← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FTM/USDT/360/SSF/MIDPRICE/2308

Strategy
FTM/USDT/360/SSF/MIDPRICE/2308
Pair
FTM_USDT
Interval
6h
Score
406375
Daily Profit
0.291266
Profit Factor
2.002351
Profitability
45.161290
Streak
321.656433
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-30 00:45
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2390090.7533 11188.9523 -2401279.7056 110708.3383 37994382.7044 -37883674.3661
Total P&L (%) -2390.0908 11.189 -2401.2797 110.7083 37994.3827 -37883.6744
Avg Daily Profit (%) -1.1698 0.0055 -1.1752 0.0365 0.2913 0
Buy And Hold Return (%) 3061.8445 3061.8445 3061.8445 3061.8445 3061.8445 3061.8445
Max Trade Drawdown -2417978 -127233 -2443227 -78917583 -24001629 -59039620
Profit Factor 0.1913 1.0359 0.0918 1.0011 2.0024 0.4394
Total Trades 63 31 32 63 31 32
Winning Trades 32 15 17 30 14 16
Losing Trades 31 16 15 33 17 16
Profitability (%) 50.7937 48.3871 53.125 47.619 45.1613 50
Ratio Avg Win / Avg Loss 0.1853 1.105 0.081 1.1012 2.4314 0.4394
Largest Winning Trade 78018 78018 60669 54287432 54287432 14229843
Largest Losing Trade -1413911 -81725 -1413911 -42884028 -22999121 -42884028
Avg Bars in Trades 119 123 116 119 123 116
Avg Bars in Winners 73 92 57 119 163 79
Avg Bars in Losers 167 152 182 120 90 152
Bars Traded 7539 3825 3714 7539 3825 3714
Profit Streak 321.6564 321.6564 322.6564 321.6564 321.6564 322.6564
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -730329 -532356 -579438 -679892 406375 -579844
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564660800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759182315807,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 200,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "offset": 183
        }
    }
}
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": [
        [
            -2390090.7532850797,
            11188.9523482224,
            -2401279.705633302,
            110708.3383302395,
            37994382.70438123,
            -37883674.366050966
        ],
        [
            -2390.090753,
            11.188952,
            -2401.279706,
            110.708338,
            37994.382704,
            -37883.674366
        ],
        [
            -1.16975,
            0.005476,
            -1.175226,
            0.036483,
            0.291266,
            0
        ],
        [
            3061.844485,
            3061.844485,
            3061.844485,
            3061.844485,
            3061.844485,
            3061.844485
        ],
        [
            -2417978,
            -127233,
            -2443227,
            -78917583,
            -24001629,
            -59039620
        ],
        [
            0.191292,
            1.035939,
            0.091839,
            1.00105,
            2.002351,
            0.439363
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            32,
            15,
            17,
            30,
            14,
            16
        ],
        [
            31,
            16,
            15,
            33,
            17,
            16
        ],
        [
            50.793651,
            48.387097,
            53.125,
            47.619048,
            45.16129,
            50
        ],
        [
            0.185314,
            1.105002,
            0.081034,
            1.101155,
            2.431426,
            0.439363
        ],
        [
            78018,
            78018,
            60669,
            54287432,
            54287432,
            14229843
        ],
        [
            -1413911,
            -81725,
            -1413911,
            -42884028,
            -22999121,
            -42884028
        ],
        [
            119,
            123,
            116,
            119,
            123,
            116
        ],
        [
            73,
            92,
            57,
            119,
            163,
            79
        ],
        [
            167,
            152,
            182,
            120,
            90,
            152
        ],
        [
            7539,
            3825,
            3714,
            7539,
            3825,
            3714
        ],
        [
            321.656433,
            321.656433,
            322.656433,
            321.656433,
            321.656433,
            322.656433
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -730329,
            -532356,
            -579438,
            -679892,
            406375,
            -579844
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564660800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759182315807,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 200,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "offset": 183
        }
    }
}

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)