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Trade: FTM/USDT/720/HILO/SSF/8041

Strategy
FTM/USDT/720/HILO/SSF/8041
Pair
FTM_USDT
Interval
12h
Score
530920
Daily Profit
0.369547
Profit Factor
4.687427
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-29 10:06
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 -2896913.2604 62340.1052 -2959253.3656 -230744.0547 187665193.724 -187895937.7787
Total P&L (%) -2896.9133 62.3401 -2959.2534 -230.7441 187665.1937 -187895.9378
Avg Daily Profit (%) -1.4176 0.0305 -1.4481 0 0.3695 0
Buy And Hold Return (%) 2842.3643 2842.3643 2842.3643 2842.3643 2842.3643 2842.3643
Max Trade Drawdown -3015926 -127869 -3025601 -268718458 -28165591 -255310562
Profit Factor 0.2039 1.1805 0.1015 0.9993 4.6874 0.2996
Total Trades 69 34 35 69 34 35
Winning Trades 36 17 19 32 15 17
Losing Trades 33 17 16 37 19 18
Profitability (%) 52.1739 50 54.2857 46.3768 44.1176 48.5714
Ratio Avg Win / Avg Loss 0.1869 1.1805 0.0855 1.1554 5.9374 0.3172
Largest Winning Trade 155827 155827 63989 131792712 131792712 40654774
Largest Losing Trade -1505703 -81336 -1505703 -206319633 -25001236 -206319633
Avg Bars in Trades 57 61 52 57 61 52
Avg Bars in Winners 30 33 28 74 90 59
Avg Bars in Losers 85 89 80 42 39 45
Bars Traded 3933 2102 1831 3933 2102 1831
Profit Streak 310.7962 399.2962 310.7962 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 -685529 -338574 -579644 -686797 530920 -581343
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": 1561118400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759129587989,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 225,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -2896913.2604131293,
            62340.1051680444,
            -2959253.365581173,
            -230744.0546984675,
            187665193.7239616,
            -187895937.77866012
        ],
        [
            -2896.91326,
            62.340105,
            -2959.253366,
            -230.744055,
            187665.193724,
            -187895.937779
        ],
        [
            -1.417623,
            0.030507,
            -1.44813,
            0,
            0.369547,
            0
        ],
        [
            2842.364325,
            2842.364325,
            2842.364325,
            2842.364325,
            2842.364325,
            2842.364325
        ],
        [
            -3015926,
            -127869,
            -3025601,
            -268718458,
            -28165591,
            -255310562
        ],
        [
            0.203912,
            1.180489,
            0.101498,
            0.999277,
            4.687427,
            0.299558
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            36,
            17,
            19,
            32,
            15,
            17
        ],
        [
            33,
            17,
            16,
            37,
            19,
            18
        ],
        [
            52.173913,
            50,
            54.285714,
            46.376812,
            44.117647,
            48.571429
        ],
        [
            0.186919,
            1.180489,
            0.085472,
            1.155414,
            5.937407,
            0.317179
        ],
        [
            155827,
            155827,
            63989,
            131792712,
            131792712,
            40654774
        ],
        [
            -1505703,
            -81336,
            -1505703,
            -206319633,
            -25001236,
            -206319633
        ],
        [
            57,
            61,
            52,
            57,
            61,
            52
        ],
        [
            30,
            33,
            28,
            74,
            90,
            59
        ],
        [
            85,
            89,
            80,
            42,
            39,
            45
        ],
        [
            3933,
            2102,
            1831,
            3933,
            2102,
            1831
        ],
        [
            310.796157,
            399.296157,
            310.796157,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -685529,
            -338574,
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        ]
    ]
}
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": 1561118400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759129587989,
    "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": "ssf",
        "factors": {
            "length": 225,
            "offset": 0,
            "poles": 2
        }
    }
}

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)