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Trade: FTM/USDT/720/HLC3/PWMA/5416

Strategy
FTM/USDT/720/HLC3/PWMA/5416
Pair
FTM_USDT
Interval
12h
Score
461458
Daily Profit
0.362681
Profit Factor
2.908120
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-05 07:24
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 -2857808.7037 67282.6187 -2925091.3224 -7933394.2915 163169022.5893 -171102416.8808
Total P&L (%) -2857.8087 67.2826 -2925.0913 -7933.3943 163169.0226 -171102.4169
Avg Daily Profit (%) -1.3985 0.0329 -1.4314 0 0.3627 0
Buy And Hold Return (%) 4400.6435 4400.6435 4400.6435 4400.6435 4400.6435 4400.6435
Max Trade Drawdown -2980496 -82279 -2990664 -278306028 -55203267 -250509045
Profit Factor 0.1811 1.2574 0.094 0.9774 2.9081 0.3561
Total Trades 73 36 37 73 36 37
Winning Trades 56 28 28 34 16 18
Losing Trades 17 8 9 39 20 19
Profitability (%) 76.7123 77.7778 75.6757 46.5753 44.4444 48.6486
Ratio Avg Win / Avg Loss 0.055 0.3593 0.0302 1.1212 3.6352 0.3759
Largest Winning Trade 39295 39295 33878 206933475 206933475 44044124
Largest Losing Trade -1936475 -82191 -1936475 -161328718 -51744008 -161328718
Avg Bars in Trades 51 53 49 51 53 49
Avg Bars in Winners 18 19 18 62 76 50
Avg Bars in Losers 160 172 149 41 34 49
Bars Traded 3761 1912 1849 3761 1912 1849
Profit Streak 318.1835 388.1835 318.1835 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -651948 -311964 -576477 -656720 461458 -581298
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": 1568937600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759638257536,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 203,
            "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": [
        [
            -2857808.7037203033,
            67282.6186514013,
            -2925091.322371704,
            -7933394.291541118,
            163169022.58929688,
            -171102416.880838
        ],
        [
            -2857.808704,
            67.282619,
            -2925.091322,
            -7933.394292,
            163169.022589,
            -171102.416881
        ],
        [
            -1.398487,
            0.032925,
            -1.431412,
            0,
            0.362681,
            0
        ],
        [
            4400.643501,
            4400.643501,
            4400.643501,
            4400.643501,
            4400.643501,
            4400.643501
        ],
        [
            -2980496,
            -82279,
            -2990664,
            -278306028,
            -55203267,
            -250509045
        ],
        [
            0.181134,
            1.25743,
            0.094006,
            0.977413,
            2.90812,
            0.356086
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            56,
            28,
            28,
            34,
            16,
            18
        ],
        [
            17,
            8,
            9,
            39,
            20,
            19
        ],
        [
            76.712329,
            77.777778,
            75.675676,
            46.575342,
            44.444444,
            48.648649
        ],
        [
            0.054987,
            0.359266,
            0.030216,
            1.12115,
            3.63515,
            0.375869
        ],
        [
            39295,
            39295,
            33878,
            206933475,
            206933475,
            44044124
        ],
        [
            -1936475,
            -82191,
            -1936475,
            -161328718,
            -51744008,
            -161328718
        ],
        [
            51,
            53,
            49,
            51,
            53,
            49
        ],
        [
            18,
            19,
            18,
            62,
            76,
            50
        ],
        [
            160,
            172,
            149,
            41,
            34,
            49
        ],
        [
            3761,
            1912,
            1849,
            3761,
            1912,
            1849
        ],
        [
            318.183536,
            388.183536,
            318.183536,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -651948,
            -311964,
            -576477,
            -656720,
            461458,
            -581298
        ]
    ]
}
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": 1568937600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759638257536,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 203,
            "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)