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Trade: FTM/USDT/120/LINREG/KCL/2058

Strategy
FTM/USDT/120/LINREG/KCL/2058
Pair
FTM_USDT
Interval
2h
Score
375613
Daily Profit
0.406873
Profit Factor
1.895610
Profitability
42.424242
Streak
0.000000
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-06 10:34
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 -2706805.0973 104665.5655 -2811470.6627 3759352.2144 167230045.1685 -163470692.9541
Total P&L (%) -2706.8051 104.6656 -2811.4707 3759.3522 167230.0452 -163470.693
Avg Daily Profit (%) -1.4807 0.0573 -1.538 0.2 0.4069 0
Buy And Hold Return (%) 7051.3292 7051.3292 7051.3292 7051.3292 7051.3292 7051.3292
Max Trade Drawdown -2810945 -45653 -2879274 -534260705 -63809619 -678602965
Profit Factor 0.1992 2.0284 0.1424 1.0032 1.8956 0.8336
Total Trades 65 33 32 65 33 32
Winning Trades 40 22 18 28 14 14
Losing Trades 25 11 14 37 19 18
Profitability (%) 61.5385 66.6667 56.25 43.0769 42.4242 43.75
Ratio Avg Win / Avg Loss 0.1245 1.0142 0.1107 1.3257 2.5726 1.0717
Largest Winning Trade 67804 23788 67804 324190734 232347671 324190734
Largest Losing Trade -1416151 -45653 -1416151 -255788157 -63809619 -255788157
Avg Bars in Trades 327 75 588 327 75 588
Avg Bars in Winners 157 64 271 426 98 755
Avg Bars in Losers 600 96 996 252 57 458
Bars Traded 21297 2475 18822 21297 2475 18822
Profit Streak 0 0 0 0 0 428.3993
Trades During Streak 0 0 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -715282 -277361 -580000 -513699 375613 -580989
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580054400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759736097267,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 178,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -2706805.097258654,
            104665.5654823396,
            -2811470.662740992,
            3759352.214418574,
            167230045.16850287,
            -163470692.95408437
        ],
        [
            -2706.805097,
            104.665565,
            -2811.470663,
            3759.352214,
            167230.045169,
            -163470.692954
        ],
        [
            -1.480747,
            0.057257,
            -1.538004,
            0.20004,
            0.406873,
            0
        ],
        [
            7051.329243,
            7051.329243,
            7051.329243,
            7051.329243,
            7051.329243,
            7051.329243
        ],
        [
            -2810945,
            -45653,
            -2879274,
            -534260705,
            -63809619,
            -678602965
        ],
        [
            0.199175,
            2.028405,
            0.142386,
            1.003216,
            1.89561,
            0.833567
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            40,
            22,
            18,
            28,
            14,
            14
        ],
        [
            25,
            11,
            14,
            37,
            19,
            18
        ],
        [
            61.538462,
            66.666667,
            56.25,
            43.076923,
            42.424242,
            43.75
        ],
        [
            0.124485,
            1.014202,
            0.110745,
            1.325678,
            2.572613,
            1.071729
        ],
        [
            67804,
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            67804,
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            232347671,
            324190734
        ],
        [
            -1416151,
            -45653,
            -1416151,
            -255788157,
            -63809619,
            -255788157
        ],
        [
            327,
            75,
            588,
            327,
            75,
            588
        ],
        [
            157,
            64,
            271,
            426,
            98,
            755
        ],
        [
            600,
            96,
            996,
            252,
            57,
            458
        ],
        [
            21297,
            2475,
            18822,
            21297,
            2475,
            18822
        ],
        [
            0,
            0,
            0,
            0,
            0,
            428.399274
        ],
        [
            0,
            0,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
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        ],
        [
            -715282,
            -277361,
            -580000,
            -513699,
            375613,
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        ]
    ]
}
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": 1580054400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759736097267,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 178,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)