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Trade: FTM/USDT/720/WMA/BBL/7496

Strategy
FTM/USDT/720/WMA/BBL/7496
Pair
FTM_USDT
Interval
12h
Score
537595
Daily Profit
0.473233
Profit Factor
1.821153
Profitability
64.444444
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-09 14:56
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 -2543652.1179 147639.6731 -2691291.791 376013335.7995 1548534242.3792 -1172520906.5798
Total P&L (%) -2543.6521 147.6397 -2691.2918 376013.3358 1548534.2424 -1172520.9066
Avg Daily Profit (%) -1.2448 0.0722 -1.317 0.4037 0.4732 0
Buy And Hold Return (%) 3409.2825 3409.2825 3409.2825 3409.2825 3409.2825 3409.2825
Max Trade Drawdown -2754095 -85210 -2835330 -3865148382 -769183080 -4883386685
Profit Factor 0.2573 1.6703 0.1601 1.0441 1.8212 0.8233
Total Trades 90 45 45 90 45 45
Winning Trades 67 30 37 55 29 26
Losing Trades 23 15 8 35 16 19
Profitability (%) 74.4444 66.6667 82.2222 61.1111 64.4444 57.7778
Ratio Avg Win / Avg Loss 0.0883 0.8352 0.0346 0.6644 1.0048 0.6016
Largest Winning Trade 66754 66754 52033 2373922472 2146202225 2373922472
Largest Losing Trade -1523868 -62043 -1523868 -2279492758 -468231124 -2279492758
Avg Bars in Trades 43 21 66 43 21 66
Avg Bars in Winners 19 10 27 40 22 59
Avg Bars in Losers 114 42 249 49 18 76
Bars Traded 3959 960 2999 3959 960 2999
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577091 -259362 -576607 -162198 537595 -579703
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": 1565265600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760011010797,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 118,
            "offset": 0,
            "std": 1.12158
        }
    }
}
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": [
        [
            -2543652.11786669,
            147639.6731216831,
            -2691291.7909883736,
            376013335.79945946,
            1548534242.3792143,
            -1172520906.5797548
        ],
        [
            -2543.652118,
            147.639673,
            -2691.291791,
            376013.335799,
            1548534.242379,
            -1172520.90658
        ],
        [
            -1.244753,
            0.072248,
            -1.317001,
            0.403674,
            0.473233,
            0
        ],
        [
            3409.282489,
            3409.282489,
            3409.282489,
            3409.282489,
            3409.282489,
            3409.282489
        ],
        [
            -2754095,
            -85210,
            -2835330,
            -3865148382,
            -769183080,
            -4883386685
        ],
        [
            0.257256,
            1.670325,
            0.160131,
            1.044124,
            1.821153,
            0.823309
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            67,
            30,
            37,
            55,
            29,
            26
        ],
        [
            23,
            15,
            8,
            35,
            16,
            19
        ],
        [
            74.444444,
            66.666667,
            82.222222,
            61.111111,
            64.444444,
            57.777778
        ],
        [
            0.088312,
            0.835162,
            0.034623,
            0.664442,
            1.004774,
            0.601649
        ],
        [
            66754,
            66754,
            52033,
            2373922472,
            2146202225,
            2373922472
        ],
        [
            -1523868,
            -62043,
            -1523868,
            -2279492758,
            -468231124,
            -2279492758
        ],
        [
            43,
            21,
            66,
            43,
            21,
            66
        ],
        [
            19,
            10,
            27,
            40,
            22,
            59
        ],
        [
            114,
            42,
            249,
            49,
            18,
            76
        ],
        [
            3959,
            960,
            2999,
            3959,
            960,
            2999
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577091,
            -259362,
            -576607,
            -162198,
            537595,
            -579703
        ]
    ]
}
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": 1565265600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760011010797,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 118,
            "offset": 0,
            "std": 1.12158
        }
    }
}

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)