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Trade: FTM/USDT/720/HMA/PWMA/9603

Strategy
FTM/USDT/720/HMA/PWMA/9603
Pair
FTM_USDT
Interval
12h
Score
428566
Daily Profit
0.301347
Profit Factor
3.030101
Profitability
42.857143
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 -3375341.5507 -75525.4765 -3299816.0742 -406089.7292 46713959.0371 -47120048.7662
Total P&L (%) -3375.3416 -75.5255 -3299.8161 -406.0897 46713.959 -47120.0488
Avg Daily Profit (%) -1.6517 -0.037 -1.6148 0 0.3013 0
Buy And Hold Return (%) 3844.7265 3844.7265 3844.7265 3844.7265 3844.7265 3844.7265
Max Trade Drawdown -3478058 -144632 -3350998 -80488691 -17627797 -71139024
Profit Factor 0.1243 0.7801 0.0601 0.9957 3.0301 0.3498
Total Trades 71 35 36 71 35 36
Winning Trades 45 23 22 33 15 18
Losing Trades 26 12 14 38 20 18
Profitability (%) 63.3803 65.7143 61.1111 46.4789 42.8571 50
Ratio Avg Win / Avg Loss 0.0718 0.407 0.0382 1.1466 4.0401 0.3498
Largest Winning Trade 36832 36832 27678 58132047 58132047 11798911
Largest Losing Trade -1925538 -84068 -1925538 -54210275 -8443122 -54210275
Avg Bars in Trades 53 55 50 53 55 50
Avg Bars in Winners 21 21 22 68 89 50
Avg Bars in Losers 107 121 95 40 30 51
Bars Traded 3776 1951 1825 3776 1951 1825
Profit Streak 0 382.9421 0 268.4421 0 269.9421
Trades During Streak 0 3 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -670043 -577409 -579339 -671169 428566 -580191
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": 1567728000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758969400022,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 175,
            "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": [
        [
            -3375341.550663166,
            -75525.4764869306,
            -3299816.074176236,
            -406089.7291592525,
            46713959.037055366,
            -47120048.76621462
        ],
        [
            -3375.341551,
            -75.525476,
            -3299.816074,
            -406.089729,
            46713.959037,
            -47120.048766
        ],
        [
            -1.651745,
            -0.036959,
            -1.614786,
            0,
            0.301347,
            0
        ],
        [
            3844.726452,
            3844.726452,
            3844.726452,
            3844.726452,
            3844.726452,
            3844.726452
        ],
        [
            -3478058,
            -144632,
            -3350998,
            -80488691,
            -17627797,
            -71139024
        ],
        [
            0.124267,
            0.780112,
            0.060104,
            0.995747,
            3.030101,
            0.349753
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            45,
            23,
            22,
            33,
            15,
            18
        ],
        [
            26,
            12,
            14,
            38,
            20,
            18
        ],
        [
            63.380282,
            65.714286,
            61.111111,
            46.478873,
            42.857143,
            50
        ],
        [
            0.071799,
            0.407015,
            0.038248,
            1.146617,
            4.040134,
            0.349753
        ],
        [
            36832,
            36832,
            27678,
            58132047,
            58132047,
            11798911
        ],
        [
            -1925538,
            -84068,
            -1925538,
            -54210275,
            -8443122,
            -54210275
        ],
        [
            53,
            55,
            50,
            53,
            55,
            50
        ],
        [
            21,
            21,
            22,
            68,
            89,
            50
        ],
        [
            107,
            121,
            95,
            40,
            30,
            51
        ],
        [
            3776,
            1951,
            1825,
            3776,
            1951,
            1825
        ],
        [
            0,
            382.94213,
            0,
            268.44213,
            0,
            269.94213
        ],
        [
            0,
            3,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -670043,
            -577409,
            -579339,
            -671169,
            428566,
            -580191
        ]
    ]
}
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": 1567728000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758969400022,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 175,
            "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)