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Trade: FTM/USDT/120/MIDPRICE/T3/2662

Strategy
FTM/USDT/120/MIDPRICE/T3/2662
Pair
FTM_USDT
Interval
2h
Score
626520
Daily Profit
0.299119
Profit Factor
6.458894
Profitability
61.764706
Streak
404.776358
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-09-30 13:37
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 -2956777.5864 -42514.5409 -2914263.0455 -99984.9075 23403350.1033 -23503335.0108
Total P&L (%) -2956.7776 -42.5145 -2914.263 -99.9849 23403.3501 -23503.335
Avg Daily Profit (%) -1.6175 -0.0233 -1.5942 -0.4802 0.2991 0
Buy And Hold Return (%) 7170.2703 7170.2703 7170.2703 7170.2703 7170.2703 7170.2703
Max Trade Drawdown -2988607 -185393 -2923413 -31798319 -2240322 -33124456
Profit Factor 0.1621 0.8832 0.0792 0.9974 6.4589 0.304
Total Trades 69 34 35 69 34 35
Winning Trades 46 22 24 40 21 19
Losing Trades 23 12 11 29 13 16
Profitability (%) 66.6667 64.7059 68.5714 57.971 61.7647 54.2857
Ratio Avg Win / Avg Loss 0.0811 0.4817 0.0363 0.7231 3.9984 0.256
Largest Winning Trade 38659 38659 19839 15114596 15114596 5997483
Largest Losing Trade -1613515 -78071 -1613515 -29557996 -2240322 -29557996
Avg Bars in Trades 309 319 299 309 319 299
Avg Bars in Winners 109 85 132 249 259 238
Avg Bars in Losers 709 750 664 392 418 372
Bars Traded 21364 10874 10490 21364 10874 10490
Profit Streak 0 404.7764 0 0 404.7764 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -684617 -577530 -578380 -685744 626520 -580232
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580011200000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759228677348,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 179,
            "offset": 0,
            "a": 0.04317
        }
    }
}
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": [
        [
            -2956777.5863500163,
            -42514.5408786146,
            -2914263.0454714024,
            -99984.9075129188,
            23403350.10325636,
            -23503335.01076927
        ],
        [
            -2956.777586,
            -42.514541,
            -2914.263045,
            -99.984908,
            23403.350103,
            -23503.335011
        ],
        [
            -1.617493,
            -0.023257,
            -1.594236,
            -0.480174,
            0.299119,
            0
        ],
        [
            7170.27027,
            7170.27027,
            7170.27027,
            7170.27027,
            7170.27027,
            7170.27027
        ],
        [
            -2988607,
            -185393,
            -2923413,
            -31798319,
            -2240322,
            -33124456
        ],
        [
            0.162135,
            0.883202,
            0.079205,
            0.997373,
            6.458894,
            0.304028
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            46,
            22,
            24,
            40,
            21,
            19
        ],
        [
            23,
            12,
            11,
            29,
            13,
            16
        ],
        [
            66.666667,
            64.705882,
            68.571429,
            57.971014,
            61.764706,
            54.285714
        ],
        [
            0.081068,
            0.481747,
            0.036302,
            0.723095,
            3.998363,
            0.256024
        ],
        [
            38659,
            38659,
            19839,
            15114596,
            15114596,
            5997483
        ],
        [
            -1613515,
            -78071,
            -1613515,
            -29557996,
            -2240322,
            -29557996
        ],
        [
            309,
            319,
            299,
            309,
            319,
            299
        ],
        [
            109,
            85,
            132,
            249,
            259,
            238
        ],
        [
            709,
            750,
            664,
            392,
            418,
            372
        ],
        [
            21364,
            10874,
            10490,
            21364,
            10874,
            10490
        ],
        [
            0,
            404.776358,
            0,
            0,
            404.776358,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -684617,
            -577530,
            -578380,
            -685744,
            626520,
            -580232
        ]
    ]
}
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": 1580011200000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759228677348,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 179,
            "offset": 0,
            "a": 0.04317
        }
    }
}

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)