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Trade: FTM/USDT/720/HILO/PWMA/2845

Strategy
FTM/USDT/720/HILO/PWMA/2845
Pair
FTM_USDT
Interval
12h
Score
303536
Daily Profit
0.253062
Profit Factor
1.352551
Profitability
54.166667
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-05 19:08
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 -1534449.0142 329558.1152 -1864007.1294 239556.9747 -17160345.4597 17399902.4344
Total P&L (%) -1534.449 329.5581 -1864.0071 239.557 -17160.3455 17399.9024
Avg Daily Profit (%) -0.7509 0.1613 -0.9122 0.0598 0 0.2531
Buy And Hold Return (%) 3246.4115 3246.4115 3246.4115 3246.4115 3246.4115 3246.4115
Max Trade Drawdown -1779930 -151788 -1965235 -57661223 -40236917 -24982510
Profit Factor 0.445 1.6937 0.1859 1.0023 0.6747 1.3526
Total Trades 95 47 48 95 47 48
Winning Trades 59 29 30 51 25 26
Losing Trades 36 18 18 44 22 22
Profitability (%) 62.1053 61.7021 62.5 53.6842 53.1915 54.1667
Ratio Avg Win / Avg Loss 0.2715 1.0512 0.1115 0.8648 0.5937 1.1445
Largest Winning Trade 155827 155827 44409 43309614 16918096 43309614
Largest Losing Trade -1286437 -68468 -1286437 -23720525 -22656106 -23720525
Avg Bars in Trades 41 45 37 41 45 37
Avg Bars in Winners 24 26 23 36 40 31
Avg Bars in Losers 68 76 60 47 51 44
Bars Traded 3941 2145 1796 3941 2145 1796
Profit Streak 0 339.6728 0 0 339.6728 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578955 -154204 -579068 -497679 -579696 303536
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": 1563667200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759680526608,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 81,
            "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": [
        [
            -1534449.0141866663,
            329558.1152144223,
            -1864007.1294010887,
            239556.9747187394,
            -17160345.4597095,
            17399902.434428237
        ],
        [
            -1534.449014,
            329.558115,
            -1864.007129,
            239.556975,
            -17160.34546,
            17399.902434
        ],
        [
            -0.750893,
            0.161271,
            -0.912164,
            0.05984,
            0,
            0.253062
        ],
        [
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483
        ],
        [
            -1779930,
            -151788,
            -1965235,
            -57661223,
            -40236917,
            -24982510
        ],
        [
            0.444981,
            1.693677,
            0.185877,
            1.002346,
            0.674693,
            1.352551
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            59,
            29,
            30,
            51,
            25,
            26
        ],
        [
            36,
            18,
            18,
            44,
            22,
            22
        ],
        [
            62.105263,
            61.702128,
            62.5,
            53.684211,
            53.191489,
            54.166667
        ],
        [
            0.271514,
            1.051248,
            0.111526,
            0.864769,
            0.59373,
            1.144466
        ],
        [
            155827,
            155827,
            44409,
            43309614,
            16918096,
            43309614
        ],
        [
            -1286437,
            -68468,
            -1286437,
            -23720525,
            -22656106,
            -23720525
        ],
        [
            41,
            45,
            37,
            41,
            45,
            37
        ],
        [
            24,
            26,
            23,
            36,
            40,
            31
        ],
        [
            68,
            76,
            60,
            47,
            51,
            44
        ],
        [
            3941,
            2145,
            1796,
            3941,
            2145,
            1796
        ],
        [
            0,
            339.672762,
            0,
            0,
            339.672762,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578955,
            -154204,
            -579068,
            -497679,
            -579696,
            303536
        ]
    ]
}
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": 1563667200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759680526608,
    "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": "pwma",
        "factors": {
            "length": 81,
            "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)