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Trade: FTM/USDT/360/HWMA/ALMA/3028

Strategy
FTM/USDT/360/HWMA/ALMA/3028
Pair
FTM_USDT
Interval
6h
Score
402803
Daily Profit
0.225812
Profit Factor
2.138313
Profitability
60.000000
Streak
410.614997
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-07 11:45
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 -2435485.9477 53491.8426 -2488977.7902 -98014.2132 9935431.033 -10033445.2462
Total P&L (%) -2435.4859 53.4918 -2488.9778 -98.0142 9935.431 -10033.4452
Avg Daily Profit (%) -1.192 0.0262 -1.2181 -0.1916 0.2258 0
Buy And Hold Return (%) 2895.2891 2895.2891 2895.2891 2895.2891 2895.2891 2895.2891
Max Trade Drawdown -2443709 -125891 -2531723 -19574601 -4977959 -19301538
Profit Factor 0.2526 1.1322 0.1279 0.9969 2.1383 0.568
Total Trades 90 45 45 90 45 45
Winning Trades 56 25 31 50 27 23
Losing Trades 34 20 14 40 18 22
Profitability (%) 62.2222 55.5556 68.8889 55.5556 60 51.1111
Ratio Avg Win / Avg Loss 0.1534 0.9058 0.0577 0.7975 1.4255 0.5434
Largest Winning Trade 83557 83557 44747 11466527 11466527 6432485
Largest Losing Trade -1749423 -70827 -1749423 -14547581 -3524716 -14547581
Avg Bars in Trades 88 93 83 88 93 83
Avg Bars in Winners 33 31 34 86 95 76
Avg Bars in Losers 179 171 191 90 90 90
Bars Traded 7968 4217 3751 7968 4217 3751
Profit Streak 0 410.615 0 0 410.615 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578675 -398315 -578263 -579817 402803 -580567
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": 1562738400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759826735713,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.00476
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 22,
            "offset": 96
        }
    }
}
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": [
        [
            -2435485.947650017,
            53491.8425630228,
            -2488977.7902130415,
            -98014.2131943522,
            9935431.033045089,
            -10033445.246239442
        ],
        [
            -2435.485948,
            53.491843,
            -2488.97779,
            -98.014213,
            9935.431033,
            -10033.445246
        ],
        [
            -1.191967,
            0.02618,
            -1.218146,
            -0.191626,
            0.225812,
            0
        ],
        [
            2895.289079,
            2895.289079,
            2895.289079,
            2895.289079,
            2895.289079,
            2895.289079
        ],
        [
            -2443709,
            -125891,
            -2531723,
            -19574601,
            -4977959,
            -19301538
        ],
        [
            0.252577,
            1.132209,
            0.127871,
            0.996933,
            2.138313,
            0.568048
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            56,
            25,
            31,
            50,
            27,
            23
        ],
        [
            34,
            20,
            14,
            40,
            18,
            22
        ],
        [
            62.222222,
            55.555556,
            68.888889,
            55.555556,
            60,
            51.111111
        ],
        [
            0.15335,
            0.905767,
            0.057748,
            0.797546,
            1.425542,
            0.54335
        ],
        [
            83557,
            83557,
            44747,
            11466527,
            11466527,
            6432485
        ],
        [
            -1749423,
            -70827,
            -1749423,
            -14547581,
            -3524716,
            -14547581
        ],
        [
            88,
            93,
            83,
            88,
            93,
            83
        ],
        [
            33,
            31,
            34,
            86,
            95,
            76
        ],
        [
            179,
            171,
            191,
            90,
            90,
            90
        ],
        [
            7968,
            4217,
            3751,
            7968,
            4217,
            3751
        ],
        [
            0,
            410.614997,
            0,
            0,
            410.614997,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578675,
            -398315,
            -578263,
            -579817,
            402803,
            -580567
        ]
    ]
}
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": 1562738400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759826735713,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.00476
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 22,
            "offset": 96
        }
    }
}

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)