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Trade: FTM/USDT/720/HILO/SWMA/9162

Strategy
FTM/USDT/720/HILO/SWMA/9162
Pair
FTM_USDT
Interval
12h
Score
516803
Daily Profit
0.357077
Profit Factor
2.633563
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-27 13:36
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 -2984591.1332 75426.1848 -3060017.318 -3087144.4751 145561752.1993 -148648896.6744
Total P&L (%) -2984.5911 75.4262 -3060.0173 -3087.1445 145561.7522 -148648.8967
Avg Daily Profit (%) -1.4605 0.0369 -1.4974 0 0.3571 0
Buy And Hold Return (%) 3924.1657 3924.1657 3924.1657 3924.1657 3924.1657 3924.1657
Max Trade Drawdown -3098025 -115301 -3114099 -249278821 -52289679 -263519041
Profit Factor 0.1951 1.2214 0.0912 0.9915 2.6336 0.4538
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 0.1549 1.0687 0.0659 1.1685 2.6336 0.6284
Largest Winning Trade 157409 157409 68887 118113137 118113137 75821605
Largest Losing Trade -1573268 -73749 -1573268 -181891903 -28794990 -181891903
Avg Bars in Trades 61 67 55 61 67 55
Avg Bars in Winners 37 47 27 79 94 62
Avg Bars in Losers 92 90 94 46 40 51
Bars Traded 3756 2030 1726 3756 2030 1726
Profit Streak 308.9422 394.9422 308.9422 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 -308042 -579184 -746704 516803 -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": 1565395200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758969402611,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 121,
            "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": [
        [
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            75426.184804959,
            -3060017.3180356524,
            -3087144.475143524,
            145561752.19926837,
            -148648896.6744119
        ],
        [
            -2984.591133,
            75.426185,
            -3060.017318,
            -3087.144475,
            145561.752199,
            -148648.896674
        ],
        [
            -1.460529,
            0.03691,
            -1.497439,
            0,
            0.357077,
            0
        ],
        [
            3924.165708,
            3924.165708,
            3924.165708,
            3924.165708,
            3924.165708,
            3924.165708
        ],
        [
            -3098025,
            -115301,
            -3114099,
            -249278821,
            -52289679,
            -263519041
        ],
        [
            0.195078,
            1.221396,
            0.091239,
            0.991455,
            2.633563,
            0.453818
        ],
        [
            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
        ],
        [
            0.154915,
            1.068722,
            0.065895,
            1.1685,
            2.633563,
            0.628363
        ],
        [
            157409,
            157409,
            68887,
            118113137,
            118113137,
            75821605
        ],
        [
            -1573268,
            -73749,
            -1573268,
            -181891903,
            -28794990,
            -181891903
        ],
        [
            61,
            67,
            55,
            61,
            67,
            55
        ],
        [
            37,
            47,
            27,
            79,
            94,
            62
        ],
        [
            92,
            90,
            94,
            46,
            40,
            51
        ],
        [
            3756,
            2030,
            1726,
            3756,
            2030,
            1726
        ],
        [
            308.94216,
            394.94216,
            308.94216,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -745066,
            -308042,
            -579184,
            -746704,
            516803,
            -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": 1565395200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758969402611,
    "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": "swma",
        "factors": {
            "length": 121,
            "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)