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Trade: FTM/USDT/480/HWMA/WMA/5230

Strategy
FTM/USDT/480/HWMA/WMA/5230
Pair
FTM_USDT
Interval
8h
Score
659158
Daily Profit
0.272175
Profit Factor
3.897409
Profitability
62.765957
Streak
413.715244
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-09 12:09
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2958266.6979 -92974.0514 -2865292.6465 -98678.2709 25723631.8763 -25822310.1472
Total P&L (%) -2958.2667 -92.9741 -2865.2926 -98.6783 25723.6319 -25822.3101
Avg Daily Profit (%) -1.4478 -0.0455 -1.4023 -0.2115 0.2722 0
Buy And Hold Return (%) 3783.3981 3783.3981 3783.3981 3783.3981 3783.3981 3783.3981
Max Trade Drawdown -3011334 -199631 -2922320 -35686689 -3977493 -32550982
Profit Factor 0.1952 0.8026 0.106 0.998 3.8974 0.3529
Total Trades 189 94 95 189 94 95
Winning Trades 146 70 76 116 59 57
Losing Trades 43 24 19 73 35 38
Profitability (%) 77.2487 74.4681 80 61.3757 62.766 60
Ratio Avg Win / Avg Loss 0.0575 0.2752 0.0265 0.628 2.312 0.2352
Largest Winning Trade 26278 26278 24553 17286112 17286112 5436434
Largest Losing Trade -1422516 -80548 -1422516 -30020493 -2723022 -30020493
Avg Bars in Trades 30 33 28 30 33 28
Avg Bars in Winners 7 7 6 22 25 18
Avg Bars in Losers 111 109 114 44 46 42
Bars Traded 5828 3139 2689 5828 3139 2689
Profit Streak 293.7152 413.7152 293.7152 293.7152 413.7152 293.7152
Trades During Streak 2 9 1 2 9 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575288 -576180 -576046 -577345 659158 -578916
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565683200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760000997091,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.99853,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 191,
            "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": [
        [
            -2958266.6978889834,
            -92974.0514358051,
            -2865292.6464531785,
            -98678.2709243578,
            25723631.876276527,
            -25822310.147200905
        ],
        [
            -2958.266698,
            -92.974051,
            -2865.292646,
            -98.678271,
            25723.631876,
            -25822.310147
        ],
        [
            -1.447767,
            -0.045501,
            -1.402266,
            -0.2115,
            0.272175,
            0
        ],
        [
            3783.398112,
            3783.398112,
            3783.398112,
            3783.398112,
            3783.398112,
            3783.398112
        ],
        [
            -3011334,
            -199631,
            -2922320,
            -35686689,
            -3977493,
            -32550982
        ],
        [
            0.195222,
            0.802593,
            0.105965,
            0.997977,
            3.897409,
            0.352863
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            146,
            70,
            76,
            116,
            59,
            57
        ],
        [
            43,
            24,
            19,
            73,
            35,
            38
        ],
        [
            77.248677,
            74.468085,
            80,
            61.375661,
            62.765957,
            60
        ],
        [
            0.057497,
            0.275175,
            0.026491,
            0.628037,
            2.312022,
            0.235242
        ],
        [
            26278,
            26278,
            24553,
            17286112,
            17286112,
            5436434
        ],
        [
            -1422516,
            -80548,
            -1422516,
            -30020493,
            -2723022,
            -30020493
        ],
        [
            30,
            33,
            28,
            30,
            33,
            28
        ],
        [
            7,
            7,
            6,
            22,
            25,
            18
        ],
        [
            111,
            109,
            114,
            44,
            46,
            42
        ],
        [
            5828,
            3139,
            2689,
            5828,
            3139,
            2689
        ],
        [
            293.715244,
            413.715244,
            293.715244,
            293.715244,
            413.715244,
            293.715244
        ],
        [
            2,
            9,
            1,
            2,
            9,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575288,
            -576180,
            -576046,
            -577345,
            659158,
            -578916
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565683200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760000997091,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.99853,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 191,
            "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)