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Trade: FTM/USDT/360/HWMA/HWMA/3246

Strategy
FTM/USDT/360/HWMA/HWMA/3246
Pair
FTM_USDT
Interval
6h
Score
346114
Daily Profit
0.210956
Profit Factor
1.281564
Profitability
50.877193
Streak
260.517301
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-27 03:24
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 822765.6614 918061.4637 -95295.8023 110351.1259 7313008.898 -7202657.7721
Total P&L (%) 822.7657 918.0615 -95.2958 110.3511 7313.0089 -7202.6578
Avg Daily Profit (%) 0.4027 0.4493 -0.0466 0.0364 0.211 0
Buy And Hold Return (%) 1811.4512 1811.4512 1811.4512 1811.4512 1811.4512 1811.4512
Max Trade Drawdown -219246 -166084 -236435 -7940256 -4923909 -8322175
Profit Factor 1.2042 1.4957 0.9562 1.0018 1.2816 0.7882
Total Trades 1254 627 627 1254 627 627
Winning Trades 650 319 331 650 319 331
Losing Trades 604 308 296 604 308 296
Profitability (%) 51.8341 50.8772 52.7911 51.8341 50.8772 52.7911
Ratio Avg Win / Avg Loss 1.119 1.4441 0.8551 0.9309 1.2374 0.7048
Largest Winning Trade 101148 101148 60716 1484697 1484697 917704
Largest Losing Trade -70895 -48246 -70895 -2072246 -958966 -2072246
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 8166 4077 4089 8166 4077 4089
Profit Streak 259.0173 260.5173 0 259.0173 260.5173 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149003 -150628 -577418 -522714 346114 -577418
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": 1560211200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758932694779,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.77609,
            "nb": 0.1,
            "nc": 0.09336
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.1745,
            "nb": 0.65863,
            "nc": 0.88245
        }
    }
}
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": [
        [
            822765.6613948536,
            918061.4637232887,
            -95295.8023284341,
            110351.1258898149,
            7313008.897977376,
            -7202657.772087568
        ],
        [
            822.765661,
            918.061464,
            -95.295802,
            110.351126,
            7313.008898,
            -7202.657772
        ],
        [
            0.402675,
            0.449314,
            -0.046639,
            0.0364,
            0.210956,
            0
        ],
        [
            1811.451216,
            1811.451216,
            1811.451216,
            1811.451216,
            1811.451216,
            1811.451216
        ],
        [
            -219246,
            -166084,
            -236435,
            -7940256,
            -4923909,
            -8322175
        ],
        [
            1.204209,
            1.495687,
            0.956225,
            1.00184,
            1.281564,
            0.788156
        ],
        [
            1254,
            627,
            627,
            1254,
            627,
            627
        ],
        [
            650,
            319,
            331,
            650,
            319,
            331
        ],
        [
            604,
            308,
            296,
            604,
            308,
            296
        ],
        [
            51.834131,
            50.877193,
            52.791069,
            51.834131,
            50.877193,
            52.791069
        ],
        [
            1.118988,
            1.444112,
            0.855113,
            0.930941,
            1.237372,
            0.704816
        ],
        [
            101148,
            101148,
            60716,
            1484697,
            1484697,
            917704
        ],
        [
            -70895,
            -48246,
            -70895,
            -2072246,
            -958966,
            -2072246
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            8166,
            4077,
            4089,
            8166,
            4077,
            4089
        ],
        [
            259.0173,
            260.5173,
            0,
            259.017301,
            260.517301,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149003,
            -150628,
            -577418,
            -522714,
            346114,
            -577418
        ]
    ]
}
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": 1560211200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758932694779,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.77609,
            "nb": 0.1,
            "nc": 0.09336
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.1745,
            "nb": 0.65863,
            "nc": 0.88245
        }
    }
}

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)