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Trade: FTM/USDT/240/HILO/JMA/1403

Strategy
FTM/USDT/240/HILO/JMA/1403
Pair
FTM_USDT
Interval
4h
Score
300912
Daily Profit
0.249953
Profit Factor
1.373660
Profitability
39.522546
Streak
272.805598
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-08 14:20
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1225957.1657 1151892.488 74064.6777 15944988.3774 16291328.616 -346340.2386
Total P&L (%) 1225.9572 1151.8925 74.0647 15944.9884 16291.3286 -346.3402
Avg Daily Profit (%) 0.6002 0.5639 0.0363 0.2489 0.25 0
Buy And Hold Return (%) 2509.7015 2509.7015 2509.7015 2509.7015 2509.7015 2509.7015
Max Trade Drawdown -131981 -125184 -237848 -9315948 -8337972 -10325225
Profit Factor 1.5209 1.9519 1.0648 1.1973 1.3737 0.9907
Total Trades 754 377 377 754 377 377
Winning Trades 328 149 179 328 149 179
Losing Trades 426 228 198 426 228 198
Profitability (%) 43.5013 39.5225 47.4801 43.5013 39.5225 47.4801
Ratio Avg Win / Avg Loss 1.9754 2.9868 1.1778 1.555 2.102 1.0959
Largest Winning Trade 254667 254667 64725 7772203 7772203 2395796
Largest Losing Trade -31340 -24686 -31340 -2740388 -2557235 -2740388
Avg Bars in Trades 16 18 14 16 18 14
Avg Bars in Winners 23 28 20 23 28 20
Avg Bars in Losers 10 11 8 10 11 8
Bars Traded 12211 6856 5356 12211 6856 5356
Profit Streak 270.8056 272.8056 270.8056 270.8056 272.8056 270.8056
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149116 -152334 -458204 297389 300912 -577809
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1560715200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759922403662,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 35,
            "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": [
        [
            1225957.1657185697,
            1151892.4880013787,
            74064.6777171903,
            15944988.37744565,
            16291328.616030201,
            -346340.2385845545
        ],
        [
            1225.957166,
            1151.892488,
            74.064678,
            15944.988377,
            16291.328616,
            -346.340239
        ],
        [
            0.600174,
            0.563915,
            0.036259,
            0.248905,
            0.249953,
            0
        ],
        [
            2509.701493,
            2509.701493,
            2509.701493,
            2509.701493,
            2509.701493,
            2509.701493
        ],
        [
            -131981,
            -125184,
            -237848,
            -9315948,
            -8337972,
            -10325225
        ],
        [
            1.520932,
            1.95191,
            1.064781,
            1.197267,
            1.37366,
            0.990697
        ],
        [
            754,
            377,
            377,
            754,
            377,
            377
        ],
        [
            328,
            149,
            179,
            328,
            149,
            179
        ],
        [
            426,
            228,
            198,
            426,
            228,
            198
        ],
        [
            43.501326,
            39.522546,
            47.480106,
            43.501326,
            39.522546,
            47.480106
        ],
        [
            1.975357,
            2.986815,
            1.177803,
            1.554986,
            2.101976,
            1.095855
        ],
        [
            254667,
            254667,
            64725,
            7772203,
            7772203,
            2395796
        ],
        [
            -31340,
            -24686,
            -31340,
            -2740388,
            -2557235,
            -2740388
        ],
        [
            16,
            18,
            14,
            16,
            18,
            14
        ],
        [
            23,
            28,
            20,
            23,
            28,
            20
        ],
        [
            10,
            11,
            8,
            10,
            11,
            8
        ],
        [
            12211,
            6856,
            5356,
            12211,
            6856,
            5356
        ],
        [
            270.805598,
            272.805598,
            270.805598,
            270.805598,
            272.805598,
            270.805598
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149116,
            -152334,
            -458204,
            297389,
            300912,
            -577809
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1560715200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759922403662,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 35,
            "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)