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Trade: FTM/USDT/720/HMA/SUPERTREND/2945

Strategy
FTM/USDT/720/HMA/SUPERTREND/2945
Pair
FTM_USDT
Interval
12h
Score
489277
Daily Profit
0.301647
Profit Factor
2.189191
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-27 21:29
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 3109064.1663 3041737.6376 67326.5287 32460629.1722 47000770.3024 -14540141.1301
Total P&L (%) 3109.0642 3041.7376 67.3265 32460.6292 47000.7703 -14540.1411
Avg Daily Profit (%) 1.5214 1.4885 0.0329 0.2835 0.3016 0
Buy And Hold Return (%) 4423.9327 4423.9327 4423.9327 4423.9327 4423.9327 4423.9327
Max Trade Drawdown -122182 -76548 -76482 -20025391 -12612934 -23771983
Profit Factor 5.6071 9.9934 1.2 1.3572 2.1892 0.7169
Total Trades 77 39 38 77 39 38
Winning Trades 37 21 16 37 21 16
Losing Trades 40 18 22 40 18 22
Profitability (%) 48.0519 53.8462 42.1053 48.0519 53.8462 42.1053
Ratio Avg Win / Avg Loss 6.0617 8.5657 1.65 1.4672 1.8764 0.9857
Largest Winning Trade 1391986 1391986 69636 16728428 16728428 5736798
Largest Losing Trade -48903 -48903 -45046 -16004553 -12612934 -16004553
Avg Bars in Trades 50 56 43 50 56 43
Avg Bars in Winners 70 72 67 70 72 67
Avg Bars in Losers 31 37 26 31 37 26
Bars Traded 3865 2202 1663 3865 2202 1663
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 -190780 -142966 -317127 -37850 489277 -583835
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": 1568678400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758997772759,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 120,
            "offset": 68
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 63,
            "offset": 0,
            "multiplier": 2.63053
        }
    }
}
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": [
        [
            3109064.166317395,
            3041737.6376194144,
            67326.5286979806,
            32460629.17223359,
            47000770.302380614,
            -14540141.130147023
        ],
        [
            3109.064166,
            3041.737638,
            67.326529,
            32460.629172,
            47000.770302,
            -14540.14113
        ],
        [
            1.521441,
            1.488494,
            0.032947,
            0.283528,
            0.301647,
            0
        ],
        [
            4423.93273,
            4423.93273,
            4423.93273,
            4423.93273,
            4423.93273,
            4423.93273
        ],
        [
            -122182,
            -76548,
            -76482,
            -20025391,
            -12612934,
            -23771983
        ],
        [
            5.607103,
            9.993367,
            1.200007,
            1.357175,
            2.189191,
            0.716888
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            48.051948,
            53.846154,
            42.105263,
            48.051948,
            53.846154,
            42.105263
        ],
        [
            6.061733,
            8.565743,
            1.650009,
            1.467217,
            1.876449,
            0.98572
        ],
        [
            1391986,
            1391986,
            69636,
            16728428,
            16728428,
            5736798
        ],
        [
            -48903,
            -48903,
            -45046,
            -16004553,
            -12612934,
            -16004553
        ],
        [
            50,
            56,
            43,
            50,
            56,
            43
        ],
        [
            70,
            72,
            67,
            70,
            72,
            67
        ],
        [
            31,
            37,
            26,
            31,
            37,
            26
        ],
        [
            3865,
            2202,
            1663,
            3865,
            2202,
            1663
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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        ],
        [
            -190780,
            -142966,
            -317127,
            -37850,
            489277,
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        ]
    ]
}
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": 1568678400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758997772759,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 120,
            "offset": 68
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 63,
            "offset": 0,
            "multiplier": 2.63053
        }
    }
}

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)