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Trade: FTM/USDT/360/BBU/SMA/5964

Strategy
FTM/USDT/360/BBU/SMA/5964
Pair
FTM_USDT
Interval
6h
Score
357274
Daily Profit
0.295478
Profit Factor
2.432910
Profitability
39.393939
Streak
500.818115
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-29 22:38
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 -3331238.0989 -84229.0393 -3247009.0597 -340631.1574 41406972.1008 -41747603.2582
Total P&L (%) -3331.2381 -84.229 -3247.0091 -340.6312 41406.9721 -41747.6033
Avg Daily Profit (%) -1.6304 -0.0412 -1.5891 0 0.2955 0
Buy And Hold Return (%) 3581.0526 3581.0526 3581.0526 3581.0526 3581.0526 3581.0526
Max Trade Drawdown -3404596 -133344 -3324792 -63500767 -14152921 -72084026
Profit Factor 0.1408 0.7608 0.0789 0.9968 2.4329 0.4633
Total Trades 66 33 33 66 33 33
Winning Trades 40 19 21 26 13 13
Losing Trades 26 14 12 40 20 20
Profitability (%) 60.6061 57.5758 63.6364 39.3939 39.3939 39.3939
Ratio Avg Win / Avg Loss 0.0915 0.5606 0.0451 1.5335 3.7429 0.7128
Largest Winning Trade 60746 60746 39032 34139852 34139852 13946176
Largest Losing Trade -1989748 -71702 -1989748 -56517823 -14152921 -56517823
Avg Bars in Trades 119 93 145 119 93 145
Avg Bars in Winners 65 58 72 166 145 186
Avg Bars in Losers 201 140 273 89 59 119
Bars Traded 7878 3075 4803 7878 3075 4803
Profit Streak 0 0 0 472.3181 500.8181 472.3181
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -707902 -579820 -579035 -709941 357274 -584342
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": 1565568000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759174685168,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 162,
            "offset": 91,
            "std": 2.25593
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 249,
            "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": [
        [
            -3331238.098938609,
            -84229.0392648653,
            -3247009.059673745,
            -340631.1574291999,
            41406972.100789145,
            -41747603.258218355
        ],
        [
            -3331.238099,
            -84.229039,
            -3247.00906,
            -340.631157,
            41406.972101,
            -41747.603258
        ],
        [
            -1.630362,
            -0.041223,
            -1.589139,
            0,
            0.295478,
            0
        ],
        [
            3581.052632,
            3581.052632,
            3581.052632,
            3581.052632,
            3581.052632,
            3581.052632
        ],
        [
            -3404596,
            -133344,
            -3324792,
            -63500767,
            -14152921,
            -72084026
        ],
        [
            0.140832,
            0.760775,
            0.078913,
            0.996807,
            2.43291,
            0.463299
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            40,
            19,
            21,
            26,
            13,
            13
        ],
        [
            26,
            14,
            12,
            40,
            20,
            20
        ],
        [
            60.606061,
            57.575758,
            63.636364,
            39.393939,
            39.393939,
            39.393939
        ],
        [
            0.091541,
            0.560571,
            0.045093,
            1.533549,
            3.742939,
            0.712767
        ],
        [
            60746,
            60746,
            39032,
            34139852,
            34139852,
            13946176
        ],
        [
            -1989748,
            -71702,
            -1989748,
            -56517823,
            -14152921,
            -56517823
        ],
        [
            119,
            93,
            145,
            119,
            93,
            145
        ],
        [
            65,
            58,
            72,
            166,
            145,
            186
        ],
        [
            201,
            140,
            273,
            89,
            59,
            119
        ],
        [
            7878,
            3075,
            4803,
            7878,
            3075,
            4803
        ],
        [
            0,
            0,
            0,
            472.318115,
            500.818115,
            472.318115
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -707902,
            -579820,
            -579035,
            -709941,
            357274,
            -584342
        ]
    ]
}
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": 1565568000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759174685168,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 162,
            "offset": 91,
            "std": 2.25593
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 249,
            "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)