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Trade: FTM/USDT/30/MIDPRICE/HMA/3579

Strategy
FTM/USDT/30/MIDPRICE/HMA/3579
Pair
FTM_USDT
Interval
30m
Score
351900
Daily Profit
0.502165
Profit Factor
1.495286
Profitability
44.036697
Streak
268.074166
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-01 13:46
Expiration Time
2025-02-20 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 133731.4675 87637.6298 46093.8377 152120.159 144914.586 7205.573
Total P&L (%) 133.7315 87.6376 46.0938 152.1202 144.9146 7.2056
Avg Daily Profit (%) 0.5022 0.3291 0.1731 0.3478 0.3369 0.0261
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46675 -35537 -55763 -114949 -45897 -138852
Profit Factor 1.4953 1.7169 1.3119 1.3291 1.7347 1.0272
Total Trades 109 54 55 109 54 55
Winning Trades 48 21 27 48 21 27
Losing Trades 61 33 28 61 33 28
Profitability (%) 44.0367 38.8889 49.0909 44.0367 38.8889 49.0909
Ratio Avg Win / Avg Loss 1.9003 2.6981 1.3605 1.689 2.726 1.0652
Largest Winning Trade 40662 40662 24813 86580 86580 36507
Largest Losing Trade -15850 -11105 -15850 -41265 -23056 -41265
Avg Bars in Trades 114 115 113 114 115 113
Avg Bars in Winners 169 175 164 169 175 164
Avg Bars in Losers 71 77 63 71 77 63
Bars Traded 12474 6241 6233 12474 6241 6233
Profit Streak 268.0742 0 279.6158 268.0742 0 279.6158
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351900 -173774 -174949 267850 -173673 -695181
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714105800000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759315607976,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 126,
            "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": [
        [
            133731.4675228939,
            87637.6297896787,
            46093.8377332153,
            152120.1589620749,
            144914.5860009996,
            7205.5729610754
        ],
        [
            133.731468,
            87.63763,
            46.093838,
            152.120159,
            144.914586,
            7.205573
        ],
        [
            0.502165,
            0.329081,
            0.173083,
            0.347844,
            0.336918,
            0.02613
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46675,
            -35537,
            -55763,
            -114949,
            -45897,
            -138852
        ],
        [
            1.495286,
            1.716946,
            1.311927,
            1.329073,
            1.734707,
            1.027188
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            44.036697,
            38.888889,
            49.090909,
            44.036697,
            38.888889,
            49.090909
        ],
        [
            1.900259,
            2.698058,
            1.360517,
            1.68903,
            2.725967,
            1.065232
        ],
        [
            40662,
            40662,
            24813,
            86580,
            86580,
            36507
        ],
        [
            -15850,
            -11105,
            -15850,
            -41265,
            -23056,
            -41265
        ],
        [
            114,
            115,
            113,
            114,
            115,
            113
        ],
        [
            169,
            175,
            164,
            169,
            175,
            164
        ],
        [
            71,
            77,
            63,
            71,
            77,
            63
        ],
        [
            12474,
            6241,
            6233,
            12474,
            6241,
            6233
        ],
        [
            268.074166,
            0,
            279.615833,
            268.074166,
            0,
            279.615833
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351900,
            -173774,
            -174949,
            267850,
            -173673,
            -695181
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714105800000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759315607976,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 126,
            "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)