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Trade: FTM/USDT/120/HMA/RMA/4168

Strategy
FTM/USDT/120/HMA/RMA/4168
Pair
FTM_USDT
Interval
2h
Score
494881
Daily Profit
0.312122
Profit Factor
3.702377
Profitability
51.282051
Streak
0.000000
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-08 19:22
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2856656.6034 85935.7331 -2942592.3365 -118778.6188 29688444.9097 -29807223.5286
Total P&L (%) -2856.6566 85.9357 -2942.5923 -118.7786 29688.4449 -29807.2235
Avg Daily Profit (%) -1.5627 0.047 -1.6097 0 0.3121 0
Buy And Hold Return (%) 7543.7158 7543.7158 7543.7158 7543.7158 7543.7158 7543.7158
Max Trade Drawdown -3010484 -174436 -2972732 -44527608 -7441993 -43903412
Profit Factor 0.2061 1.2384 0.0911 0.9979 3.7024 0.3314
Total Trades 79 39 40 79 39 40
Winning Trades 54 25 29 34 20 14
Losing Trades 25 14 11 45 19 26
Profitability (%) 68.3544 64.1026 72.5 43.038 51.2821 35
Ratio Avg Win / Avg Loss 0.0954 0.6935 0.0346 1.3207 3.5173 0.6154
Largest Winning Trade 98016 98016 29541 25037723 25037723 9253249
Largest Losing Trade -1787368 -74849 -1787368 -29276872 -5579061 -29276872
Avg Bars in Trades 270 286 254 270 286 254
Avg Bars in Winners 116 112 119 265 277 247
Avg Bars in Losers 604 597 611 274 296 258
Bars Traded 21367 11180 10187 21367 11180 10187
Profit Streak 0 412.4324 0 319.4324 0 321.4324
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -609398 -294655 -577833 -612508 494881 -585995
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580227200000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759940557917,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 209,
            "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": [
        [
            -2856656.6034120633,
            85935.7330837599,
            -2942592.3364958214,
            -118778.6188472076,
            29688444.909748632,
            -29807223.528595828
        ],
        [
            -2856.656603,
            85.935733,
            -2942.592336,
            -118.778619,
            29688.44491,
            -29807.223529
        ],
        [
            -1.562722,
            0.047011,
            -1.609733,
            0,
            0.312122,
            0
        ],
        [
            7543.715847,
            7543.715847,
            7543.715847,
            7543.715847,
            7543.715847,
            7543.715847
        ],
        [
            -3010484,
            -174436,
            -2972732,
            -44527608,
            -7441993,
            -43903412
        ],
        [
            0.206072,
            1.238382,
            0.091129,
            0.997862,
            3.702377,
            0.33138
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            54,
            25,
            29,
            34,
            20,
            14
        ],
        [
            25,
            14,
            11,
            45,
            19,
            26
        ],
        [
            68.35443,
            64.102564,
            72.5,
            43.037975,
            51.282051,
            35
        ],
        [
            0.095404,
            0.693494,
            0.034566,
            1.3207,
            3.517258,
            0.615421
        ],
        [
            98016,
            98016,
            29541,
            25037723,
            25037723,
            9253249
        ],
        [
            -1787368,
            -74849,
            -1787368,
            -29276872,
            -5579061,
            -29276872
        ],
        [
            270,
            286,
            254,
            270,
            286,
            254
        ],
        [
            116,
            112,
            119,
            265,
            277,
            247
        ],
        [
            604,
            597,
            611,
            274,
            296,
            258
        ],
        [
            21367,
            11180,
            10187,
            21367,
            11180,
            10187
        ],
        [
            0,
            412.432383,
            0,
            319.432383,
            0,
            321.432383
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -609398,
            -294655,
            -577833,
            -612508,
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            -585995
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580227200000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759940557917,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 209,
            "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)