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Trade: FTM/USDT/480/HILO/PWMA/4351

Strategy
FTM/USDT/480/HILO/PWMA/4351
Pair
FTM_USDT
Interval
8h
Score
651994
Daily Profit
0.389941
Profit Factor
5.916451
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-25 13:44
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3425574.1134 18612.6077 -3444186.7211 -413190.21 284105280.0345 -284518470.2445
Total P&L (%) -3425.5741 18.6126 -3444.1867 -413.1902 284105.28 -284518.4702
Avg Daily Profit (%) -1.6765 0.0091 -1.6856 0 0.3899 0
Buy And Hold Return (%) 3963.9163 3963.9163 3963.9163 3963.9163 3963.9163 3963.9163
Max Trade Drawdown -3500207 -172629 -3490549 -376452651 -28483826 -365571255
Profit Factor 0.1822 1.0433 0.0837 0.9991 5.9165 0.2557
Total Trades 69 34 35 69 34 35
Winning Trades 36 14 22 32 17 15
Losing Trades 33 20 13 37 17 20
Profitability (%) 52.1739 41.1765 62.8571 46.3768 50 42.8571
Ratio Avg Win / Avg Loss 0.167 1.4905 0.0495 1.1552 5.9165 0.3409
Largest Winning Trade 178549 178549 55500 167748014 167748014 37362355
Largest Losing Trade -1291392 -78672 -1291392 -316573623 -20219700 -316573623
Avg Bars in Trades 83 89 78 83 89 78
Avg Bars in Winners 38 39 38 100 111 87
Avg Bars in Losers 132 124 145 69 67 71
Bars Traded 5781 3036 2745 5781 3036 2745
Profit Streak 306.7808 311.7808 306.7808 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -685528 -521801 -578533 -686797 651994 -583565

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565769600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758797064911,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 194,
            "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": [
        [
            -3425574.113435218,
            18612.6076670701,
            -3444186.721102286,
            -413190.209961183,
            284105280.034523,
            -284518470.244484
        ],
        [
            -3425.574113,
            18.612608,
            -3444.186721,
            -413.19021,
            284105.280035,
            -284518.470244
        ],
        [
            -1.676466,
            0.009109,
            -1.685575,
            0,
            0.389941,
            0
        ],
        [
            3963.916328,
            3963.916328,
            3963.916328,
            3963.916328,
            3963.916328,
            3963.916328
        ],
        [
            -3500207,
            -172629,
            -3490549,
            -376452651,
            -28483826,
            -365571255
        ],
        [
            0.18218,
            1.043315,
            0.083741,
            0.999061,
            5.916451,
            0.255701
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            36,
            14,
            22,
            32,
            17,
            15
        ],
        [
            33,
            20,
            13,
            37,
            17,
            20
        ],
        [
            52.173913,
            41.176471,
            62.857143,
            46.376812,
            50,
            42.857143
        ],
        [
            0.166998,
            1.49045,
            0.049483,
            1.155164,
            5.916451,
            0.340935
        ],
        [
            178549,
            178549,
            55500,
            167748014,
            167748014,
            37362355
        ],
        [
            -1291392,
            -78672,
            -1291392,
            -316573623,
            -20219700,
            -316573623
        ],
        [
            83,
            89,
            78,
            83,
            89,
            78
        ],
        [
            38,
            39,
            38,
            100,
            111,
            87
        ],
        [
            132,
            124,
            145,
            69,
            67,
            71
        ],
        [
            5781,
            3036,
            2745,
            5781,
            3036,
            2745
        ],
        [
            306.780844,
            311.780844,
            306.780844,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -685528,
            -521801,
            -578533,
            -686797,
            651994,
            -583565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565769600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758797064911,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 194,
            "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)