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Trade: FTM/USDT/240/BBL/SSF/6224

Strategy
FTM/USDT/240/BBL/SSF/6224
Pair
FTM_USDT
Interval
4h
Score
359582
Daily Profit
0.239171
Profit Factor
1.255590
Profitability
73.469388
Streak
395.466459
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-25 14:11
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1364086.0376 1338735.9585 25350.0791 7141423.6825 13058437.4762 -5917013.7937
Total P&L (%) 1364.086 1338.736 25.3501 7141.4237 13058.4375 -5917.0138
Avg Daily Profit (%) 0.6678 0.6554 0.0124 0.2099 0.2392 0
Buy And Hold Return (%) 2405.0143 2405.0143 2405.0143 2405.0143 2405.0143 2405.0143
Max Trade Drawdown -159681 -155389 -63133 -39731910 -36038426 -8695782
Profit Factor 3.0189 3.6769 1.1444 1.1093 1.2556 0.5847
Total Trades 99 49 50 99 49 50
Winning Trades 63 36 27 63 36 27
Losing Trades 36 13 23 36 13 23
Profitability (%) 63.6364 73.4694 54 63.6364 73.4694 54
Ratio Avg Win / Avg Loss 1.7251 1.3278 0.9749 0.6339 0.4534 0.4981
Largest Winning Trade 457081 457081 31126 18743521 18743521 2123098
Largest Losing Trade -75894 -75894 -23685 -21900206 -21900206 -2826253
Avg Bars in Trades 120 232 11 120 232 11
Avg Bars in Winners 94 156 11 94 156 11
Avg Bars in Losers 166 442 10 166 442 10
Bars Traded 11927 11368 559 11927 11368 559
Profit Streak 296.6331 395.4665 296.6331 296.6331 395.4665 296.6331
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144976 -143617 -584057 -93984 359582 -759448

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1560556800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758798702051,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 209,
            "offset": 0,
            "std": 4.76173
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1364086.0375752747,
            1338735.9584676432,
            25350.0791076317,
            7141423.682485919,
            13058437.476188723,
            -5917013.793702805
        ],
        [
            1364.086038,
            1338.735958,
            25.350079,
            7141.423682,
            13058.437476,
            -5917.013794
        ],
        [
            0.667796,
            0.655385,
            0.01241,
            0.209867,
            0.239171,
            0
        ],
        [
            2405.014327,
            2405.014327,
            2405.014327,
            2405.014327,
            2405.014327,
            2405.014327
        ],
        [
            -159681,
            -155389,
            -63133,
            -39731910,
            -36038426,
            -8695782
        ],
        [
            3.018905,
            3.676902,
            1.144404,
            1.109297,
            1.25559,
            0.584729
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            63,
            36,
            27,
            63,
            36,
            27
        ],
        [
            36,
            13,
            23,
            36,
            13,
            23
        ],
        [
            63.636364,
            73.469388,
            54,
            63.636364,
            73.469388,
            54
        ],
        [
            1.725089,
            1.32777,
            0.974863,
            0.633884,
            0.453408,
            0.498103
        ],
        [
            457081,
            457081,
            31126,
            18743521,
            18743521,
            2123098
        ],
        [
            -75894,
            -75894,
            -23685,
            -21900206,
            -21900206,
            -2826253
        ],
        [
            120,
            232,
            11,
            120,
            232,
            11
        ],
        [
            94,
            156,
            11,
            94,
            156,
            11
        ],
        [
            166,
            442,
            10,
            166,
            442,
            10
        ],
        [
            11927,
            11368,
            559,
            11927,
            11368,
            559
        ],
        [
            296.633125,
            395.466459,
            296.633125,
            296.633126,
            395.466459,
            296.633126
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144976,
            -143617,
            -584057,
            -93984,
            359582,
            -759448
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1560556800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758798702051,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 209,
            "offset": 0,
            "std": 4.76173
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 2
        }
    }
}

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)