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Trade: FTM/USDT/720/BBU/ZLMA/1185

Strategy
FTM/USDT/720/BBU/ZLMA/1185
Pair
FTM_USDT
Interval
12h
Score
447560
Daily Profit
0.434308
Profit Factor
1.727377
Profitability
46.808511
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-07 14:35
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 -3595633.2634 59285.5686 -3654918.8321 -18697799.4262 701437521.9251 -720135321.3513
Total P&L (%) -3595.6333 59.2856 -3654.9188 -18697.7994 701437.5219 -720135.3214
Avg Daily Profit (%) -1.7595 0.029 -1.7886 0 0.4343 0
Buy And Hold Return (%) 6352.0295 6352.0295 6352.0295 6352.0295 6352.0295 6352.0295
Max Trade Drawdown -3647921 -83100 -3702919 -1356718886 -433320560 -1760932079
Profit Factor 0.1805 1.1853 0.1015 0.9939 1.7274 0.6565
Total Trades 94 47 47 94 47 47
Winning Trades 56 27 29 42 22 20
Losing Trades 38 20 18 52 25 27
Profitability (%) 59.5745 57.4468 61.7021 44.6809 46.8085 42.5532
Ratio Avg Win / Avg Loss 0.1225 0.878 0.063 1.2305 1.9629 0.8863
Largest Winning Trade 46469 44570 46469 768855917 701828570 768855917
Largest Losing Trade -1719941 -55165 -1719941 -624235252 -203373351 -624235252
Avg Bars in Trades 37 19 55 37 19 55
Avg Bars in Winners 18 16 19 48 20 78
Avg Bars in Losers 65 23 112 28 18 38
Bars Traded 3522 918 2604 3522 918 2604
Profit Streak 0 429.9833 0 335.4833 0 426.9833
Trades During Streak 0 2 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579286 -335929 -579179 -580342 447560 -582630
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": 1569758400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759836956574,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 180,
            "offset": 0,
            "std": 3.38314
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 222,
            "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": [
        [
            -3595633.2634260682,
            59285.5686252938,
            -3654918.832051362,
            -18697799.426227883,
            701437521.9251008,
            -720135321.3513292
        ],
        [
            -3595.633263,
            59.285569,
            -3654.918832,
            -18697.799426,
            701437.521925,
            -720135.321351
        ],
        [
            -1.759546,
            0.029012,
            -1.788558,
            0,
            0.434308,
            0
        ],
        [
            6352.02952,
            6352.02952,
            6352.02952,
            6352.02952,
            6352.02952,
            6352.02952
        ],
        [
            -3647921,
            -83100,
            -3702919,
            -1356718886,
            -433320560,
            -1760932079
        ],
        [
            0.180482,
            1.185345,
            0.101462,
            0.993892,
            1.727377,
            0.656548
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            56,
            27,
            29,
            42,
            22,
            20
        ],
        [
            38,
            20,
            18,
            52,
            25,
            27
        ],
        [
            59.574468,
            57.446809,
            61.702128,
            44.680851,
            46.808511,
            42.553191
        ],
        [
            0.12247,
            0.878034,
            0.062977,
            1.230533,
            1.962929,
            0.886339
        ],
        [
            46469,
            44570,
            46469,
            768855917,
            701828570,
            768855917
        ],
        [
            -1719941,
            -55165,
            -1719941,
            -624235252,
            -203373351,
            -624235252
        ],
        [
            37,
            19,
            55,
            37,
            19,
            55
        ],
        [
            18,
            16,
            19,
            48,
            20,
            78
        ],
        [
            65,
            23,
            112,
            28,
            18,
            38
        ],
        [
            3522,
            918,
            2604,
            3522,
            918,
            2604
        ],
        [
            0,
            429.983294,
            0,
            335.483294,
            0,
            426.983294
        ],
        [
            0,
            2,
            0,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579286,
            -335929,
            -579179,
            -580342,
            447560,
            -582630
        ]
    ]
}
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": 1569758400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759836956574,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 180,
            "offset": 0,
            "std": 3.38314
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 222,
            "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)