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Trade: FTM/USDT/720/HL2/HLC3/8377

Strategy
FTM/USDT/720/HL2/HLC3/8377
Pair
FTM_USDT
Interval
12h
Score
487708
Daily Profit
0.246084
Profit Factor
4.298237
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-10 19:00
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 1396541.8881 1390996.0444 5545.8437 12539427.1833 15079881.4882 -2540454.305
Total P&L (%) 1396.5419 1390.996 5.5458 12539.4272 15079.8815 -2540.4543
Avg Daily Profit (%) 0.6834 0.6807 0.0027 0.2371 0.2461 0
Buy And Hold Return (%) 4471.2418 4471.2418 4471.2418 4471.2418 4471.2418 4471.2418
Max Trade Drawdown -51177 -18844 -161932 -8159103 -3045770 -5113332
Profit Factor 5.5358 21.0928 1.0232 1.9302 4.2982 0.7148
Total Trades 58 29 29 58 29 29
Winning Trades 25 16 9 25 16 9
Losing Trades 33 13 20 33 13 20
Profitability (%) 43.1034 55.1724 31.0345 43.1034 55.1724 31.0345
Ratio Avg Win / Avg Loss 7.3072 17.1379 2.2739 2.5479 3.4923 1.5885
Largest Winning Trade 839184 839184 80502 12826881 12826881 2246569
Largest Losing Trade -36699 -13749 -36699 -2974924 -1557988 -2974924
Avg Bars in Trades 61 62 61 61 62 61
Avg Bars in Winners 118 111 132 118 111 132
Avg Bars in Losers 18 1 30 18 1 30
Bars Traded 3589 1798 1791 3589 1798 1791
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -327602 -144487 -556251 -173446 487708 -585430
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": 1568980800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760112021158,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 203
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            1396541.8880664892,
            1390996.0443975895,
            5545.8436688997,
            12539427.183253327,
            15079881.488206979,
            -2540454.304953654
        ],
        [
            1396.541888,
            1390.996044,
            5.545844,
            12539.427183,
            15079.881488,
            -2540.454305
        ],
        [
            0.683407,
            0.680693,
            0.002714,
            0.2371,
            0.246084,
            0
        ],
        [
            4471.24183,
            4471.24183,
            4471.24183,
            4471.24183,
            4471.24183,
            4471.24183
        ],
        [
            -51177,
            -18844,
            -161932,
            -8159103,
            -3045770,
            -5113332
        ],
        [
            5.535774,
            21.092797,
            1.023237,
            1.930229,
            4.298237,
            0.714807
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            25,
            16,
            9,
            25,
            16,
            9
        ],
        [
            33,
            13,
            20,
            33,
            13,
            20
        ],
        [
            43.103448,
            55.172414,
            31.034483,
            43.103448,
            55.172414,
            31.034483
        ],
        [
            7.307221,
            17.137898,
            2.27386,
            2.547902,
            3.492317,
            1.588459
        ],
        [
            839184,
            839184,
            80502,
            12826881,
            12826881,
            2246569
        ],
        [
            -36699,
            -13749,
            -36699,
            -2974924,
            -1557988,
            -2974924
        ],
        [
            61,
            62,
            61,
            61,
            62,
            61
        ],
        [
            118,
            111,
            132,
            118,
            111,
            132
        ],
        [
            18,
            1,
            30,
            18,
            1,
            30
        ],
        [
            3589,
            1798,
            1791,
            3589,
            1798,
            1791
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
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        ],
        [
            -327602,
            -144487,
            -556251,
            -173446,
            487708,
            -585430
        ]
    ]
}
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": 1568980800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760112021158,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 203
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)