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Trade: FTM/USDT/720/HMA/BBM/3039

Strategy
FTM/USDT/720/HMA/BBM/3039
Pair
FTM_USDT
Interval
12h
Score
329818
Daily Profit
0.329740
Profit Factor
2.511530
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-28 22:43
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 -3055266.4215 -67032.0882 -2988234.3333 -102417.3177 83377254.2754 -83479671.5931
Total P&L (%) -3055.2664 -67.0321 -2988.2343 -102.4173 83377.2543 -83479.6716
Avg Daily Profit (%) -1.4951 -0.0328 -1.4623 0 0.3297 0
Buy And Hold Return (%) 3046.1988 3046.1988 3046.1988 3046.1988 3046.1988 3046.1988
Max Trade Drawdown -3175510 -141179 -3070045 -164392015 -42402537 -132874836
Profit Factor 0.1723 0.8247 0.0969 0.9995 2.5115 0.3907
Total Trades 97 48 49 97 48 49
Winning Trades 74 35 39 36 18 18
Losing Trades 23 13 10 61 30 31
Profitability (%) 76.2887 72.9167 79.5918 37.1134 37.5 36.7347
Ratio Avg Win / Avg Loss 0.0535 0.3063 0.0248 1.6935 4.1859 0.6728
Largest Winning Trade 25030 24975 25030 79894240 79894240 36406592
Largest Losing Trade -1461379 -78736 -1461379 -89371553 -16609167 -89371553
Avg Bars in Trades 40 43 36 40 43 36
Avg Bars in Winners 13 13 13 57 67 47
Avg Bars in Losers 125 124 127 29 29 30
Bars Traded 3892 2098 1794 3892 2098 1794
Profit Streak 282.8218 402.8218 282.8218 0 0 0
Trades During Streak 2 5 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575865 -576340 -576257 -582753 329818 -585840
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": 1565092800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759088605909,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 114,
            "offset": 0,
            "std": 4.10518
        }
    }
}
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": [
        [
            -3055266.4214920523,
            -67032.0881656548,
            -2988234.3333263984,
            -102417.3177216066,
            83377254.27541815,
            -83479671.59313978
        ],
        [
            -3055.266421,
            -67.032088,
            -2988.234333,
            -102.417318,
            83377.254275,
            -83479.671593
        ],
        [
            -1.495114,
            -0.032803,
            -1.462312,
            0,
            0.32974,
            0
        ],
        [
            3046.19883,
            3046.19883,
            3046.19883,
            3046.19883,
            3046.19883,
            3046.19883
        ],
        [
            -3175510,
            -141179,
            -3070045,
            -164392015,
            -42402537,
            -132874836
        ],
        [
            0.172267,
            0.824692,
            0.096871,
            0.999467,
            2.51153,
            0.390658
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            74,
            35,
            39,
            36,
            18,
            18
        ],
        [
            23,
            13,
            10,
            61,
            30,
            31
        ],
        [
            76.28866,
            72.916667,
            79.591837,
            37.113402,
            37.5,
            36.734694
        ],
        [
            0.053542,
            0.306314,
            0.024839,
            1.693541,
            4.185884,
            0.6728
        ],
        [
            25030,
            24975,
            25030,
            79894240,
            79894240,
            36406592
        ],
        [
            -1461379,
            -78736,
            -1461379,
            -89371553,
            -16609167,
            -89371553
        ],
        [
            40,
            43,
            36,
            40,
            43,
            36
        ],
        [
            13,
            13,
            13,
            57,
            67,
            47
        ],
        [
            125,
            124,
            127,
            29,
            29,
            30
        ],
        [
            3892,
            2098,
            1794,
            3892,
            2098,
            1794
        ],
        [
            282.821828,
            402.821828,
            282.821828,
            0,
            0,
            0
        ],
        [
            2,
            5,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575865,
            -576340,
            -576257,
            -582753,
            329818,
            -585840
        ]
    ]
}
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": 1565092800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759088605909,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 114,
            "offset": 0,
            "std": 4.10518
        }
    }
}

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)