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Trade: FTM/USDT/360/HMA/WMA/1757

Strategy
FTM/USDT/360/HMA/WMA/1757
Pair
FTM_USDT
Interval
6h
Score
480188
Daily Profit
0.267359
Profit Factor
1.775063
Profitability
62.068966
Streak
478.866553
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-03 11:47
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 -2655948.6688 29385.2009 -2685333.8697 -123796.2578 -23428692.5814 23304896.3236
Total P&L (%) -2655.9487 29.3852 -2685.3339 -123.7963 -23428.6926 23304.8963
Avg Daily Profit (%) -1.2999 0.0144 -1.3142 0 0 0.2674
Buy And Hold Return (%) 2754.6939 2754.6939 2754.6939 2754.6939 2754.6939 2754.6939
Max Trade Drawdown -2710518 -146021 -2753598 -36605371 -26457486 -16123152
Profit Factor 0.2131 1.0791 0.106 0.998 0.2547 1.7751
Total Trades 57 28 29 57 28 29
Winning Trades 29 12 17 29 11 18
Losing Trades 28 16 12 28 17 11
Profitability (%) 50.8772 42.8571 58.6207 50.8772 39.2857 62.069
Ratio Avg Win / Avg Loss 0.2058 1.4388 0.0748 0.9636 0.3936 1.0848
Largest Winning Trade 183276 183276 66956 45429379 2553492 45429379
Largest Losing Trade -1684256 -73656 -1684256 -16548982 -16548982 -14048646
Avg Bars in Trades 138 146 130 138 146 130
Avg Bars in Winners 72 74 70 118 135 108
Avg Bars in Losers 206 199 215 158 153 165
Bars Traded 7870 4094 3775 7870 4094 3775
Profit Streak 0 403.6166 0 323.6166 0 478.8666
Trades During Streak 0 1 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -760164 -496186 -579715 -759576 -606000 480188
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": 1564142400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759481270186,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 104,
            "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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            29385.2009312721,
            -2685333.8697474985,
            -123796.2577914522,
            -23428692.581390154,
            23304896.323598694
        ],
        [
            -2655.948669,
            29.385201,
            -2685.33387,
            -123.796258,
            -23428.692581,
            23304.896324
        ],
        [
            -1.299865,
            0.014382,
            -1.314246,
            0,
            0,
            0.267359
        ],
        [
            2754.693878,
            2754.693878,
            2754.693878,
            2754.693878,
            2754.693878,
            2754.693878
        ],
        [
            -2710518,
            -146021,
            -2753598,
            -36605371,
            -26457486,
            -16123152
        ],
        [
            0.213145,
            1.079088,
            0.106036,
            0.997987,
            0.254681,
            1.775063
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            29,
            12,
            17,
            29,
            11,
            18
        ],
        [
            28,
            16,
            12,
            28,
            17,
            11
        ],
        [
            50.877193,
            42.857143,
            58.62069,
            50.877193,
            39.285714,
            62.068966
        ],
        [
            0.205795,
            1.438784,
            0.074849,
            0.963574,
            0.393597,
            1.084761
        ],
        [
            183276,
            183276,
            66956,
            45429379,
            2553492,
            45429379
        ],
        [
            -1684256,
            -73656,
            -1684256,
            -16548982,
            -16548982,
            -14048646
        ],
        [
            138,
            146,
            130,
            138,
            146,
            130
        ],
        [
            72,
            74,
            70,
            118,
            135,
            108
        ],
        [
            206,
            199,
            215,
            158,
            153,
            165
        ],
        [
            7870,
            4094,
            3775,
            7870,
            4094,
            3775
        ],
        [
            0,
            403.616553,
            0,
            323.616553,
            0,
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        ],
        [
            0,
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            0,
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        ],
        [
            0.8,
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        ],
        [
            -760164,
            -496186,
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            -759576,
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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": 1564142400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759481270186,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 104,
            "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)