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Trade: FTM/USDT/720/HILO/HMA/4522

Strategy
FTM/USDT/720/HILO/HMA/4522
Pair
FTM_USDT
Interval
12h
Score
378979
Daily Profit
0.248874
Profit Factor
1.783453
Profitability
53.773585
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 1097157.6873 1089996.9568 7160.7306 2428870.1878 15968018.7079 -13539148.5201
Total P&L (%) 1097.1577 1089.997 7.1607 2428.8702 15968.0187 -13539.1485
Avg Daily Profit (%) 0.5369 0.5334 0.0035 0.1582 0.2489 0
Buy And Hold Return (%) 3573.3193 3573.3193 3573.3193 3573.3193 3573.3193 3573.3193
Max Trade Drawdown -209289 -146110 -177235 -16176702 -7365400 -15897498
Profit Factor 1.8539 2.7791 1.0107 1.0517 1.7835 0.4914
Total Trades 211 106 105 211 106 105
Winning Trades 115 57 58 115 57 58
Losing Trades 96 49 47 96 49 47
Profitability (%) 54.5024 53.7736 55.2381 54.5024 53.7736 55.2381
Ratio Avg Win / Avg Loss 1.5476 2.389 0.819 0.8779 1.5331 0.3982
Largest Winning Trade 235916 235916 62106 5771101 5771101 3558158
Largest Losing Trade -86503 -53921 -86503 -12190424 -4568553 -12190424
Avg Bars in Trades 18 20 16 18 20 16
Avg Bars in Winners 18 22 15 18 22 15
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 3951 2206 1745 3951 2206 1745
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 -149376 -149091 -563705 -321482 378979 -580095
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": 1565481600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759680528854,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 114,
            "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": [
        [
            1097157.6873145928,
            1089996.9567596815,
            7160.730554912,
            2428870.1877739793,
            15968018.707869839,
            -13539148.520095868
        ],
        [
            1097.157687,
            1089.996957,
            7.160731,
            2428.870188,
            15968.018708,
            -13539.14852
        ],
        [
            0.536901,
            0.533397,
            0.003504,
            0.158205,
            0.248874,
            0
        ],
        [
            3573.319328,
            3573.319328,
            3573.319328,
            3573.319328,
            3573.319328,
            3573.319328
        ],
        [
            -209289,
            -146110,
            -177235,
            -16176702,
            -7365400,
            -15897498
        ],
        [
            1.853922,
            2.779067,
            1.010653,
            1.051675,
            1.783453,
            0.491407
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            96,
            49,
            47,
            96,
            49,
            47
        ],
        [
            54.50237,
            53.773585,
            55.238095,
            54.50237,
            53.773585,
            55.238095
        ],
        [
            1.547622,
            2.389023,
            0.818978,
            0.87792,
            1.533144,
            0.398209
        ],
        [
            235916,
            235916,
            62106,
            5771101,
            5771101,
            3558158
        ],
        [
            -86503,
            -53921,
            -86503,
            -12190424,
            -4568553,
            -12190424
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            18,
            22,
            15,
            18,
            22,
            15
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            3951,
            2206,
            1745,
            3951,
            2206,
            1745
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149376,
            -149091,
            -563705,
            -321482,
            378979,
            -580095
        ]
    ]
}
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": 1565481600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759680528854,
    "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": "hma",
        "factors": {
            "length": 114,
            "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)