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Trade: FTM/USDT/720/HILO/RMA/2163

Strategy
FTM/USDT/720/HILO/RMA/2163
Pair
FTM_USDT
Interval
12h
Score
584068
Daily Profit
0.303527
Profit Factor
3.014112
Profitability
57.575758
Streak
334.502081
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-12 15:03
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1934191.6217 81513.1037 -2015704.7254 -488573.778 48839806.6175 -49328380.3954
Total P&L (%) -1934.1916 81.5131 -2015.7047 -488.5738 48839.8066 -49328.3804
Avg Daily Profit (%) -0.9465 0.0399 -0.9864 0 0.3035 0
Buy And Hold Return (%) 2782.9349 2782.9349 2782.9349 2782.9349 2782.9349 2782.9349
Max Trade Drawdown -1956038 -140674 -2061100 -80211201 -14227693 -72805456
Profit Factor 0.2663 1.2049 0.0995 0.995 3.0141 0.3341
Total Trades 66 33 33 66 33 33
Winning Trades 31 16 15 37 19 18
Losing Trades 35 17 18 29 14 15
Profitability (%) 46.9697 48.4848 45.4545 56.0606 57.5758 54.5455
Ratio Avg Win / Avg Loss 0.3007 1.2802 0.1194 0.7799 2.2209 0.2784
Largest Winning Trade 165800 165800 68887 32164254 32164254 11664834
Largest Losing Trade -1013407 -71115 -1013407 -55066791 -11480954 -55066791
Avg Bars in Trades 60 72 48 60 72 48
Avg Bars in Winners 33 48 18 67 83 50
Avg Bars in Losers 83 94 73 51 57 46
Bars Traded 3987 2389 1598 3987 2389 1598
Profit Streak 0 0 0 334.5021 334.5021 488.5021
Trades During Streak 0 0 0 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -710734 -306510 -582570 -707147 584068 -578859
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1562673600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760270579757,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 58,
            "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": [
        [
            -1934191.6216660067,
            81513.1037431329,
            -2015704.7254091394,
            -488573.7779583808,
            48839806.617451705,
            -49328380.39541006
        ],
        [
            -1934.191622,
            81.513104,
            -2015.704725,
            -488.573778,
            48839.806617,
            -49328.380395
        ],
        [
            -0.946509,
            0.039889,
            -0.986398,
            0,
            0.303527,
            0
        ],
        [
            2782.934872,
            2782.934872,
            2782.934872,
            2782.934872,
            2782.934872,
            2782.934872
        ],
        [
            -1956038,
            -140674,
            -2061100,
            -80211201,
            -14227693,
            -72805456
        ],
        [
            0.266298,
            1.204888,
            0.099475,
            0.995031,
            3.014112,
            0.334121
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            31,
            16,
            15,
            37,
            19,
            18
        ],
        [
            35,
            17,
            18,
            29,
            14,
            15
        ],
        [
            46.969697,
            48.484848,
            45.454545,
            56.060606,
            57.575758,
            54.545455
        ],
        [
            0.300659,
            1.280194,
            0.119371,
            0.779889,
            2.220924,
            0.278434
        ],
        [
            165800,
            165800,
            68887,
            32164254,
            32164254,
            11664834
        ],
        [
            -1013407,
            -71115,
            -1013407,
            -55066791,
            -11480954,
            -55066791
        ],
        [
            60,
            72,
            48,
            60,
            72,
            48
        ],
        [
            33,
            48,
            18,
            67,
            83,
            50
        ],
        [
            83,
            94,
            73,
            51,
            57,
            46
        ],
        [
            3987,
            2389,
            1598,
            3987,
            2389,
            1598
        ],
        [
            0,
            0,
            0,
            334.50208,
            334.502081,
            488.50208
        ],
        [
            0,
            0,
            0,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -710734,
            -306510,
            -582570,
            -707147,
            584068,
            -578859
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1562673600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760270579757,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 58,
            "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)