714.486922,
            2714.486922,
            2714.486922
        ],
        [
            -3046467,
            -285861,
            -2911425,
            -106166576,
            -38513278,
            -68234895
        ],
        [
            0.250638,
            0.85281,
            0.137447,
            0.999127,
            0.474363,
            1.297088
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            143,
            68,
            75,
            103,
            50,
            53
        ],
        [
            49,
            28,
            21,
            89,
            46,
            43
        ],
        [
            74.479167,
            70.833333,
            78.125,
            53.645833,
            52.083333,
            55.208333
        ],
        [
            0.085883,
            0.351157,
            0.038485,
            0.863324,
            0.436414,
            1.052354
        ],
        [
            44021,
            44021,
            21205,
            55884391,
            6011817,
            55884391
        ],
        [
            -1856635,
            -66778,
            -1856635,
            -59074343,
            -13855737,
            -59074343
        ],
        [
            41,
            43,
            39,
            41,
            43,
            39
        ],
        [
            15,
            14,
            15,
            39,
            43,
            35
        ],
        [
            118,
            113,
            124,
            44,
            44,
            44
        ],
        [
            7986,
            4209,
            3777,
            7986,
            4209,
            3777
        ],
        [
            281.628017,
            402.628017,
            281.628017,
            0,
            0,
            0
        ],
        [
            2,
            8,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575630,
            -576663,
            -576563,
            -579300,
            -580805,
            325032
        ]
    ]
}
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": 1562068800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758899060702,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 87,
            "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)