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Trade: FTM/USDT/480/LINREG/PWMA/3716

Strategy
FTM/USDT/480/LINREG/PWMA/3716
Pair
FTM_USDT
Interval
8h
Score
435187
Daily Profit
0.308170
Profit Factor
3.649311
Profitability
40.625000
Streak
0.000000
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-25 17:31
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 -2733144.1113 -60096.7906 -2673047.3206 27755.9918 53666806.4987 -53639050.5069
Total P&L (%) -2733.1441 -60.0968 -2673.0473 27.756 53666.8065 -53639.0505
Avg Daily Profit (%) -1.3376 -0.0294 -1.3082 0.012 0.3082 0
Buy And Hold Return (%) 2706.5811 2706.5811 2706.5811 2706.5811 2706.5811 2706.5811
Max Trade Drawdown -2849430 -179477 -2778608 -89801448 -11768350 -91971984
Profit Factor 0.1877 0.8422 0.1041 1.0002 3.6493 0.4455
Total Trades 65 32 33 65 32 33
Winning Trades 39 16 23 29 13 16
Losing Trades 26 16 10 36 19 17
Profitability (%) 60 50 69.697 44.6154 40.625 48.4848
Ratio Avg Win / Avg Loss 0.1251 0.8422 0.0453 1.2417 5.3336 0.4733
Largest Winning Trade 58699 58699 35201 42331929 42331929 21845016
Largest Losing Trade -1406593 -73956 -1406593 -75745026 -8728775 -75745026
Avg Bars in Trades 91 99 83 91 99 83
Avg Bars in Winners 44 52 38 95 126 70
Avg Bars in Losers 161 146 186 87 80 95
Bars Traded 5926 3179 2747 5926 3179 2747
Profit Streak 273.6055 0 274.6055 273.6055 0 274.6055
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -714892 -580810 -577660 -700648 435187 -580803

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": 1564243200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758810716265,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "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": [
        [
            -2733144.1112644197,
            -60096.7906385809,
            -2673047.3206258398,
            27755.991755501,
            53666806.498675905,
            -53639050.5069204
        ],
        [
            -2733.144111,
            -60.096791,
            -2673.047321,
            27.755992,
            53666.806499,
            -53639.050507
        ],
        [
            -1.337593,
            -0.029411,
            -1.308182,
            0.011989,
            0.30817,
            0
        ],
        [
            2706.581059,
            2706.581059,
            2706.581059,
            2706.581059,
            2706.581059,
            2706.581059
        ],
        [
            -2849430,
            -179477,
            -2778608,
            -89801448,
            -11768350,
            -91971984
        ],
        [
            0.187673,
            0.842198,
            0.104132,
            1.000237,
            3.649311,
            0.445495
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            39,
            16,
            23,
            29,
            13,
            16
        ],
        [
            26,
            16,
            10,
            36,
            19,
            17
        ],
        [
            60,
            50,
            69.69697,
            44.615385,
            40.625,
            48.484848
        ],
        [
            0.125116,
            0.842198,
            0.045275,
            1.241674,
            5.333609,
            0.473339
        ],
        [
            58699,
            58699,
            35201,
            42331929,
            42331929,
            21845016
        ],
        [
            -1406593,
            -73956,
            -1406593,
            -75745026,
            -8728775,
            -75745026
        ],
        [
            91,
            99,
            83,
            91,
            99,
            83
        ],
        [
            44,
            52,
            38,
            95,
            126,
            70
        ],
        [
            161,
            146,
            186,
            87,
            80,
            95
        ],
        [
            5926,
            3179,
            2747,
            5926,
            3179,
            2747
        ],
        [
            273.605512,
            0,
            274.605512,
            273.605512,
            0,
            274.605512
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
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            1.45,
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            1.45,
            1.45
        ],
        [
            -714892,
            -580810,
            -577660,
            -700648,
            435187,
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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": 1564243200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758810716265,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "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)