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Trade: FTM/USDT/30/SSF/MIDPRICE/3817

Strategy
FTM/USDT/30/SSF/MIDPRICE/3817
Pair
FTM_USDT
Interval
30m
Score
486071
Daily Profit
0.669378
Profit Factor
1.483034
Profitability
51.209677
Streak
266.078299
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-03 22:52
Expiration Time
2025-02-20 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 178262.0759 109753.6013 68508.4745 292422.4991 228288.9441 64133.555
Total P&L (%) 178.2621 109.7536 68.5085 292.4225 228.2889 64.1336
Avg Daily Profit (%) 0.6694 0.4121 0.2573 0.5147 0.4474 0.1862
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48508 -27233 -48012 -186514 -95446 -169595
Profit Factor 1.483 1.7058 1.3208 1.3662 1.714 1.1339
Total Trades 248 124 124 248 124 124
Winning Trades 127 60 67 127 60 67
Losing Trades 121 64 57 121 64 57
Profitability (%) 51.2097 48.3871 54.0323 51.2097 48.3871 54.0323
Ratio Avg Win / Avg Loss 1.413 1.8195 1.1237 1.3016 1.8283 0.9647
Largest Winning Trade 32766 32766 25013 101459 101459 66442
Largest Losing Trade -19034 -8756 -19034 -80647 -26070 -80647
Avg Bars in Trades 50 52 49 50 52 49
Avg Bars in Winners 62 67 57 62 67 57
Avg Bars in Losers 39 38 40 39 38 40
Bars Traded 12625 6465 6160 12625 6465 6160
Profit Streak 266.0783 268.87 0 266.0783 268.87 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 486071 424365 257149 412763 435782 -68853
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713841200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759521165007,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 42,
            "offset": 22
        }
    }
}
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": [
        [
            178262.0758857045,
            109753.601337276,
            68508.4745484284,
            292422.4990555623,
            228288.9440642832,
            64133.5549912791
        ],
        [
            178.262076,
            109.753601,
            68.508475,
            292.422499,
            228.288944,
            64.133555
        ],
        [
            0.669378,
            0.412127,
            0.257251,
            0.514695,
            0.447366,
            0.186238
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48508,
            -27233,
            -48012,
            -186514,
            -95446,
            -169595
        ],
        [
            1.483034,
            1.705755,
            1.320831,
            1.366155,
            1.71402,
            1.133916
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            127,
            60,
            67,
            127,
            60,
            67
        ],
        [
            121,
            64,
            57,
            121,
            64,
            57
        ],
        [
            51.209677,
            48.387097,
            54.032258,
            51.209677,
            48.387097,
            54.032258
        ],
        [
            1.412969,
            1.819472,
            1.123692,
            1.301612,
            1.828288,
            0.964675
        ],
        [
            32766,
            32766,
            25013,
            101459,
            101459,
            66442
        ],
        [
            -19034,
            -8756,
            -19034,
            -80647,
            -26070,
            -80647
        ],
        [
            50,
            52,
            49,
            50,
            52,
            49
        ],
        [
            62,
            67,
            57,
            62,
            67,
            57
        ],
        [
            39,
            38,
            40,
            39,
            38,
            40
        ],
        [
            12625,
            6465,
            6160,
            12625,
            6465,
            6160
        ],
        [
            266.078299,
            268.869965,
            0,
            266.078299,
            268.869965,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            486071,
            424365,
            257149,
            412763,
            435782,
            -68853
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713841200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759521165007,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 42,
            "offset": 22
        }
    }
}

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)