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Trade: FTM/USDT/120/BBL/DCM/6203

Strategy
FTM/USDT/120/BBL/DCM/6203
Pair
FTM_USDT
Interval
2h
Score
310579
Daily Profit
0.331059
Profit Factor
1.592456
Profitability
40.540541
Streak
417.030335
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-09-26 09:43
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3379369.7506 3377469.2959 1900.4547 39282520.0698 41963077.065 -2680556.9952
Total P&L (%) 3379.3698 3377.4693 1.9005 39282.5201 41963.0771 -2680.557
Avg Daily Profit (%) 1.8487 1.8476 0.001 0.3274 0.3311 0
Buy And Hold Return (%) 7238.9297 7238.9297 7238.9297 7238.9297 7238.9297 7238.9297
Max Trade Drawdown -128297 -157164 -32284 -42377536 -44405075 -6063225
Profit Factor 8.9125 10.434 1.0275 1.4765 1.5925 0.7692
Total Trades 75 37 38 75 37 38
Winning Trades 30 15 15 30 15 15
Losing Trades 45 22 23 45 22 23
Profitability (%) 40 40.5405 39.4737 40 40.5405 39.4737
Ratio Avg Win / Avg Loss 13.3687 15.3032 1.5755 2.2147 2.3356 1.1794
Largest Winning Trade 2455098 2455098 19904 37595509 37595509 2298125
Largest Losing Trade -45563 -45563 -17898 -15022806 -15022806 -3063123
Avg Bars in Trades 268 537 6 268 537 6
Avg Bars in Winners 480 954 6 480 954 6
Avg Bars in Losers 127 254 6 127 254 6
Bars Traded 20161 19905 256 20161 19905 256
Profit Streak 0 417.0303 0 0 417.0303 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -208339 -145884 -550155 -54814 310579 -582914

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579744800000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1758869020985,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 142,
            "offset": 0,
            "std": 1.30106
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 77,
            "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": [
        [
            3379369.750565049,
            3377469.295856411,
            1900.4547086384,
            39282520.06981623,
            41963077.065000534,
            -2680556.995184305
        ],
        [
            3379.369751,
            3377.469296,
            1.900455,
            39282.52007,
            41963.077065,
            -2680.556995
        ],
        [
            1.848671,
            1.847631,
            0.00104,
            0.327445,
            0.331059,
            0
        ],
        [
            7238.929696,
            7238.929696,
            7238.929696,
            7238.929696,
            7238.929696,
            7238.929696
        ],
        [
            -128297,
            -157164,
            -32284,
            -42377536,
            -44405075,
            -6063225
        ],
        [
            8.912495,
            10.433997,
            1.02751,
            1.476486,
            1.592456,
            0.769178
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            40,
            40.540541,
            39.473684,
            40,
            40.540541,
            39.473684
        ],
        [
            13.368743,
            15.303196,
            1.575515,
            2.214729,
            2.335602,
            1.179406
        ],
        [
            2455098,
            2455098,
            19904,
            37595509,
            37595509,
            2298125
        ],
        [
            -45563,
            -45563,
            -17898,
            -15022806,
            -15022806,
            -3063123
        ],
        [
            268,
            537,
            6,
            268,
            537,
            6
        ],
        [
            480,
            954,
            6,
            480,
            954,
            6
        ],
        [
            127,
            254,
            6,
            127,
            254,
            6
        ],
        [
            20161,
            19905,
            256,
            20161,
            19905,
            256
        ],
        [
            0,
            417.030335,
            0,
            0,
            417.030335,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -208339,
            -145884,
            -550155,
            -54814,
            310579,
            -582914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579744800000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1758869020985,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 142,
            "offset": 0,
            "std": 1.30106
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 77,
            "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)