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Trade: FTM/USDT/360/JMA/HMA/9240

Strategy
FTM/USDT/360/JMA/HMA/9240
Pair
FTM_USDT
Interval
6h
Score
421915
Daily Profit
0.328963
Profit Factor
3.482100
Profitability
39.473684
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-11 13:28
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 -3550205.5381 -141748.7114 -3408456.8267 -143397.5482 81998508.9847 -82141906.5329
Total P&L (%) -3550.2055 -141.7487 -3408.4568 -143.3975 81998.509 -82141.9065
Avg Daily Profit (%) -1.7375 -0.0694 -1.6682 0 0.329 0
Buy And Hold Return (%) 3405.7644 3405.7644 3405.7644 3405.7644 3405.7644 3405.7644
Max Trade Drawdown -3606030 -169448 -3447933 -115020746 -23657128 -112518932
Profit Factor 0.1272 0.643 0.0714 0.9991 3.4821 0.3068
Total Trades 77 38 39 77 38 39
Winning Trades 46 20 26 30 15 15
Losing Trades 31 18 13 47 23 24
Profitability (%) 59.7403 52.6316 66.6667 38.961 39.4737 38.4615
Ratio Avg Win / Avg Loss 0.0857 0.5787 0.0357 1.5652 5.3392 0.4908
Largest Winning Trade 37514 37514 24512 55382214 55382214 11835610
Largest Losing Trade -1756921 -76931 -1756921 -89571329 -19039409 -89571329
Avg Bars in Trades 99 100 98 99 100 98
Avg Bars in Winners 39 46 33 136 147 126
Avg Bars in Losers 189 161 229 76 70 81
Bars Traded 7692 3836 3856 7692 3836 3856
Profit Streak 0 398.6867 0 322.4367 0 327.4367
Trades During Streak 0 3 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -625515 -579083 -578596 -627983 421915 -584657
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": 1567036800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760178527006,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 181,
            "offset": 124
        }
    }
}
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": [
        [
            -3550205.538079072,
            -141748.7114100325,
            -3408456.82666904,
            -143397.5482361749,
            81998508.98467977,
            -82141906.53291593
        ],
        [
            -3550.205538,
            -141.748711,
            -3408.456827,
            -143.397548,
            81998.508985,
            -82141.906533
        ],
        [
            -1.737529,
            -0.069374,
            -1.668155,
            0,
            0.328963,
            0
        ],
        [
            3405.764411,
            3405.764411,
            3405.764411,
            3405.764411,
            3405.764411,
            3405.764411
        ],
        [
            -3606030,
            -169448,
            -3447933,
            -115020746,
            -23657128,
            -112518932
        ],
        [
            0.127181,
            0.643027,
            0.071374,
            0.999054,
            3.4821,
            0.306776
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            46,
            20,
            26,
            30,
            15,
            15
        ],
        [
            31,
            18,
            13,
            47,
            23,
            24
        ],
        [
            59.74026,
            52.631579,
            66.666667,
            38.961039,
            39.473684,
            38.461538
        ],
        [
            0.085709,
            0.578724,
            0.035687,
            1.565184,
            5.33922,
            0.490841
        ],
        [
            37514,
            37514,
            24512,
            55382214,
            55382214,
            11835610
        ],
        [
            -1756921,
            -76931,
            -1756921,
            -89571329,
            -19039409,
            -89571329
        ],
        [
            99,
            100,
            98,
            99,
            100,
            98
        ],
        [
            39,
            46,
            33,
            136,
            147,
            126
        ],
        [
            189,
            161,
            229,
            76,
            70,
            81
        ],
        [
            7692,
            3836,
            3856,
            7692,
            3836,
            3856
        ],
        [
            0,
            398.686655,
            0,
            322.436655,
            0,
            327.436655
        ],
        [
            0,
            3,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -625515,
            -579083,
            -578596,
            -627983,
            421915,
            -584657
        ]
    ]
}
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": 1567036800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760178527006,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 181,
            "offset": 124
        }
    }
}

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)