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Trade: FTM/USDT/720/HILO/SINWMA/8443

Strategy
FTM/USDT/720/HILO/SINWMA/8443
Pair
FTM_USDT
Interval
12h
Score
526088
Daily Profit
0.366370
Profit Factor
2.726056
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-25 13:31
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2925972.1254 90902.4289 -3016874.5543 -4027675.6832 175903363.9615 -179931039.6446
Total P&L (%) -2925.9721 90.9024 -3016.8746 -4027.6757 175903.364 -179931.0396
Avg Daily Profit (%) -1.4318 0.0445 -1.4763 0 0.3664 0
Buy And Hold Return (%) 3721.8579 3721.8579 3721.8579 3721.8579 3721.8579 3721.8579
Max Trade Drawdown -3058346 -114660 -3079965 -296011600 -57890217 -319290232
Profit Factor 0.2043 1.2676 0.096 0.9907 2.7261 0.454
Total Trades 61 30 31 61 30 31
Winning Trades 34 16 18 28 15 13
Losing Trades 27 14 13 33 15 18
Profitability (%) 55.7377 53.3333 58.0645 45.9016 50 41.9355
Ratio Avg Win / Avg Loss 0.1622 1.1091 0.0693 1.1676 2.7261 0.6286
Largest Winning Trade 157409 157409 68887 141993549 141993549 94385150
Largest Losing Trade -1535382 -73108 -1535382 -215991527 -34193242 -215991527
Avg Bars in Trades 61 67 55 61 67 55
Avg Bars in Winners 36 48 27 79 95 61
Avg Bars in Losers 92 90 94 46 40 50
Bars Traded 3755 2035 1719 3755 2035 1719
Profit Streak 306.9388 392.9388 306.9388 0 0 0
Trades During Streak 2 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -745066 -297661 -579184 -746704 526088 -583954

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565308800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758796311857,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 119,
            "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": [
        [
            -2925972.12539927,
            90902.4288958118,
            -3016874.5542950844,
            -4027675.683150939,
            175903363.96146047,
            -179931039.64461145
        ],
        [
            -2925.972125,
            90.902429,
            -3016.874554,
            -4027.675683,
            175903.363961,
            -179931.039645
        ],
        [
            -1.431843,
            0.044484,
            -1.476327,
            0,
            0.36637,
            0
        ],
        [
            3721.857923,
            3721.857923,
            3721.857923,
            3721.857923,
            3721.857923,
            3721.857923
        ],
        [
            -3058346,
            -114660,
            -3079965,
            -296011600,
            -57890217,
            -319290232
        ],
        [
            0.204262,
            1.26757,
            0.096019,
            0.990664,
            2.726056,
            0.453965
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            34,
            16,
            18,
            28,
            15,
            13
        ],
        [
            27,
            14,
            13,
            33,
            15,
            18
        ],
        [
            55.737705,
            53.333333,
            58.064516,
            45.901639,
            50,
            41.935484
        ],
        [
            0.162208,
            1.109124,
            0.069347,
            1.167569,
            2.726056,
            0.628567
        ],
        [
            157409,
            157409,
            68887,
            141993549,
            141993549,
            94385150
        ],
        [
            -1535382,
            -73108,
            -1535382,
            -215991527,
            -34193242,
            -215991527
        ],
        [
            61,
            67,
            55,
            61,
            67,
            55
        ],
        [
            36,
            48,
            27,
            79,
            95,
            61
        ],
        [
            92,
            90,
            94,
            46,
            40,
            50
        ],
        [
            3755,
            2035,
            1719,
            3755,
            2035,
            1719
        ],
        [
            306.938795,
            392.938795,
            306.938795,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -745066,
            -297661,
            -579184,
            -746704,
            526088,
            -583954
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565308800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758796311857,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 119,
            "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)