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Trade: FTM/USDT/720/SMA/HL2/3154

Strategy
FTM/USDT/720/SMA/HL2/3154
Pair
FTM_USDT
Interval
12h
Score
313052
Daily Profit
0.295983
Profit Factor
4.628514
Profitability
30.303030
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-28 00:24
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 2069127.7324 2029091.2166 40036.5157 31493445.2159 41867846.9084 -10374401.6924
Total P&L (%) 2069.1277 2029.0912 40.0365 31493.4452 41867.8469 -10374.4017
Avg Daily Profit (%) 1.0125 0.9929 0.0196 0.282 0.296 0
Buy And Hold Return (%) 4447.4642 4447.4642 4447.4642 4447.4642 4447.4642 4447.4642
Max Trade Drawdown -93743 -59983 -109529 -10831275 -5054721 -13700272
Profit Factor 6.8422 16.0598 1.1825 1.8121 4.6285 0.6192
Total Trades 65 33 32 65 33 32
Winning Trades 21 10 11 21 10 11
Losing Trades 44 23 21 44 23 21
Profitability (%) 32.3077 30.303 34.375 32.3077 30.303 34.375
Ratio Avg Win / Avg Loss 14.3359 36.9375 2.2574 3.7967 10.6456 1.1821
Largest Winning Trade 1222525 1222525 81962 12854423 12854423 5158730
Largest Losing Trade -39627 -18007 -39627 -6427130 -2146414 -6427130
Avg Bars in Trades 57 53 60 57 53 60
Avg Bars in Winners 156 157 155 156 157 155
Avg Bars in Losers 9 8 10 9 8 10
Bars Traded 3712 1774 1938 3712 1774 1938
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -287056 -151600 -357289 -130981 313052 -585220
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": 1568894400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759008249104,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            2069127.7323589632,
            2029091.2166432631,
            40036.5157157012,
            31493445.21594504,
            41867846.90838335,
            -10374401.692438303
        ],
        [
            2069.127732,
            2029.091217,
            40.036516,
            31493.445216,
            41867.846908,
            -10374.401692
        ],
        [
            1.012541,
            0.992949,
            0.019592,
            0.282048,
            0.295983,
            0
        ],
        [
            4447.464239,
            4447.464239,
            4447.464239,
            4447.464239,
            4447.464239,
            4447.464239
        ],
        [
            -93743,
            -59983,
            -109529,
            -10831275,
            -5054721,
            -13700272
        ],
        [
            6.842152,
            16.059779,
            1.182452,
            1.812074,
            4.628514,
            0.619189
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            21,
            10,
            11,
            21,
            10,
            11
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            32.307692,
            30.30303,
            34.375,
            32.307692,
            30.30303,
            34.375
        ],
        [
            14.335938,
            36.937492,
            2.257408,
            3.796727,
            10.645582,
            1.182088
        ],
        [
            1222525,
            1222525,
            81962,
            12854423,
            12854423,
            5158730
        ],
        [
            -39627,
            -18007,
            -39627,
            -6427130,
            -2146414,
            -6427130
        ],
        [
            57,
            53,
            60,
            57,
            53,
            60
        ],
        [
            156,
            157,
            155,
            156,
            157,
            155
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            3712,
            1774,
            1938,
            3712,
            1774,
            1938
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -287056,
            -151600,
            -357289,
            -130981,
            313052,
            -585220
        ]
    ]
}
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": 1568894400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759008249104,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)