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Trade: FTM/USDT/720/MIDPOINT/MIDPRICE/4152

Strategy
FTM/USDT/720/MIDPOINT/MIDPRICE/4152
Pair
FTM_USDT
Interval
12h
Score
670753
Daily Profit
0.340506
Profit Factor
4.587262
Profitability
54.545455
Streak
483.299842
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 22:11
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 2542447.8522 2404515.4962 137932.356 132899550.8351 103843128.8189 29056422.0162
Total P&L (%) 2542.4479 2404.5155 137.9324 132899.5508 103843.1288 29056.422
Avg Daily Profit (%) 1.2442 1.1767 0.0675 0.3526 0.3405 0.2781
Buy And Hold Return (%) 3189.746 3189.746 3189.746 3189.746 3189.746 3189.746
Max Trade Drawdown -119785 -72804 -69548 -30812141 -9551225 -30812141
Profit Factor 5.9054 10.4135 1.5247 2.6637 4.5873 1.5705
Total Trades 65 33 32 65 33 32
Winning Trades 35 18 17 35 18 17
Losing Trades 30 15 15 30 15 15
Profitability (%) 53.8462 54.5455 53.125 53.8462 54.5455 53.125
Ratio Avg Win / Avg Loss 5.0617 8.6779 1.3453 2.2831 3.8227 1.3857
Largest Winning Trade 1414722 1414722 71890 43556107 43556107 24141230
Largest Losing Trade -56565 -56565 -44560 -30812141 -7434974 -30812141
Avg Bars in Trades 59 54 64 59 54 64
Avg Bars in Winners 81 69 93 81 69 93
Avg Bars in Losers 34 36 32 34 36 32
Bars Traded 3878 1812 2066 3878 1812 2066
Profit Streak 327.2998 483.2998 327.2998 327.2998 483.2998 327.2998
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -277923 -141855 -266169 -119733 670753 410467
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": 1563235200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759518706312,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "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": [
        [
            2542447.8522079317,
            2404515.4961586026,
            137932.3560493286,
            132899550.83510786,
            103843128.81886798,
            29056422.016239874
        ],
        [
            2542.447852,
            2404.515496,
            137.932356,
            132899.550835,
            103843.128819,
            29056.422016
        ],
        [
            1.244163,
            1.176665,
            0.067498,
            0.352611,
            0.340506,
            0.278109
        ],
        [
            3189.746002,
            3189.746002,
            3189.746002,
            3189.746002,
            3189.746002,
            3189.746002
        ],
        [
            -119785,
            -72804,
            -69548,
            -30812141,
            -9551225,
            -30812141
        ],
        [
            5.905365,
            10.413474,
            1.524725,
            2.663673,
            4.587262,
            1.570456
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            53.846154,
            54.545455,
            53.125,
            53.846154,
            54.545455,
            53.125
        ],
        [
            5.061742,
            8.677895,
            1.345346,
            2.283149,
            3.822718,
            1.385696
        ],
        [
            1414722,
            1414722,
            71890,
            43556107,
            43556107,
            24141230
        ],
        [
            -56565,
            -56565,
            -44560,
            -30812141,
            -7434974,
            -30812141
        ],
        [
            59,
            54,
            64,
            59,
            54,
            64
        ],
        [
            81,
            69,
            93,
            81,
            69,
            93
        ],
        [
            34,
            36,
            32,
            34,
            36,
            32
        ],
        [
            3878,
            1812,
            2066,
            3878,
            1812,
            2066
        ],
        [
            327.299841,
            483.299841,
            327.299841,
            327.299842,
            483.299842,
            327.299842
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -277923,
            -141855,
            -266169,
            -119733,
            670753,
            410467
        ]
    ]
}
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": 1563235200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759518706312,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "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)