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Trade: FTM/USDT/360/HMA/ALMA/4121

Strategy
FTM/USDT/360/HMA/ALMA/4121
Pair
FTM_USDT
Interval
6h
Score
370316
Daily Profit
0.284252
Profit Factor
2.728925
Profitability
40.625000
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-10 03:54
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 -3498249.9198 -105029.6183 -3393220.3015 -128623.2664 32921612.4833 -33050235.7497
Total P&L (%) -3498.2499 -105.0296 -3393.2203 -128.6233 32921.6125 -33050.2358
Avg Daily Profit (%) -1.7121 -0.0514 -1.6607 0 0.2843 0
Buy And Hold Return (%) 2885.0619 2885.0619 2885.0619 2885.0619 2885.0619 2885.0619
Max Trade Drawdown -3592450 -149981 -3458401 -67851226 -15970907 -57820447
Profit Factor 0.1234 0.6984 0.0684 0.9983 2.7289 0.4339
Total Trades 64 32 32 64 32 32
Winning Trades 47 23 24 27 13 14
Losing Trades 17 9 8 37 19 18
Profitability (%) 73.4375 71.875 75 42.1875 40.625 43.75
Ratio Avg Win / Avg Loss 0.0446 0.2733 0.0228 1.3681 3.9884 0.5578
Largest Winning Trade 35849 35849 21695 48046830 48046830 15794863
Largest Losing Trade -2042036 -84073 -2042036 -43805889 -6637647 -43805889
Avg Bars in Trades 123 134 112 123 134 112
Avg Bars in Winners 44 50 39 161 193 131
Avg Bars in Losers 341 347 334 96 93 98
Bars Traded 7902 4289 3613 7902 4289 3613
Profit Streak 0 412.788 0 321.788 0 323.288
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -721239 -576616 -577569 -725339 370316 -582653
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": 1564725600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760057684646,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 210,
            "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": [
        [
            -3498249.919822087,
            -105029.6182849506,
            -3393220.3015371365,
            -128623.2664349215,
            32921612.483259078,
            -33050235.749694005
        ],
        [
            -3498.24992,
            -105.029618,
            -3393.220302,
            -128.623266,
            32921.612483,
            -33050.23575
        ],
        [
            -1.712101,
            -0.051403,
            -1.660698,
            0,
            0.284252,
            0
        ],
        [
            2885.061886,
            2885.061886,
            2885.061886,
            2885.061886,
            2885.061886,
            2885.061886
        ],
        [
            -3592450,
            -149981,
            -3458401,
            -67851226,
            -15970907,
            -57820447
        ],
        [
            0.123366,
            0.698385,
            0.068392,
            0.998339,
            2.728925,
            0.433853
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            47,
            23,
            24,
            27,
            13,
            14
        ],
        [
            17,
            9,
            8,
            37,
            19,
            18
        ],
        [
            73.4375,
            71.875,
            75,
            42.1875,
            40.625,
            43.75
        ],
        [
            0.044622,
            0.273281,
            0.022797,
            1.368094,
            3.988428,
            0.557812
        ],
        [
            35849,
            35849,
            21695,
            48046830,
            48046830,
            15794863
        ],
        [
            -2042036,
            -84073,
            -2042036,
            -43805889,
            -6637647,
            -43805889
        ],
        [
            123,
            134,
            112,
            123,
            134,
            112
        ],
        [
            44,
            50,
            39,
            161,
            193,
            131
        ],
        [
            341,
            347,
            334,
            96,
            93,
            98
        ],
        [
            7902,
            4289,
            3613,
            7902,
            4289,
            3613
        ],
        [
            0,
            412.788017,
            0,
            321.788017,
            0,
            323.288017
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -721239,
            -576616,
            -577569,
            -725339,
            370316,
            -582653
        ]
    ]
}
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": 1564725600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760057684646,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 210,
            "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)