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Trade: FTM/USDT/360/FWMA/BBL/6199

Strategy
FTM/USDT/360/FWMA/BBL/6199
Pair
FTM_USDT
Interval
6h
Score
330728
Daily Profit
0.348745
Profit Factor
1.236741
Profitability
56.321839
Streak
279.693513
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-25 13:38
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 -3890894.6298 -45424.4994 -3845470.1304 -7551.751 -122730403.5074 122722851.7564
Total P&L (%) -3890.8946 -45.4245 -3845.4701 -7.5518 -122730.4035 122722.8518
Avg Daily Profit (%) -1.9043 -0.0222 -1.882 -0.0038 0 0.3487
Buy And Hold Return (%) 2704.3304 2704.3304 2704.3304 2704.3304 2704.3304 2704.3304
Max Trade Drawdown -4061670 -73751 -4023613 -405372446 -202332606 -394805634
Profit Factor 0.217 0.8612 0.1716 1 0.577 1.2367
Total Trades 175 88 87 175 88 87
Winning Trades 125 56 69 97 48 49
Losing Trades 50 32 18 78 40 38
Profitability (%) 71.4286 63.6364 79.3103 55.4286 54.5455 56.3218
Ratio Avg Win / Avg Loss 0.0868 0.4921 0.0448 0.8041 0.4809 0.9591
Largest Winning Trade 47056 19083 47056 98998605 27849604 98998605
Largest Losing Trade -2225710 -33846 -2225710 -337912474 -110235303 -337912474
Avg Bars in Trades 45 10 81 45 10 81
Avg Bars in Winners 25 6 41 43 9 75
Avg Bars in Losers 96 17 238 49 10 90
Bars Traded 8024 898 7126 8024 898 7126
Profit Streak 269.6935 269.6935 279.6935 269.6935 269.6935 279.6935
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575711 -577803 -575672 -577785 -579260 330728

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": 1562544000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758796719531,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 1.5743
        }
    }
}
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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            -45424.4993691091,
            -3845470.1303899926,
            -7551.7510076116,
            -122730403.50737281,
            122722851.7563651
        ],
        [
            -3890.89463,
            -45.424499,
            -3845.47013,
            -7.551751,
            -122730.403507,
            122722.851756
        ],
        [
            -1.904268,
            -0.022231,
            -1.882036,
            -0.003843,
            0,
            0.348745
        ],
        [
            2704.330393,
            2704.330393,
            2704.330393,
            2704.330393,
            2704.330393,
            2704.330393
        ],
        [
            -4061670,
            -73751,
            -4023613,
            -405372446,
            -202332606,
            -394805634
        ],
        [
            0.216967,
            0.861174,
            0.171556,
            0.999991,
            0.577035,
            1.236741
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            125,
            56,
            69,
            97,
            48,
            49
        ],
        [
            50,
            32,
            18,
            78,
            40,
            38
        ],
        [
            71.428571,
            63.636364,
            79.310345,
            55.428571,
            54.545455,
            56.321839
        ],
        [
            0.086787,
            0.4921,
            0.044754,
            0.804116,
            0.480863,
            0.959106
        ],
        [
            47056,
            19083,
            47056,
            98998605,
            27849604,
            98998605
        ],
        [
            -2225710,
            -33846,
            -2225710,
            -337912474,
            -110235303,
            -337912474
        ],
        [
            45,
            10,
            81,
            45,
            10,
            81
        ],
        [
            25,
            6,
            41,
            43,
            9,
            75
        ],
        [
            96,
            17,
            238,
            49,
            10,
            90
        ],
        [
            8024,
            898,
            7126,
            8024,
            898,
            7126
        ],
        [
            269.693513,
            269.693513,
            279.693513,
            269.693513,
            269.693513,
            279.693513
        ],
        [
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            3
        ],
        [
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            1.45,
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            1.45,
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        ],
        [
            -575711,
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            -575672,
            -577785,
            -579260,
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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": 1562544000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758796719531,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 1.5743
        }
    }
}

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)