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Trade: FTM/USDT/720/EMA/BBM/5955

Strategy
FTM/USDT/720/EMA/BBM/5955
Pair
FTM_USDT
Interval
12h
Score
534015
Daily Profit
0.276231
Profit Factor
2.895859
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-10 19:00
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 77640.5587 888012.3684 -810371.8097 -173338.5724 -28135311.3554 27961972.7829
Total P&L (%) 77.6406 888.0124 -810.3718 -173.3386 -28135.3114 27961.9728
Avg Daily Profit (%) 0.038 0.4346 -0.3966 0 0 0.2762
Buy And Hold Return (%) 3066.1385 3066.1385 3066.1385 3066.1385 3066.1385 3066.1385
Max Trade Drawdown -777831 -73144 -934058 -34790640 -31300064 -7743646
Profit Factor 1.0528 3.9873 0.3096 0.9973 0.4357 2.8959
Total Trades 59 30 29 59 30 29
Winning Trades 35 16 19 30 14 16
Losing Trades 24 14 10 29 16 13
Profitability (%) 59.322 53.3333 65.5172 50.8475 46.6667 55.1724
Ratio Avg Win / Avg Loss 0.7219 3.4889 0.1629 0.9641 0.4979 2.3529
Largest Winning Trade 385107 385107 63704 29429067 16827622 29429067
Largest Losing Trade -762973 -54950 -762973 -23812122 -23812122 -7115885
Avg Bars in Trades 66 56 77 66 56 77
Avg Bars in Winners 72 66 76 67 63 70
Avg Bars in Losers 59 44 80 66 50 86
Bars Traded 3949 1697 2252 3949 1697 2252
Profit Streak 0 0 313.6669 305.1669 311.1669 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -650350 -148298 -578234 -759580 -581534 534015
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": 1563192000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760112017358,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 190,
            "offset": 0,
            "std": 3.73
        }
    }
}
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": [
        [
            77640.5587415753,
            888012.3684258721,
            -810371.8096842966,
            -173338.5724380544,
            -28135311.35538311,
            27961972.782945048
        ],
        [
            77.640559,
            888.012368,
            -810.37181,
            -173.338572,
            -28135.311355,
            27961.972783
        ],
        [
            0.037994,
            0.434555,
            -0.396561,
            0,
            0,
            0.276231
        ],
        [
            3066.138524,
            3066.138524,
            3066.138524,
            3066.138524,
            3066.138524,
            3066.138524
        ],
        [
            -777831,
            -73144,
            -934058,
            -34790640,
            -31300064,
            -7743646
        ],
        [
            1.052782,
            3.987334,
            0.309562,
            0.997317,
            0.43567,
            2.895859
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            35,
            16,
            19,
            30,
            14,
            16
        ],
        [
            24,
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            10,
            29,
            16,
            13
        ],
        [
            59.322034,
            53.333333,
            65.517241,
            50.847458,
            46.666667,
            55.172414
        ],
        [
            0.721908,
            3.488918,
            0.162927,
            0.964073,
            0.497908,
            2.352886
        ],
        [
            385107,
            385107,
            63704,
            29429067,
            16827622,
            29429067
        ],
        [
            -762973,
            -54950,
            -762973,
            -23812122,
            -23812122,
            -7115885
        ],
        [
            66,
            56,
            77,
            66,
            56,
            77
        ],
        [
            72,
            66,
            76,
            67,
            63,
            70
        ],
        [
            59,
            44,
            80,
            66,
            50,
            86
        ],
        [
            3949,
            1697,
            2252,
            3949,
            1697,
            2252
        ],
        [
            0,
            0,
            313.666868,
            305.166868,
            311.166868,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -650350,
            -148298,
            -578234,
            -759580,
            -581534,
            534015
        ]
    ]
}
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": 1563192000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760112017358,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 190,
            "offset": 0,
            "std": 3.73
        }
    }
}

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)