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Trade: FTM/USDT/720/HILO/JMA/7264

Strategy
FTM/USDT/720/HILO/JMA/7264
Pair
FTM_USDT
Interval
12h
Score
331080
Daily Profit
0.314436
Profit Factor
1.366550
Profitability
46.391753
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-08 03:48
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 3418010.4187 3357116.4024 60894.0163 14936959.8281 61019256.2531 -46082296.425
Total P&L (%) 3418.0104 3357.1164 60.894 14936.9598 61019.2563 -46082.2964
Avg Daily Profit (%) 1.6726 1.6428 0.0298 0.2456 0.3144 0
Buy And Hold Return (%) 2649.2138 2649.2138 2649.2138 2649.2138 2649.2138 2649.2138
Max Trade Drawdown -196677 -106613 -154808 -75067722 -40731612 -69114671
Profit Factor 3.9049 6.6779 1.104 1.0433 1.3666 0.7421
Total Trades 195 97 98 195 97 98
Winning Trades 98 45 53 98 45 53
Losing Trades 97 52 45 97 52 45
Profitability (%) 50.2564 46.3918 54.0816 50.2564 46.3918 54.0816
Ratio Avg Win / Avg Loss 3.8651 7.7167 0.9374 1.0326 1.5791 0.6301
Largest Winning Trade 2722364 2722364 69071 37775885 37775885 18869685
Largest Losing Trade -65279 -40361 -65279 -18886079 -18886079 -15515897
Avg Bars in Trades 20 26 15 20 26 15
Avg Bars in Winners 26 35 19 26 35 19
Avg Bars in Losers 14 18 10 14 18 10
Bars Traded 4031 2537 1494 4031 2537 1494
Profit Streak 274.5333 0 298.5333 274.5333 0 298.5333
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -52657 -61640 -425133 -163484 331080 -579296
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": 1562457600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759884480451,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "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": [
        [
            3418010.4187470665,
            3357116.402430264,
            60894.0163168032,
            14936959.82811826,
            61019256.2530867,
            -46082296.424968466
        ],
        [
            3418.010419,
            3357.116402,
            60.894016,
            14936.959828,
            61019.256253,
            -46082.296425
        ],
        [
            1.672626,
            1.642827,
            0.029799,
            0.24562,
            0.314436,
            0
        ],
        [
            2649.213836,
            2649.213836,
            2649.213836,
            2649.213836,
            2649.213836,
            2649.213836
        ],
        [
            -196677,
            -106613,
            -154808,
            -75067722,
            -40731612,
            -69114671
        ],
        [
            3.904938,
            6.677891,
            1.104028,
            1.043275,
            1.36655,
            0.742113
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            98,
            45,
            53,
            98,
            45,
            53
        ],
        [
            97,
            52,
            45,
            97,
            52,
            45
        ],
        [
            50.25641,
            46.391753,
            54.081633,
            50.25641,
            46.391753,
            54.081633
        ],
        [
            3.865092,
            7.716674,
            0.937383,
            1.03263,
            1.579124,
            0.630096
        ],
        [
            2722364,
            2722364,
            69071,
            37775885,
            37775885,
            18869685
        ],
        [
            -65279,
            -40361,
            -65279,
            -18886079,
            -18886079,
            -15515897
        ],
        [
            20,
            26,
            15,
            20,
            26,
            15
        ],
        [
            26,
            35,
            19,
            26,
            35,
            19
        ],
        [
            14,
            18,
            10,
            14,
            18,
            10
        ],
        [
            4031,
            2537,
            1494,
            4031,
            2537,
            1494
        ],
        [
            274.533338,
            0,
            298.533338,
            274.533339,
            0,
            298.533339
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52657,
            -61640,
            -425133,
            -163484,
            331080,
            -579296
        ]
    ]
}
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": 1562457600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759884480451,
    "expiration_time": 1742023152000,
    "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": 53,
            "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)