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Trade: FTM/USDT/720/HMA/PWMA/8848

Strategy
FTM/USDT/720/HMA/PWMA/8848
Pair
FTM_USDT
Interval
12h
Score
480277
Daily Profit
0.328256
Profit Factor
2.219760
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 22:11
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 -3741471.9874 -108555.8521 -3632916.1353 -531688.9477 80890615.7836 -81422304.7313
Total P&L (%) -3741.472 -108.5559 -3632.9161 -531.6889 80890.6158 -81422.3047
Avg Daily Profit (%) -1.8309 -0.0531 -1.7778 0 0.3283 0
Buy And Hold Return (%) 4351.9414 4351.9414 4351.9414 4351.9414 4351.9414 4351.9414
Max Trade Drawdown -3861566 -170297 -3695317 -168907224 -49403490 -138160468
Profit Factor 0.1212 0.6991 0.0677 0.9975 2.2198 0.4424
Total Trades 69 34 35 69 34 35
Winning Trades 48 22 26 32 17 15
Losing Trades 21 12 9 37 17 20
Profitability (%) 69.5652 64.7059 74.2857 46.3768 50 42.8571
Ratio Avg Win / Avg Loss 0.053 0.3813 0.0234 1.1534 2.2198 0.5898
Largest Winning Trade 33441 33441 23496 65404712 65404712 31699778
Largest Losing Trade -2028585 -70484 -2028585 -81886008 -19788184 -81886008
Avg Bars in Trades 54 56 52 54 56 52
Avg Bars in Winners 22 24 21 68 76 58
Avg Bars in Losers 127 116 143 42 36 47
Bars Traded 3764 1931 1833 3764 1931 1833
Profit Streak 336.7999 390.2999 336.7999 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 -682877 -577925 -576673 -686797 480277 -583565
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": 1566691200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759518707784,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 151,
            "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": [
        [
            -3741471.987398834,
            -108555.8521421613,
            -3632916.1352566727,
            -531688.9476817716,
            80890615.78358692,
            -81422304.73126864
        ],
        [
            -3741.471987,
            -108.555852,
            -3632.916135,
            -531.688948,
            80890.615784,
            -81422.304731
        ],
        [
            -1.830914,
            -0.053123,
            -1.777791,
            0,
            0.328256,
            0
        ],
        [
            4351.941439,
            4351.941439,
            4351.941439,
            4351.941439,
            4351.941439,
            4351.941439
        ],
        [
            -3861566,
            -170297,
            -3695317,
            -168907224,
            -49403490,
            -138160468
        ],
        [
            0.121184,
            0.699057,
            0.067689,
            0.997496,
            2.21976,
            0.442386
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            48,
            22,
            26,
            32,
            17,
            15
        ],
        [
            21,
            12,
            9,
            37,
            17,
            20
        ],
        [
            69.565217,
            64.705882,
            74.285714,
            46.376812,
            50,
            42.857143
        ],
        [
            0.053018,
            0.381304,
            0.023431,
            1.153355,
            2.21976,
            0.589848
        ],
        [
            33441,
            33441,
            23496,
            65404712,
            65404712,
            31699778
        ],
        [
            -2028585,
            -70484,
            -2028585,
            -81886008,
            -19788184,
            -81886008
        ],
        [
            54,
            56,
            52,
            54,
            56,
            52
        ],
        [
            22,
            24,
            21,
            68,
            76,
            58
        ],
        [
            127,
            116,
            143,
            42,
            36,
            47
        ],
        [
            3764,
            1931,
            1833,
            3764,
            1931,
            1833
        ],
        [
            336.799859,
            390.299859,
            336.799859,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -682877,
            -577925,
            -576673,
            -686797,
            480277,
            -583565
        ]
    ]
}
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": 1566691200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759518707784,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 151,
            "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)