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Trade: FTM/USDT/360/LINREG/WMA/8744

Strategy
FTM/USDT/360/LINREG/WMA/8744
Pair
FTM_USDT
Interval
6h
Score
689882
Daily Profit
0.322170
Profit Factor
4.676251
Profitability
58.974359
Streak
405.528811
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-01 03:41
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 -2974460.1051 26169.7481 -3000629.8533 -95355.124 71391571.8268 -71486926.9509
Total P&L (%) -2974.4601 26.1697 -3000.6299 -95.3551 71391.5718 -71486.927
Avg Daily Profit (%) -1.4557 0.0128 -1.4686 -0.1501 0.3222 0
Buy And Hold Return (%) 2956.8182 2956.8182 2956.8182 2956.8182 2956.8182 2956.8182
Max Trade Drawdown -3109236 -202422 -3083575 -107196941 -15559999 -101270305
Profit Factor 0.2095 1.0631 0.1037 0.9992 4.6763 0.3093
Total Trades 78 39 39 78 39 39
Winning Trades 52 24 28 44 23 21
Losing Trades 26 15 11 34 16 18
Profitability (%) 66.6667 61.5385 71.7949 56.4103 58.9744 53.8462
Ratio Avg Win / Avg Loss 0.1048 0.6644 0.0407 0.7721 3.253 0.2651
Largest Winning Trade 50681 50681 28826 40455655 40455655 17564532
Largest Losing Trade -1766893 -73603 -1766893 -91636942 -15559999 -91636942
Avg Bars in Trades 100 109 92 100 109 92
Avg Bars in Winners 44 43 45 98 115 78
Avg Bars in Losers 213 214 211 104 100 108
Bars Traded 7869 4268 3601 7869 4268 3601
Profit Streak 0 405.5288 0 0 405.5288 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -617117 -491473 -577932 -618446 689882 -580258
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": 1564596000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759279289252,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "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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            -3000629.853278556,
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            -71486926.95087439
        ],
        [
            -2974.460105,
            26.169748,
            -3000.629853,
            -95.355124,
            71391.571827,
            -71486.926951
        ],
        [
            -1.455749,
            0.012808,
            -1.468557,
            -0.150109,
            0.32217,
            0
        ],
        [
            2956.818182,
            2956.818182,
            2956.818182,
            2956.818182,
            2956.818182,
            2956.818182
        ],
        [
            -3109236,
            -202422,
            -3083575,
            -107196941,
            -15559999,
            -101270305
        ],
        [
            0.209501,
            1.063064,
            0.103699,
            0.999224,
            4.676251,
            0.309256
        ],
        [
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        ],
        [
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        ],
        [
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            18
        ],
        [
            66.666667,
            61.538462,
            71.794872,
            56.410256,
            58.974359,
            53.846154
        ],
        [
            0.104751,
            0.664415,
            0.040739,
            0.772128,
            3.253044,
            0.265077
        ],
        [
            50681,
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            40455655,
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            17564532
        ],
        [
            -1766893,
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            -1766893,
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        ],
        [
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        ],
        [
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            45,
            98,
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        ],
        [
            213,
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            211,
            104,
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        ],
        [
            7869,
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            3601,
            7869,
            4268,
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        ],
        [
            0,
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            0,
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        ],
        [
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        [
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        ],
        [
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        ]
    ]
}
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": 1564596000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759279289252,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "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)