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Trade: FTM/USDT/240/SSF/ALMA/8938

Strategy
FTM/USDT/240/SSF/ALMA/8938
Pair
FTM_USDT
Interval
4h
Score
421716
Daily Profit
0.209219
Profit Factor
4.796022
Profitability
48.275862
Streak
407.502571
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-06 07:03
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2562395.2462 104459.8748 -2666855.121 -73891.3371 7046361.1485 -7120252.4856
Total P&L (%) -2562.3952 104.4599 -2666.8551 -73.8913 7046.3611 -7120.2525
Avg Daily Profit (%) -1.2544 0.0511 -1.3056 -0.0657 0.2092 0
Buy And Hold Return (%) 2947.4946 2947.4946 2947.4946 2947.4946 2947.4946 2947.4946
Max Trade Drawdown -2620908 -119588 -2719246 -9399461 -1008341 -11531538
Profit Factor 0.2348 1.3064 0.1133 0.9946 4.796 0.3983
Total Trades 58 29 29 58 29 29
Winning Trades 36 17 19 28 14 14
Losing Trades 22 12 10 30 15 15
Profitability (%) 62.069 58.6207 65.5172 48.2759 48.2759 48.2759
Ratio Avg Win / Avg Loss 0.1435 0.9221 0.0596 1.0656 5.1386 0.4268
Largest Winning Trade 99806 99806 56440 5480728 5480728 3425074
Largest Losing Trade -1657753 -77280 -1657753 -9245669 -543461 -9245669
Avg Bars in Trades 205 214 196 205 214 196
Avg Bars in Winners 92 90 94 192 214 170
Avg Bars in Losers 390 389 391 218 214 221
Bars Traded 11936 6224 5712 11936 6224 5712
Profit Streak 0 407.5026 0 0 407.5026 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758713 -289917 -578821 -759281 421716 -581503
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563091200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759723422111,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 200,
            "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": [
        [
            -2562395.2461963776,
            104459.8748082429,
            -2666855.121004621,
            -73891.3371309686,
            7046361.148481803,
            -7120252.485612773
        ],
        [
            -2562.395246,
            104.459875,
            -2666.855121,
            -73.891337,
            7046.361148,
            -7120.252486
        ],
        [
            -1.254434,
            0.051139,
            -1.305573,
            -0.065721,
            0.209219,
            0
        ],
        [
            2947.494553,
            2947.494553,
            2947.494553,
            2947.494553,
            2947.494553,
            2947.494553
        ],
        [
            -2620908,
            -119588,
            -2719246,
            -9399461,
            -1008341,
            -11531538
        ],
        [
            0.234807,
            1.306356,
            0.113329,
            0.994603,
            4.796022,
            0.398319
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            36,
            17,
            19,
            28,
            14,
            14
        ],
        [
            22,
            12,
            10,
            30,
            15,
            15
        ],
        [
            62.068966,
            58.62069,
            65.517241,
            48.275862,
            48.275862,
            48.275862
        ],
        [
            0.143493,
            0.922134,
            0.059647,
            1.065646,
            5.138595,
            0.426771
        ],
        [
            99806,
            99806,
            56440,
            5480728,
            5480728,
            3425074
        ],
        [
            -1657753,
            -77280,
            -1657753,
            -9245669,
            -543461,
            -9245669
        ],
        [
            205,
            214,
            196,
            205,
            214,
            196
        ],
        [
            92,
            90,
            94,
            192,
            214,
            170
        ],
        [
            390,
            389,
            391,
            218,
            214,
            221
        ],
        [
            11936,
            6224,
            5712,
            11936,
            6224,
            5712
        ],
        [
            0,
            407.502571,
            0,
            0,
            407.502571,
            0
        ],
        [
            0,
            2,
            0,
            0,
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            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -758713,
            -289917,
            -578821,
            -759281,
            421716,
            -581503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563091200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759723422111,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 200,
            "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)