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Trade: FTM/USDT/480/HL2/ALMA/1716

Strategy
FTM/USDT/480/HL2/ALMA/1716
Pair
FTM_USDT
Interval
8h
Score
517633
Daily Profit
0.300350
Profit Factor
2.768593
Profitability
46.808511
Streak
390.776495
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-28 21:38
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3675716.278 -165142.5283 -3510573.7498 -97140.7088 45749631.4397 -45846772.1485
Total P&L (%) -3675.7163 -165.1425 -3510.5738 -97.1407 45749.6314 -45846.7721
Avg Daily Profit (%) -1.7989 -0.0808 -1.7181 -0.1738 0.3004 0
Buy And Hold Return (%) 2905.5866 2905.5866 2905.5866 2905.5866 2905.5866 2905.5866
Max Trade Drawdown -3694168 -187691 -3536661 -82659191 -15174328 -75445082
Profit Factor 0.1117 0.5709 0.0646 0.9991 2.7686 0.4031
Total Trades 94 47 47 94 47 47
Winning Trades 61 30 31 45 22 23
Losing Trades 33 17 16 49 25 24
Profitability (%) 64.8936 63.8298 65.9574 47.8723 46.8085 48.9362
Ratio Avg Win / Avg Loss 0.0604 0.3235 0.0334 1.0879 3.1461 0.4206
Largest Winning Trade 25092 24224 25092 61626274 61626274 18492503
Largest Losing Trade -1758280 -84793 -1758280 -50819166 -10601539 -50819166
Avg Bars in Trades 63 68 58 63 68 58
Avg Bars in Winners 19 18 20 64 82 47
Avg Bars in Losers 143 156 131 61 56 68
Bars Traded 5947 3216 2730 5947 3216 2730
Profit Streak 0 390.7765 0 0 390.7765 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578318 -577544 -578628 -579688 517633 -581110
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564012800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759084689135,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 133,
            "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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            -165142.5282798368,
            -3510573.749767478,
            -97140.7088316847,
            45749631.439677276,
            -45846772.14850894
        ],
        [
            -3675.716278,
            -165.142528,
            -3510.57375,
            -97.140709,
            45749.63144,
            -45846.772149
        ],
        [
            -1.798885,
            -0.08082,
            -1.718065,
            -0.17381,
            0.30035,
            0
        ],
        [
            2905.586592,
            2905.586592,
            2905.586592,
            2905.586592,
            2905.586592,
            2905.586592
        ],
        [
            -3694168,
            -187691,
            -3536661,
            -82659191,
            -15174328,
            -75445082
        ],
        [
            0.111717,
            0.570863,
            0.064639,
            0.999054,
            2.768593,
            0.403106
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            61,
            30,
            31,
            45,
            22,
            23
        ],
        [
            33,
            17,
            16,
            49,
            25,
            24
        ],
        [
            64.893617,
            63.829787,
            65.957447,
            47.87234,
            46.808511,
            48.93617
        ],
        [
            0.060437,
            0.323489,
            0.033362,
            1.087859,
            3.146129,
            0.420632
        ],
        [
            25092,
            24224,
            25092,
            61626274,
            61626274,
            18492503
        ],
        [
            -1758280,
            -84793,
            -1758280,
            -50819166,
            -10601539,
            -50819166
        ],
        [
            63,
            68,
            58,
            63,
            68,
            58
        ],
        [
            19,
            18,
            20,
            64,
            82,
            47
        ],
        [
            143,
            156,
            131,
            61,
            56,
            68
        ],
        [
            5947,
            3216,
            2730,
            5947,
            3216,
            2730
        ],
        [
            0,
            390.776495,
            0,
            0,
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            0
        ],
        [
            0,
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        [
            0.8,
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        ],
        [
            -578318,
            -577544,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564012800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759084689135,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 133,
            "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)