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Trade: FTM/USDT/720/HILO/SSF/7807

Strategy
FTM/USDT/720/HILO/SSF/7807
Pair
FTM_USDT
Interval
12h
Score
420037
Daily Profit
0.218044
Profit Factor
2.856152
Profitability
51.282051
Streak
340.910403
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-07 00:50
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 -2128982.7118 286542.0733 -2415524.7851 66380.0453 8470168.2727 -8403788.2275
Total P&L (%) -2128.9827 286.5421 -2415.5248 66.38 8470.1683 -8403.7882
Avg Daily Profit (%) -1.0418 0.1402 -1.1821 0.0249 0.218 0
Buy And Hold Return (%) 2842.3643 2842.3643 2842.3643 2842.3643 2842.3643 2842.3643
Max Trade Drawdown -2354216 -116227 -2528183 -12572353 -2208293 -13392301
Profit Factor 0.3433 1.751 0.1556 1.0035 2.8562 0.4242
Total Trades 79 39 40 79 39 40
Winning Trades 47 22 25 41 20 21
Losing Trades 32 17 15 38 19 19
Profitability (%) 59.4937 56.4103 62.5 51.8987 51.2821 52.5
Ratio Avg Win / Avg Loss 0.2338 1.3531 0.0933 0.93 2.7133 0.3838
Largest Winning Trade 155827 155827 63989 8525989 8525989 3199072
Largest Losing Trade -1556065 -76784 -1556065 -8439086 -2001643 -8439086
Avg Bars in Trades 50 53 46 50 53 46
Avg Bars in Winners 29 34 25 54 61 47
Avg Bars in Losers 79 77 82 45 45 45
Bars Traded 3950 2088 1862 3950 2088 1862
Profit Streak 318.4104 340.9104 318.4104 318.4104 340.9104 318.4104
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -609580 -167597 -578542 -573810 420037 -579838
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": 1561118400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759787458831,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 185,
            "offset": 0,
            "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": [
        [
            -2128982.7118277308,
            286542.0733136078,
            -2415524.785141338,
            66380.045283643,
            8470168.27273729,
            -8403788.227453653
        ],
        [
            -2128.982712,
            286.542073,
            -2415.524785,
            66.380045,
            8470.168273,
            -8403.788227
        ],
        [
            -1.041832,
            0.140221,
            -1.182053,
            0.024916,
            0.218044,
            0
        ],
        [
            2842.364325,
            2842.364325,
            2842.364325,
            2842.364325,
            2842.364325,
            2842.364325
        ],
        [
            -2354216,
            -116227,
            -2528183,
            -12572353,
            -2208293,
            -13392301
        ],
        [
            0.343327,
            1.751029,
            0.155572,
            1.003465,
            2.856152,
            0.424214
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            47,
            22,
            25,
            41,
            20,
            21
        ],
        [
            32,
            17,
            15,
            38,
            19,
            19
        ],
        [
            59.493671,
            56.410256,
            62.5,
            51.898734,
            51.282051,
            52.5
        ],
        [
            0.233755,
            1.353068,
            0.093343,
            0.930041,
            2.713344,
            0.383813
        ],
        [
            155827,
            155827,
            63989,
            8525989,
            8525989,
            3199072
        ],
        [
            -1556065,
            -76784,
            -1556065,
            -8439086,
            -2001643,
            -8439086
        ],
        [
            50,
            53,
            46,
            50,
            53,
            46
        ],
        [
            29,
            34,
            25,
            54,
            61,
            47
        ],
        [
            79,
            77,
            82,
            45,
            45,
            45
        ],
        [
            3950,
            2088,
            1862,
            3950,
            2088,
            1862
        ],
        [
            318.410403,
            340.910403,
            318.410403,
            318.410403,
            340.910403,
            318.410403
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -609580,
            -167597,
            -578542,
            -573810,
            420037,
            -579838
        ]
    ]
}
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": 1561118400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759787458831,
    "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": "ssf",
        "factors": {
            "length": 185,
            "offset": 0,
            "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)