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Trade: FTM/USDT/720/BBM/SSF/3754

Strategy
FTM/USDT/720/BBM/SSF/3754
Pair
FTM_USDT
Interval
12h
Score
422455
Daily Profit
0.217353
Profit Factor
2.432631
Profitability
57.142857
Streak
481.997776
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-09 14:56
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 2244721.0948 2289631.0629 -44909.9681 1928529.8585 8350348.6632 -6421818.8047
Total P&L (%) 2244.7211 2289.6311 -44.91 1928.5299 8350.3487 -6421.8188
Avg Daily Profit (%) 1.0985 1.1204 -0.022 0.1474 0.2174 0
Buy And Hold Return (%) 3066.1385 3066.1385 3066.1385 3066.1385 3066.1385 3066.1385
Max Trade Drawdown -166570 -71606 -156336 -5652234 -3174641 -6534062
Profit Factor 3.8375 7.8748 0.902 1.1139 2.4326 0.4216
Total Trades 70 35 35 70 35 35
Winning Trades 34 20 14 34 20 14
Losing Trades 36 15 21 36 15 21
Profitability (%) 48.5714 57.1429 40 48.5714 57.1429 40
Ratio Avg Win / Avg Loss 4.0633 5.9061 1.3529 1.1794 1.8245 0.6324
Largest Winning Trade 1479829 1479829 82447 4680107 4680107 1671508
Largest Losing Trade -62621 -56437 -62621 -2644811 -1959095 -2644811
Avg Bars in Trades 56 54 58 56 54 58
Avg Bars in Winners 74 70 81 74 70 81
Avg Bars in Losers 39 33 43 39 33 43
Bars Traded 3965 1907 2058 3965 1907 2058
Profit Streak 324.4978 481.9978 0 324.4978 481.9978 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -244156 -141534 -583009 -355613 422455 -584676
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": 1563192000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760011007814,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 70,
            "offset": 0,
            "std": 2.24343
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            2244721.094770649,
            2289631.062854302,
            -44909.9680836534,
            1928529.8585322248,
            8350348.663244724,
            -6421818.804712499
        ],
        [
            2244.721095,
            2289.631063,
            -44.909968,
            1928.529859,
            8350.348663,
            -6421.818805
        ],
        [
            1.098469,
            1.120446,
            -0.021977,
            0.1474,
            0.217353,
            0
        ],
        [
            3066.138524,
            3066.138524,
            3066.138524,
            3066.138524,
            3066.138524,
            3066.138524
        ],
        [
            -166570,
            -71606,
            -156336,
            -5652234,
            -3174641,
            -6534062
        ],
        [
            3.837539,
            7.874766,
            0.90195,
            1.113903,
            2.432631,
            0.421597
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            34,
            20,
            14,
            34,
            20,
            14
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            48.571429,
            57.142857,
            40,
            48.571429,
            57.142857,
            40
        ],
        [
            4.063276,
            5.906074,
            1.352925,
            1.179427,
            1.824473,
            0.632396
        ],
        [
            1479829,
            1479829,
            82447,
            4680107,
            4680107,
            1671508
        ],
        [
            -62621,
            -56437,
            -62621,
            -2644811,
            -1959095,
            -2644811
        ],
        [
            56,
            54,
            58,
            56,
            54,
            58
        ],
        [
            74,
            70,
            81,
            74,
            70,
            81
        ],
        [
            39,
            33,
            43,
            39,
            33,
            43
        ],
        [
            3965,
            1907,
            2058,
            3965,
            1907,
            2058
        ],
        [
            324.497776,
            481.997776,
            0,
            324.497776,
            481.997776,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -244156,
            -141534,
            -583009,
            -355613,
            422455,
            -584676
        ]
    ]
}
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": 1563192000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760011007814,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 70,
            "offset": 0,
            "std": 2.24343
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "offset": 0,
            "poles": 3
        }
    }
}

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)