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Trade: FTM/USDT/480/HMA/SSF/4519

Strategy
FTM/USDT/480/HMA/SSF/4519
Pair
FTM_USDT
Interval
8h
Score
494709
Daily Profit
0.292780
Profit Factor
1.789931
Profitability
51.428571
Streak
389.225008
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-29 00:24
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 -2665387.8508 -2005.771 -2663382.0797 200576.5731 39196774.6614 -38996198.0883
Total P&L (%) -2665.3879 -2.0058 -2663.3821 200.5766 39196.7747 -38996.1981
Avg Daily Profit (%) -1.3044 -0.001 -1.3035 0.0539 0.2928 0
Buy And Hold Return (%) 2959.4926 2959.4926 2959.4926 2959.4926 2959.4926 2959.4926
Max Trade Drawdown -2755008 -134246 -2745451 -88239241 -25836605 -77984057
Profit Factor 0.2301 0.9954 0.1187 1.0015 1.7899 0.5334
Total Trades 70 35 35 70 35 35
Winning Trades 41 19 22 35 18 17
Losing Trades 29 16 13 35 17 18
Profitability (%) 58.5714 54.2857 62.8571 50 51.4286 48.5714
Ratio Avg Win / Avg Loss 0.1627 0.8383 0.0701 1.0015 1.6905 0.5648
Largest Winning Trade 57030 57030 43082 35386208 35386208 24758295
Largest Losing Trade -1065803 -69213 -1065803 -36822529 -18747307 -36822529
Avg Bars in Trades 84 88 81 84 88 81
Avg Bars in Winners 46 48 44 75 82 68
Avg Bars in Losers 139 136 143 94 95 93
Bars Traded 5943 3100 2843 5943 3100 2843
Profit Streak 337.5583 389.225 337.5583 337.5583 389.225 337.5583
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -676762 -578891 -577776 -602995 494709 -579999
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": 1564473600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759094640689,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 64,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -2665387.850778722,
            -2005.7710294725,
            -2663382.079749249,
            200576.5730529851,
            39196774.66138856,
            -38996198.08833558
        ],
        [
            -2665.387851,
            -2.005771,
            -2663.38208,
            200.576573,
            39196.774661,
            -38996.198088
        ],
        [
            -1.304433,
            -0.000982,
            -1.303452,
            0.053874,
            0.29278,
            0
        ],
        [
            2959.492563,
            2959.492563,
            2959.492563,
            2959.492563,
            2959.492563,
            2959.492563
        ],
        [
            -2755008,
            -134246,
            -2745451,
            -88239241,
            -25836605,
            -77984057
        ],
        [
            0.230075,
            0.99544,
            0.118668,
            1.001506,
            1.789931,
            0.533393
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            41,
            19,
            22,
            35,
            18,
            17
        ],
        [
            29,
            16,
            13,
            35,
            17,
            18
        ],
        [
            58.571429,
            54.285714,
            62.857143,
            50,
            51.428571,
            48.571429
        ],
        [
            0.162736,
            0.838265,
            0.070122,
            1.001506,
            1.690491,
            0.564769
        ],
        [
            57030,
            57030,
            43082,
            35386208,
            35386208,
            24758295
        ],
        [
            -1065803,
            -69213,
            -1065803,
            -36822529,
            -18747307,
            -36822529
        ],
        [
            84,
            88,
            81,
            84,
            88,
            81
        ],
        [
            46,
            48,
            44,
            75,
            82,
            68
        ],
        [
            139,
            136,
            143,
            94,
            95,
            93
        ],
        [
            5943,
            3100,
            2843,
            5943,
            3100,
            2843
        ],
        [
            337.558341,
            389.225008,
            337.558341,
            337.558341,
            389.225008,
            337.558341
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -676762,
            -578891,
            -577776,
            -602995,
            494709,
            -579999
        ]
    ]
}
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": 1564473600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759094640689,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 64,
            "offset": 0,
            "poles": 3
        }
    }
}

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)