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Trade: FTM/USDT/360/HL2/SINWMA/5502

Strategy
FTM/USDT/360/HL2/SINWMA/5502
Pair
FTM_USDT
Interval
6h
Score
352619
Daily Profit
0.320549
Profit Factor
1.824410
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-05 23:44
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2860809.4599 34227.1444 -2895036.6044 -4681471.6662 69069254.1833 -73750725.8495
Total P&L (%) -2860.8095 34.2271 -2895.0366 -4681.4717 69069.2542 -73750.7259
Avg Daily Profit (%) -1.4001 0.0168 -1.4169 0 0.3205 0
Buy And Hold Return (%) 4040.9118 4040.9118 4040.9118 4040.9118 4040.9118 4040.9118
Max Trade Drawdown -2956734 -89198 -2947417 -162790165 -59427661 -122916237
Profit Factor 0.1671 1.1203 0.081 0.9785 1.8244 0.4475
Total Trades 85 42 43 85 42 43
Winning Trades 64 32 32 40 18 22
Losing Trades 21 10 11 45 24 21
Profitability (%) 75.2941 76.1905 74.4186 47.0588 42.8571 51.1628
Ratio Avg Win / Avg Loss 0.0548 0.3501 0.0279 1.1008 2.4325 0.4272
Largest Winning Trade 77257 77257 21777 122451205 122451205 23124797
Largest Losing Trade -1850047 -81806 -1850047 -55849872 -33343374 -55849872
Avg Bars in Trades 87 92 83 87 92 83
Avg Bars in Winners 24 28 20 116 145 91
Avg Bars in Losers 281 299 265 62 52 74
Bars Traded 7475 3896 3579 7475 3896 3579
Profit Streak 278.1144 390.8644 278.1144 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 -576025 -422086 -576973 -580027 352619 -580576
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566583200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759697084945,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 163,
            "offset": 133
        }
    }
}
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": [
        [
            -2860809.459929691,
            34227.1444264056,
            -2895036.6043560975,
            -4681471.666246135,
            69069254.18325834,
            -73750725.8495045
        ],
        [
            -2860.80946,
            34.227144,
            -2895.036604,
            -4681.471666,
            69069.254183,
            -73750.72585
        ],
        [
            -1.400127,
            0.016751,
            -1.416878,
            0,
            0.320549,
            0
        ],
        [
            4040.911782,
            4040.911782,
            4040.911782,
            4040.911782,
            4040.911782,
            4040.911782
        ],
        [
            -2956734,
            -89198,
            -2947417,
            -162790165,
            -59427661,
            -122916237
        ],
        [
            0.167113,
            1.120302,
            0.081029,
            0.978453,
            1.82441,
            0.44752
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            64,
            32,
            32,
            40,
            18,
            22
        ],
        [
            21,
            10,
            11,
            45,
            24,
            21
        ],
        [
            75.294118,
            76.190476,
            74.418605,
            47.058824,
            42.857143,
            51.162791
        ],
        [
            0.054834,
            0.350095,
            0.027854,
            1.10076,
            2.432547,
            0.427178
        ],
        [
            77257,
            77257,
            21777,
            122451205,
            122451205,
            23124797
        ],
        [
            -1850047,
            -81806,
            -1850047,
            -55849872,
            -33343374,
            -55849872
        ],
        [
            87,
            92,
            83,
            87,
            92,
            83
        ],
        [
            24,
            28,
            20,
            116,
            145,
            91
        ],
        [
            281,
            299,
            265,
            62,
            52,
            74
        ],
        [
            7475,
            3896,
            3579,
            7475,
            3896,
            3579
        ],
        [
            278.114409,
            390.864409,
            278.114409,
            0,
            0,
            0
        ],
        [
            2,
            1,
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            0
        ],
        [
            0.8,
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            0.8,
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        ],
        [
            -576025,
            -422086,
            -576973,
            -580027,
            352619,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566583200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759697084945,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 163,
            "offset": 133
        }
    }
}

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)