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Trade: FTM/USDT/60/LINREG/ZLMA/5762

Strategy
FTM/USDT/60/LINREG/ZLMA/5762
Pair
FTM_USDT
Interval
1h
Score
309457
Daily Profit
0.273495
Profit Factor
1.747806
Profitability
47.715736
Streak
279.454440
Best Strategy
Training Data Length
787.080000
Evaluation Time
2025-10-06 22:54
Expiration Time
2025-03-10 20:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347722.2104 310929.8607 36792.3497 804540.9505 758217.2418 46323.7087
Total P&L (%) 347.7222 310.9299 36.7924 804.541 758.2172 46.3237
Avg Daily Profit (%) 0.4418 0.395 0.0467 0.2802 0.2735 0.0484
Buy And Hold Return (%) 310.446 310.446 310.446 310.446 310.446 310.446
Max Trade Drawdown -56628 -42792 -78953 -317934 -107448 -399896
Profit Factor 1.374 1.7757 1.0696 1.3171 1.7478 1.0304
Total Trades 393 197 196 393 197 196
Winning Trades 179 94 85 179 94 85
Losing Trades 214 103 111 214 103 111
Profitability (%) 45.5471 47.7157 43.3673 45.5471 47.7157 43.3673
Ratio Avg Win / Avg Loss 1.6427 1.9458 1.3967 1.5746 1.9151 1.3456
Largest Winning Trade 36628 36628 29794 233038 233038 162557
Largest Losing Trade -21831 -14309 -21831 -168415 -107448 -168415
Avg Bars in Trades 47 48 47 47 48 47
Avg Bars in Winners 60 58 61 60 58 61
Avg Bars in Losers 37 39 35 37 39 35
Bars Traded 18757 9543 9214 18757 9543 9214
Profit Streak 278.1628 279.4544 278.1628 278.1628 279.4544 278.1628
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115414 -152080 -441779 295940 309457 -482679
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 18890,
    "evaluation_days": 787.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669078800000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759780463659,
    "expiration_time": 1741629888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "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": [
        [
            347722.2104233971,
            310929.8607479572,
            36792.34967544,
            804540.9505475,
            758217.2418190393,
            46323.7087284606
        ],
        [
            347.72221,
            310.929861,
            36.79235,
            804.540951,
            758.217242,
            46.323709
        ],
        [
            0.441788,
            0.395042,
            0.046745,
            0.280193,
            0.273495,
            0.048374
        ],
        [
            310.446009,
            310.446009,
            310.446009,
            310.446009,
            310.446009,
            310.446009
        ],
        [
            -56628,
            -42792,
            -78953,
            -317934,
            -107448,
            -399896
        ],
        [
            1.374022,
            1.775745,
            1.069568,
            1.317106,
            1.747806,
            1.030412
        ],
        [
            393,
            197,
            196,
            393,
            197,
            196
        ],
        [
            179,
            94,
            85,
            179,
            94,
            85
        ],
        [
            214,
            103,
            111,
            214,
            103,
            111
        ],
        [
            45.547074,
            47.715736,
            43.367347,
            45.547074,
            47.715736,
            43.367347
        ],
        [
            1.642685,
            1.945763,
            1.39673,
            1.574641,
            1.915149,
            1.345597
        ],
        [
            36628,
            36628,
            29794,
            233038,
            233038,
            162557
        ],
        [
            -21831,
            -14309,
            -21831,
            -168415,
            -107448,
            -168415
        ],
        [
            47,
            48,
            47,
            47,
            48,
            47
        ],
        [
            60,
            58,
            61,
            60,
            58,
            61
        ],
        [
            37,
            39,
            35,
            37,
            39,
            35
        ],
        [
            18757,
            9543,
            9214,
            18757,
            9543,
            9214
        ],
        [
            278.162774,
            279.45444,
            278.162774,
            278.162774,
            279.45444,
            278.162774
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115414,
            -152080,
            -441779,
            295940,
            309457,
            -482679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 18890,
    "evaluation_days": 787.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669078800000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759780463659,
    "expiration_time": 1741629888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "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)