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Trade: FTM/USDT/720/LINREG/BBM/2609

Strategy
FTM/USDT/720/LINREG/BBM/2609
Pair
FTM_USDT
Interval
12h
Score
541437
Daily Profit
0.247591
Profit Factor
2.655297
Profitability
67.441860
Streak
410.256380
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-06 09:09
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2841658.6593 -53882.1751 -2787776.4842 -99707.0519 15553437.7131 -15653144.7649
Total P&L (%) -2841.6587 -53.8822 -2787.7765 -99.7071 15553.4377 -15653.1448
Avg Daily Profit (%) -1.3906 -0.0264 -1.3642 -0.285 0.2476 0
Buy And Hold Return (%) 2864.8156 2864.8156 2864.8156 2864.8156 2864.8156 2864.8156
Max Trade Drawdown -2915023 -125446 -2836373 -27431268 -8203484 -24048929
Profit Factor 0.1731 0.8436 0.0984 0.997 2.6553 0.3584
Total Trades 87 43 44 87 43 44
Winning Trades 64 32 32 52 29 23
Losing Trades 23 11 12 35 14 21
Profitability (%) 73.5632 74.4186 72.7273 59.7701 67.4419 52.2727
Ratio Avg Win / Avg Loss 0.0622 0.29 0.0369 0.6711 1.2819 0.3272
Largest Winning Trade 22356 21488 22356 17590599 17590599 6642029
Largest Losing Trade -1526809 -76169 -1526809 -11757296 -3856445 -11757296
Avg Bars in Trades 43 45 40 43 45 40
Avg Bars in Winners 16 16 16 30 35 24
Avg Bars in Losers 117 131 105 62 67 58
Bars Traded 3755 1959 1797 3755 1959 1797
Profit Streak 286.2564 410.2564 286.2564 286.2564 410.2564 286.2564
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576244 -576184 -577185 -578310 541437 -579836
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564444800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759730951199,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 3.51072
        }
    }
}
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": [
        [
            -2841658.659323613,
            -53882.1751140124,
            -2787776.4842096013,
            -99707.0518666896,
            15553437.713067433,
            -15653144.764934126
        ],
        [
            -2841.658659,
            -53.882175,
            -2787.776484,
            -99.707052,
            15553.437713,
            -15653.144765
        ],
        [
            -1.390584,
            -0.026368,
            -1.364217,
            -0.285031,
            0.247591,
            0
        ],
        [
            2864.8156,
            2864.8156,
            2864.8156,
            2864.8156,
            2864.8156,
            2864.8156
        ],
        [
            -2915023,
            -125446,
            -2836373,
            -27431268,
            -8203484,
            -24048929
        ],
        [
            0.173125,
            0.843617,
            0.098411,
            0.997049,
            2.655297,
            0.358369
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            64,
            32,
            32,
            52,
            29,
            23
        ],
        [
            23,
            11,
            12,
            35,
            14,
            21
        ],
        [
            73.563218,
            74.418605,
            72.727273,
            59.770115,
            67.44186,
            52.272727
        ],
        [
            0.062217,
            0.289993,
            0.036904,
            0.671091,
            1.281867,
            0.327207
        ],
        [
            22356,
            21488,
            22356,
            17590599,
            17590599,
            6642029
        ],
        [
            -1526809,
            -76169,
            -1526809,
            -11757296,
            -3856445,
            -11757296
        ],
        [
            43,
            45,
            40,
            43,
            45,
            40
        ],
        [
            16,
            16,
            16,
            30,
            35,
            24
        ],
        [
            117,
            131,
            105,
            62,
            67,
            58
        ],
        [
            3755,
            1959,
            1797,
            3755,
            1959,
            1797
        ],
        [
            286.25638,
            410.25638,
            286.25638,
            286.25638,
            410.25638,
            286.25638
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576244,
            -576184,
            -577185,
            -578310,
            541437,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564444800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759730951199,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 3.51072
        }
    }
}

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)