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Trade: FTM/USDT/480/HL2/SSF/3809

Strategy
FTM/USDT/480/HL2/SSF/3809
Pair
FTM_USDT
Interval
8h
Score
502451
Daily Profit
0.362759
Profit Factor
2.108166
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-07 20:30
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2822135.8203 12371.4211 -2834507.2415 -4018218.5055 163326553.6324 -167344772.1379
Total P&L (%) -2822.1358 12.3714 -2834.5072 -4018.2185 163326.5536 -167344.7721
Avg Daily Profit (%) -1.3811 0.0061 -1.3872 0 0.3628 0
Buy And Hold Return (%) 3328.4314 3328.4314 3328.4314 3328.4314 3328.4314 3328.4314
Max Trade Drawdown -2966453 -95953 -2929228 -336080556 -110532893 -260366114
Profit Factor 0.1726 1.0413 0.089 0.9903 2.1082 0.3775
Total Trades 79 39 40 79 39 40
Winning Trades 60 29 31 42 21 21
Losing Trades 19 10 9 37 18 19
Profitability (%) 75.9494 74.359 77.5 53.1646 53.8462 52.5
Ratio Avg Win / Avg Loss 0.0547 0.3591 0.0258 0.8724 1.807 0.3415
Largest Winning Trade 44281 44281 32210 259156803 259156803 45070921
Largest Losing Trade -1675385 -82162 -1675385 -106186960 -39030785 -106186960
Avg Bars in Trades 74 79 69 74 79 69
Avg Bars in Winners 26 35 19 86 95 76
Avg Bars in Losers 224 208 243 61 61 61
Bars Traded 5888 3102 2786 5888 3102 2786
Profit Streak 280.0629 392.7296 280.0629 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -607445 -523482 -576596 -611645 502451 -580425
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563379200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759858237074,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 209,
            "offset": 110,
            "poles": 2
        }
    }
}
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": [
        [
            -2822135.8203421836,
            12371.4211441086,
            -2834507.2414862923,
            -4018218.505546473,
            163326553.63235453,
            -167344772.1379011
        ],
        [
            -2822.13582,
            12.371421,
            -2834.507241,
            -4018.218506,
            163326.553632,
            -167344.772138
        ],
        [
            -1.381145,
            0.006055,
            -1.3872,
            0,
            0.362759,
            0
        ],
        [
            3328.431373,
            3328.431373,
            3328.431373,
            3328.431373,
            3328.431373,
            3328.431373
        ],
        [
            -2966453,
            -95953,
            -2929228,
            -336080556,
            -110532893,
            -260366114
        ],
        [
            0.172595,
            1.041326,
            0.089012,
            0.990345,
            2.108166,
            0.37745
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            60,
            29,
            31,
            42,
            21,
            21
        ],
        [
            19,
            10,
            9,
            37,
            18,
            19
        ],
        [
            75.949367,
            74.358974,
            77.5,
            53.164557,
            53.846154,
            52.5
        ],
        [
            0.054655,
            0.359078,
            0.025842,
            0.872447,
            1.806999,
            0.341503
        ],
        [
            44281,
            44281,
            32210,
            259156803,
            259156803,
            45070921
        ],
        [
            -1675385,
            -82162,
            -1675385,
            -106186960,
            -39030785,
            -106186960
        ],
        [
            74,
            79,
            69,
            74,
            79,
            69
        ],
        [
            26,
            35,
            19,
            86,
            95,
            76
        ],
        [
            224,
            208,
            243,
            61,
            61,
            61
        ],
        [
            5888,
            3102,
            2786,
            5888,
            3102,
            2786
        ],
        [
            280.062929,
            392.729596,
            280.062929,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -607445,
            -523482,
            -576596,
            -611645,
            502451,
            -580425
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563379200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759858237074,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 209,
            "offset": 110,
            "poles": 2
        }
    }
}

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)