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Trade: FTM/USDT/240/ZLMA/HILO/6641

Strategy
FTM/USDT/240/ZLMA/HILO/6641
Pair
FTM_USDT
Interval
4h
Score
367119
Daily Profit
0.267882
Profit Factor
2.125543
Profitability
43.478261
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-03 21:44
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3312588.6736 -170204.9846 -3142383.689 -186488.4446 23518937.5686 -23705426.0132
Total P&L (%) -3312.5887 -170.205 -3142.3837 -186.4884 23518.9376 -23705.426
Avg Daily Profit (%) -1.6217 -0.0833 -1.5384 0 0.2679 0
Buy And Hold Return (%) 3103.8479 3103.8479 3103.8479 3103.8479 3103.8479 3103.8479
Max Trade Drawdown -3351243 -189100 -3194426 -44498048 -14218046 -39403248
Profit Factor 0.1348 0.5973 0.0774 0.997 2.1255 0.4375
Total Trades 93 46 47 93 46 47
Winning Trades 60 27 33 38 20 18
Losing Trades 33 19 14 55 26 29
Profitability (%) 64.5161 58.6957 70.2128 40.8602 43.4783 38.2979
Ratio Avg Win / Avg Loss 0.0741 0.4203 0.0328 1.4431 2.7632 0.7049
Largest Winning Trade 34931 34931 29703 18029011 18029011 5251691
Largest Losing Trade -1626911 -68890 -1626911 -21760574 -6928764 -21760574
Avg Bars in Trades 127 134 120 127 134 120
Avg Bars in Winners 53 63 45 172 182 161
Avg Bars in Losers 261 235 297 96 97 95
Bars Traded 11858 6187 5671 11858 6187 5671
Profit Streak 0 389.2809 0 316.6143 0 316.9476
Trades During Streak 0 2 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578370 -578613 -578076 -581830 367119 -584660
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563825600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759517072481,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 229
        }
    }
}
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": [
        [
            -3312588.6735971696,
            -170204.9846452022,
            -3142383.6889519677,
            -186488.4445783843,
            23518937.568638604,
            -23705426.01321698
        ],
        [
            -3312.588674,
            -170.204985,
            -3142.383689,
            -186.488445,
            23518.937569,
            -23705.426013
        ],
        [
            -1.621695,
            -0.083325,
            -1.538371,
            0,
            0.267882,
            0
        ],
        [
            3103.847916,
            3103.847916,
            3103.847916,
            3103.847916,
            3103.847916,
            3103.847916
        ],
        [
            -3351243,
            -189100,
            -3194426,
            -44498048,
            -14218046,
            -39403248
        ],
        [
            0.134796,
            0.597284,
            0.077408,
            0.997042,
            2.125543,
            0.43754
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            60,
            27,
            33,
            38,
            20,
            18
        ],
        [
            33,
            19,
            14,
            55,
            26,
            29
        ],
        [
            64.516129,
            58.695652,
            70.212766,
            40.860215,
            43.478261,
            38.297872
        ],
        [
            0.074138,
            0.420311,
            0.03284,
            1.443087,
            2.763206,
            0.704926
        ],
        [
            34931,
            34931,
            29703,
            18029011,
            18029011,
            5251691
        ],
        [
            -1626911,
            -68890,
            -1626911,
            -21760574,
            -6928764,
            -21760574
        ],
        [
            127,
            134,
            120,
            127,
            134,
            120
        ],
        [
            53,
            63,
            45,
            172,
            182,
            161
        ],
        [
            261,
            235,
            297,
            96,
            97,
            95
        ],
        [
            11858,
            6187,
            5671,
            11858,
            6187,
            5671
        ],
        [
            0,
            389.280931,
            0,
            316.614265,
            0,
            316.947598
        ],
        [
            0,
            2,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578370,
            -578613,
            -578076,
            -581830,
            367119,
            -584660
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563825600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759517072481,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 229
        }
    }
}

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)