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Trade: FTM/USDT/480/BBM/PWMA/5476

Strategy
FTM/USDT/480/BBM/PWMA/5476
Pair
FTM_USDT
Interval
8h
Score
455872
Daily Profit
0.314538
Profit Factor
4.710722
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-30 19:07
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2645547.6719 -55986.9148 -2589560.7571 -163112.0662 61113698.9677 -61276811.0338
Total P&L (%) -2645.5477 -55.9869 -2589.5608 -163.1121 61113.699 -61276.811
Avg Daily Profit (%) -1.2947 -0.0274 -1.2673 0 0.3145 0
Buy And Hold Return (%) 3573.3193 3573.3193 3573.3193 3573.3193 3573.3193 3573.3193
Max Trade Drawdown -2752434 -148663 -2648411 -93723122 -11946444 -81776677
Profit Factor 0.1703 0.8483 0.0815 0.9984 4.7107 0.2826
Total Trades 61 30 31 61 30 31
Winning Trades 36 16 20 26 12 14
Losing Trades 25 14 11 35 18 17
Profitability (%) 59.0164 53.3333 64.5161 42.623 40 45.1613
Ratio Avg Win / Avg Loss 0.1183 0.7423 0.0448 1.344 7.0661 0.3431
Largest Winning Trade 44747 44284 44747 35889589 35889589 9305579
Largest Losing Trade -1120373 -78145 -1120373 -77970882 -9926917 -77970882
Avg Bars in Trades 94 100 89 94 100 89
Avg Bars in Winners 41 44 38 120 142 102
Avg Bars in Losers 171 164 181 75 72 78
Bars Traded 5779 3008 2771 5779 3008 2771
Profit Streak 0 402.3389 0 311.6722 0 319.6722
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -745608 -579034 -578936 -747670 455872 -582112
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565654400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759248478840,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 151,
            "offset": 0,
            "std": 1.26915
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 190,
            "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": [
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            -55986.914817373,
            -2589560.7571011432,
            -163112.0661709417,
            61113698.9676699,
            -61276811.03384085
        ],
        [
            -2645.547672,
            -55.986915,
            -2589.560757,
            -163.112066,
            61113.698968,
            -61276.811034
        ],
        [
            -1.294724,
            -0.0274,
            -1.267324,
            0,
            0.314538,
            0
        ],
        [
            3573.319328,
            3573.319328,
            3573.319328,
            3573.319328,
            3573.319328,
            3573.319328
        ],
        [
            -2752434,
            -148663,
            -2648411,
            -93723122,
            -11946444,
            -81776677
        ],
        [
            0.170299,
            0.848315,
            0.081539,
            0.998399,
            4.710722,
            0.282592
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            36,
            16,
            20,
            26,
            12,
            14
        ],
        [
            25,
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            11,
            35,
            18,
            17
        ],
        [
            59.016393,
            53.333333,
            64.516129,
            42.622951,
            40,
            45.16129
        ],
        [
            0.118263,
            0.742276,
            0.044847,
            1.343999,
            7.066083,
            0.343147
        ],
        [
            44747,
            44284,
            44747,
            35889589,
            35889589,
            9305579
        ],
        [
            -1120373,
            -78145,
            -1120373,
            -77970882,
            -9926917,
            -77970882
        ],
        [
            94,
            100,
            89,
            94,
            100,
            89
        ],
        [
            41,
            44,
            38,
            120,
            142,
            102
        ],
        [
            171,
            164,
            181,
            75,
            72,
            78
        ],
        [
            5779,
            3008,
            2771,
            5779,
            3008,
            2771
        ],
        [
            0,
            402.338875,
            0,
            311.672209,
            0,
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        ],
        [
            0,
            4,
            0,
            1,
            0,
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        ],
        [
            0.8,
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        ],
        [
            -745608,
            -579034,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565654400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759248478840,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 151,
            "offset": 0,
            "std": 1.26915
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 190,
            "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)