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Trade: FTM/USDT/360/HWMA/ALMA/2797

Strategy
FTM/USDT/360/HWMA/ALMA/2797
Pair
FTM_USDT
Interval
6h
Score
331687
Daily Profit
0.270999
Profit Factor
3.333763
Profitability
35.000000
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-10 08:46
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 -3362501.6316 -93778.8321 -3268722.7994 -178109.9188 25106939.612 -25285049.5308
Total P&L (%) -3362.5016 -93.7788 -3268.7228 -178.1099 25106.9396 -25285.0495
Avg Daily Profit (%) -1.6457 -0.0459 -1.5998 0 0.271 0
Buy And Hold Return (%) 3069.0077 3069.0077 3069.0077 3069.0077 3069.0077 3069.0077
Max Trade Drawdown -3417901 -136871 -3317387 -45639549 -8756958 -41810844
Profit Factor 0.1304 0.735 0.0695 0.9967 3.3338 0.4051
Total Trades 80 40 40 80 40 40
Winning Trades 59 28 31 29 14 15
Losing Trades 21 12 9 51 26 25
Profitability (%) 73.75 70 77.5 36.25 35 37.5
Ratio Avg Win / Avg Loss 0.0464 0.315 0.0202 1.7527 6.1913 0.6751
Largest Winning Trade 21957 21957 21353 31992288 31992288 10563470
Largest Losing Trade -1989455 -83798 -1989455 -30868995 -5705312 -30868995
Avg Bars in Trades 99 106 91 99 106 91
Avg Bars in Winners 28 28 28 149 172 127
Avg Bars in Losers 297 289 307 70 71 69
Bars Traded 7920 4264 3656 7920 4264 3656
Profit Streak 284.4907 412.9907 284.4907 0 0 0
Trades During Streak 2 5 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -600230 -576780 -576596 -607125 331687 -585610
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": 1564963200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760075193561,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.41429,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 221,
            "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": [
        [
            -3362501.631561094,
            -93778.8321291912,
            -3268722.7994319047,
            -178109.9188249877,
            25106939.61201099,
            -25285049.530835964
        ],
        [
            -3362.501632,
            -93.778832,
            -3268.722799,
            -178.109919,
            25106.939612,
            -25285.049531
        ],
        [
            -1.645663,
            -0.045897,
            -1.599766,
            0,
            0.270999,
            0
        ],
        [
            3069.007703,
            3069.007703,
            3069.007703,
            3069.007703,
            3069.007703,
            3069.007703
        ],
        [
            -3417901,
            -136871,
            -3317387,
            -45639549,
            -8756958,
            -41810844
        ],
        [
            0.13039,
            0.734988,
            0.069486,
            0.996656,
            3.333763,
            0.405079
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            59,
            28,
            31,
            29,
            14,
            15
        ],
        [
            21,
            12,
            9,
            51,
            26,
            25
        ],
        [
            73.75,
            70,
            77.5,
            36.25,
            35,
            37.5
        ],
        [
            0.04641,
            0.314995,
            0.020173,
            1.75274,
            6.191273,
            0.675131
        ],
        [
            21957,
            21957,
            21353,
            31992288,
            31992288,
            10563470
        ],
        [
            -1989455,
            -83798,
            -1989455,
            -30868995,
            -5705312,
            -30868995
        ],
        [
            99,
            106,
            91,
            99,
            106,
            91
        ],
        [
            28,
            28,
            28,
            149,
            172,
            127
        ],
        [
            297,
            289,
            307,
            70,
            71,
            69
        ],
        [
            7920,
            4264,
            3656,
            7920,
            4264,
            3656
        ],
        [
            284.490666,
            412.990666,
            284.490666,
            0,
            0,
            0
        ],
        [
            2,
            5,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -600230,
            -576780,
            -576596,
            -607125,
            331687,
            -585610
        ]
    ]
}
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": 1564963200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760075193561,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.41429,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 221,
            "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)