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Trade: FTM/USDT/360/HL2/PWMA/6635

Strategy
FTM/USDT/360/HL2/PWMA/6635
Pair
FTM_USDT
Interval
6h
Score
361731
Daily Profit
0.249492
Profit Factor
2.742035
Profitability
44.578313
Streak
320.765415
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-03 03:22
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 -2861319.0926 -53796.027 -2807523.0656 -125175.3906 16161557.6988 -16286733.0894
Total P&L (%) -2861.3191 -53.796 -2807.5231 -125.1754 16161.5577 -16286.7331
Avg Daily Profit (%) -1.4004 -0.0263 -1.374 0 0.2495 0
Buy And Hold Return (%) 3982.8955 3982.8955 3982.8955 3982.8955 3982.8955 3982.8955
Max Trade Drawdown -2898716 -134139 -2854439 -25789947 -6060814 -22945450
Profit Factor 0.195 0.8647 0.1107 0.9963 2.742 0.3344
Total Trades 167 83 84 167 83 84
Winning Trades 122 58 64 68 37 31
Losing Trades 45 25 20 99 46 53
Profitability (%) 73.0539 69.8795 76.1905 40.7186 44.5783 36.9048
Ratio Avg Win / Avg Loss 0.0719 0.3727 0.0346 1.4505 3.409 0.5717
Largest Winning Trade 24583 24583 23277 14459560 14459560 4222554
Largest Losing Trade -1624906 -79086 -1624906 -14276938 -3067137 -14276938
Avg Bars in Trades 46 48 43 46 48 43
Avg Bars in Winners 15 19 12 66 68 64
Avg Bars in Losers 128 116 144 32 32 31
Bars Traded 7706 4023 3683 7706 4023 3683
Profit Streak 0 0 0 319.5154 320.7654 319.5154
Trades During Streak 0 0 0 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576914 -578255 -577434 -580879 361731 -585612
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": 1565395200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759450931825,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 241,
            "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": [
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            -53796.027014151,
            -2807523.0656198324,
            -125175.3905831601,
            16161557.698814027,
            -16286733.08939721
        ],
        [
            -2861.319093,
            -53.796027,
            -2807.523066,
            -125.175391,
            16161.557699,
            -16286.733089
        ],
        [
            -1.400376,
            -0.026329,
            -1.374048,
            0,
            0.249492,
            0
        ],
        [
            3982.895505,
            3982.895505,
            3982.895505,
            3982.895505,
            3982.895505,
            3982.895505
        ],
        [
            -2898716,
            -134139,
            -2854439,
            -25789947,
            -6060814,
            -22945450
        ],
        [
            0.195039,
            0.864738,
            0.110668,
            0.996291,
            2.742035,
            0.334413
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            122,
            58,
            64,
            68,
            37,
            31
        ],
        [
            45,
            25,
            20,
            99,
            46,
            53
        ],
        [
            73.053892,
            69.879518,
            76.190476,
            40.718563,
            44.578313,
            36.904762
        ],
        [
            0.071941,
            0.372732,
            0.034584,
            1.450482,
            3.409017,
            0.571738
        ],
        [
            24583,
            24583,
            23277,
            14459560,
            14459560,
            4222554
        ],
        [
            -1624906,
            -79086,
            -1624906,
            -14276938,
            -3067137,
            -14276938
        ],
        [
            46,
            48,
            43,
            46,
            48,
            43
        ],
        [
            15,
            19,
            12,
            66,
            68,
            64
        ],
        [
            128,
            116,
            144,
            32,
            32,
            31
        ],
        [
            7706,
            4023,
            3683,
            7706,
            4023,
            3683
        ],
        [
            0,
            0,
            0,
            319.515415,
            320.765415,
            319.515415
        ],
        [
            0,
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            1
        ],
        [
            0.8,
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        ],
        [
            -576914,
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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": 1565395200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759450931825,
    "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": "pwma",
        "factors": {
            "length": 241,
            "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)