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Trade: FTM/USDT/480/HL2/ALMA/6627

Strategy
FTM/USDT/480/HL2/ALMA/6627
Pair
FTM_USDT
Interval
8h
Score
603447
Daily Profit
0.299293
Profit Factor
3.379005
Profitability
50.000000
Streak
386.558438
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-29 00:24
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 -3643208.4159 -194304.3747 -3448904.0412 -98870.0615 44772363.272 -44871233.3335
Total P&L (%) -3643.2084 -194.3044 -3448.904 -98.8701 44772.3633 -44871.2333
Avg Daily Profit (%) -1.783 -0.0951 -1.6879 -0.2192 0.2993 0
Buy And Hold Return (%) 3063.2745 3063.2745 3063.2745 3063.2745 3063.2745 3063.2745
Max Trade Drawdown -3659549 -212702 -3473606 -74291439 -13638201 -64248838
Profit Factor 0.1027 0.5062 0.0594 0.9988 3.379 0.3125
Total Trades 92 46 46 92 46 46
Winning Trades 55 26 29 45 23 22
Losing Trades 37 20 17 47 23 24
Profitability (%) 59.7826 56.5217 63.0435 48.913 50 47.8261
Ratio Avg Win / Avg Loss 0.0691 0.3894 0.0348 1.0432 3.379 0.3409
Largest Winning Trade 25092 24224 25092 55689641 55689641 10752481
Largest Losing Trade -1655563 -85255 -1655563 -45674642 -9528324 -45674642
Avg Bars in Trades 64 69 59 64 69 59
Avg Bars in Winners 21 21 21 64 78 49
Avg Bars in Losers 128 133 123 64 61 68
Bars Traded 5947 3213 2733 5947 3213 2733
Profit Streak 0 386.5584 0 0 386.5584 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579264 -578518 -579013 -579288 603447 -581549
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": 1563984000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759094649027,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 132,
            "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": [
        [
            -3643208.4158875654,
            -194304.3747096658,
            -3448904.0411778986,
            -98870.0614779478,
            44772363.27199113,
            -44871233.33346908
        ],
        [
            -3643.208416,
            -194.304375,
            -3448.904041,
            -98.870061,
            44772.363272,
            -44871.233333
        ],
        [
            -1.782976,
            -0.095092,
            -1.687884,
            -0.219157,
            0.299293,
            0
        ],
        [
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536
        ],
        [
            -3659549,
            -212702,
            -3473606,
            -74291439,
            -13638201,
            -64248838
        ],
        [
            0.102712,
            0.506211,
            0.05941,
            0.998824,
            3.379005,
            0.31247
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            55,
            26,
            29,
            45,
            23,
            22
        ],
        [
            37,
            20,
            17,
            47,
            23,
            24
        ],
        [
            59.782609,
            56.521739,
            63.043478,
            48.913043,
            50,
            47.826087
        ],
        [
            0.069097,
            0.389393,
            0.034827,
            1.043216,
            3.379005,
            0.340876
        ],
        [
            25092,
            24224,
            25092,
            55689641,
            55689641,
            10752481
        ],
        [
            -1655563,
            -85255,
            -1655563,
            -45674642,
            -9528324,
            -45674642
        ],
        [
            64,
            69,
            59,
            64,
            69,
            59
        ],
        [
            21,
            21,
            21,
            64,
            78,
            49
        ],
        [
            128,
            133,
            123,
            64,
            61,
            68
        ],
        [
            5947,
            3213,
            2733,
            5947,
            3213,
            2733
        ],
        [
            0,
            386.558438,
            0,
            0,
            386.558438,
            0
        ],
        [
            0,
            3,
            0,
            0,
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        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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        ],
        [
            -579264,
            -578518,
            -579013,
            -579288,
            603447,
            -581549
        ]
    ]
}
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": 1563984000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759094649027,
    "expiration_time": 1742022720000,
    "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": 132,
            "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)