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Trade: FTM/USDT/360/HL2/SMA/5994

Strategy
FTM/USDT/360/HL2/SMA/5994
Pair
FTM_USDT
Interval
6h
Score
674075
Daily Profit
0.267200
Profit Factor
5.670254
Profitability
59.090909
Streak
325.063136
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-06 16:30
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3614889.6481 -229572.8443 -3385316.8039 -99638.3453 23228793.6242 -23328431.9696
Total P&L (%) -3614.8896 -229.5728 -3385.3168 -99.6383 23228.7936 -23328.432
Avg Daily Profit (%) -1.7692 -0.1124 -1.6568 -0.2748 0.2672 0
Buy And Hold Return (%) 3291.8526 3291.8526 3291.8526 3291.8526 3291.8526 3291.8526
Max Trade Drawdown -3661279 -312703 -3481708 -36849139 -3682370 -33166769
Profit Factor 0.1494 0.5677 0.0897 0.9977 5.6703 0.3769
Total Trades 177 88 89 177 88 89
Winning Trades 130 60 70 102 52 50
Losing Trades 47 28 19 75 36 39
Profitability (%) 73.4463 68.1818 78.6517 57.6271 59.0909 56.1798
Ratio Avg Win / Avg Loss 0.054 0.2649 0.0243 0.7336 3.9256 0.2939
Largest Winning Trade 19647 19647 15463 11101741 11101741 4777984
Largest Losing Trade -1722017 -79044 -1722017 -31553999 -2935664 -31553999
Avg Bars in Trades 44 47 41 44 47 41
Avg Bars in Winners 12 11 12 32 35 29
Avg Bars in Losers 134 123 149 60 64 57
Bars Traded 7893 4183 3709 7893 4183 3709
Profit Streak 0 325.0631 0 0 325.0631 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576811 -577496 -577102 -578862 674075 -580293
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563170400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759757454962,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 138,
            "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": [
        [
            -3614889.64811624,
            -229572.8442500123,
            -3385316.8038662267,
            -99638.3453113569,
            23228793.624238912,
            -23328431.969550267
        ],
        [
            -3614.889648,
            -229.572844,
            -3385.316804,
            -99.638345,
            23228.793624,
            -23328.43197
        ],
        [
            -1.769186,
            -0.112357,
            -1.656829,
            -0.274783,
            0.2672,
            0
        ],
        [
            3291.85257,
            3291.85257,
            3291.85257,
            3291.85257,
            3291.85257,
            3291.85257
        ],
        [
            -3661279,
            -312703,
            -3481708,
            -36849139,
            -3682370,
            -33166769
        ],
        [
            0.149403,
            0.567723,
            0.089662,
            0.997651,
            5.670254,
            0.376855
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            130,
            60,
            70,
            102,
            52,
            50
        ],
        [
            47,
            28,
            19,
            75,
            36,
            39
        ],
        [
            73.446328,
            68.181818,
            78.651685,
            57.627119,
            59.090909,
            56.179775
        ],
        [
            0.054015,
            0.264937,
            0.024337,
            0.733567,
            3.92556,
            0.293947
        ],
        [
            19647,
            19647,
            15463,
            11101741,
            11101741,
            4777984
        ],
        [
            -1722017,
            -79044,
            -1722017,
            -31553999,
            -2935664,
            -31553999
        ],
        [
            44,
            47,
            41,
            44,
            47,
            41
        ],
        [
            12,
            11,
            12,
            32,
            35,
            29
        ],
        [
            134,
            123,
            149,
            60,
            64,
            57
        ],
        [
            7893,
            4183,
            3709,
            7893,
            4183,
            3709
        ],
        [
            0,
            325.063136,
            0,
            0,
            325.063136,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576811,
            -577496,
            -577102,
            -578862,
            674075,
            -580293
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563170400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759757454962,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 138,
            "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)