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Trade: FTM/USDT/120/BBL/DCM/9181

Strategy
FTM/USDT/120/BBL/DCM/9181
Pair
FTM_USDT
Interval
2h
Score
371549
Daily Profit
0.310138
Profit Factor
1.513779
Profitability
58.139535
Streak
416.094681
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-10 09:16
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1228363.4804 1346674.7474 -118311.267 2285409.5796 28630431.7829 -26345022.2033
Total P&L (%) 1228.3635 1346.6747 -118.3113 2285.4096 28630.4318 -26345.0222
Avg Daily Profit (%) 0.672 0.7367 -0.0647 0.1737 0.3101 0
Buy And Hold Return (%) 7838.706 7838.706 7838.706 7838.706 7838.706 7838.706
Max Trade Drawdown -235758 -168683 -158617 -70963129 -40090375 -34846866
Profit Factor 2.7258 4.5363 0.6425 1.0232 1.5138 0.385
Total Trades 87 43 44 87 43 44
Winning Trades 47 25 22 47 25 22
Losing Trades 40 18 22 40 18 22
Profitability (%) 54.023 58.1395 50 54.023 58.1395 50
Ratio Avg Win / Avg Loss 2.3198 3.2662 0.6425 0.8708 1.0899 0.385
Largest Winning Trade 424869 424869 22342 27565167 27565167 5994647
Largest Losing Trade -80913 -80913 -36851 -14201877 -13699328 -14201877
Avg Bars in Trades 232 432 36 232 432 36
Avg Bars in Winners 159 266 37 159 266 37
Avg Bars in Losers 318 664 34 318 664 34
Bars Traded 20200 18613 1587 20200 18613 1587
Profit Streak 311.3447 416.0947 311.3447 311.3447 416.0947 311.3447
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146784 -143215 -580131 -352932 371549 -580131
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580400000000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1760076980401,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 2.20785
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 233,
            "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": [
        [
            1228363.48044127,
            1346674.747391682,
            -118311.2669504117,
            2285409.5796366846,
            28630431.78292864,
            -26345022.203291938
        ],
        [
            1228.36348,
            1346.674747,
            -118.311267,
            2285.40958,
            28630.431783,
            -26345.022203
        ],
        [
            0.671971,
            0.736693,
            -0.064722,
            0.173671,
            0.310138,
            0
        ],
        [
            7838.706016,
            7838.706016,
            7838.706016,
            7838.706016,
            7838.706016,
            7838.706016
        ],
        [
            -235758,
            -168683,
            -158617,
            -70963129,
            -40090375,
            -34846866
        ],
        [
            2.725804,
            4.536326,
            0.642511,
            1.023187,
            1.513779,
            0.385003
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            54.022989,
            58.139535,
            50,
            54.022989,
            58.139535,
            50
        ],
        [
            2.319833,
            3.266154,
            0.642511,
            0.870798,
            1.089921,
            0.385003
        ],
        [
            424869,
            424869,
            22342,
            27565167,
            27565167,
            5994647
        ],
        [
            -80913,
            -80913,
            -36851,
            -14201877,
            -13699328,
            -14201877
        ],
        [
            232,
            432,
            36,
            232,
            432,
            36
        ],
        [
            159,
            266,
            37,
            159,
            266,
            37
        ],
        [
            318,
            664,
            34,
            318,
            664,
            34
        ],
        [
            20200,
            18613,
            1587,
            20200,
            18613,
            1587
        ],
        [
            311.34468,
            416.09468,
            311.34468,
            311.344681,
            416.094681,
            311.344681
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146784,
            -143215,
            -580131,
            -352932,
            371549,
            -580131
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580400000000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1760076980401,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 2.20785
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 233,
            "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)