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Trade: FTM/USDT/30/BBM/ZLMA/5948

Strategy
FTM/USDT/30/BBM/ZLMA/5948
Pair
FTM_USDT
Interval
30m
Score
345608
Daily Profit
0.472438
Profit Factor
1.256962
Profitability
62.396694
Streak
0.000000
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-01 07:58
Expiration Time
2025-02-20 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 125814.8555 87201.7923 38613.0632 102720.231 99636.6485 3083.5824
Total P&L (%) 125.8149 87.2018 38.6131 102.7202 99.6366 3.0836
Avg Daily Profit (%) 0.4724 0.3274 0.145 0.2657 0.2599 0.0114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49148 -37576 -56172 -115939 -61021 -117042
Profit Factor 1.257 1.3712 1.1516 1.1281 1.257 1.0074
Total Trades 242 121 121 242 121 121
Winning Trades 151 79 72 151 79 72
Losing Trades 91 42 49 91 42 49
Profitability (%) 62.3967 65.2893 59.5041 62.3967 65.2893 59.5041
Ratio Avg Win / Avg Loss 0.7575 0.729 0.7837 0.6799 0.6683 0.6856
Largest Winning Trade 20986 20986 15241 36721 36721 31587
Largest Losing Trade -28025 -24170 -28025 -61021 -61021 -52462
Avg Bars in Trades 51 52 50 51 52 50
Avg Bars in Winners 38 36 40 38 36 40
Avg Bars in Losers 73 82 65 73 82 65
Bars Traded 12507 6365 6142 12507 6365 6142
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 345608 285654 -57631 -71587 239764 -557757
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713999600000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759294736948,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 23,
            "offset": 0,
            "std": 4.55033
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 152,
            "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": [
        [
            125814.855476458,
            87201.7922508579,
            38613.0632256003,
            102720.2309792575,
            99636.6485449449,
            3083.5824343126
        ],
        [
            125.814855,
            87.201792,
            38.613063,
            102.720231,
            99.636649,
            3.083582
        ],
        [
            0.472438,
            0.327445,
            0.144993,
            0.265704,
            0.259933,
            0.011405
        ],
        [
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        ],
        [
            -49148,
            -37576,
            -56172,
            -115939,
            -61021,
            -117042
        ],
        [
            1.256962,
            1.371177,
            1.151607,
            1.128116,
            1.257003,
            1.007447
        ],
        [
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            121,
            121,
            242,
            121,
            121
        ],
        [
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            72,
            151,
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            72
        ],
        [
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            91,
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        ],
        [
            62.396694,
            65.289256,
            59.504132,
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        ],
        [
            0.757507,
            0.72898,
            0.783733,
            0.679858,
            0.66828,
            0.685623
        ],
        [
            20986,
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        ],
        [
            -28025,
            -24170,
            -28025,
            -61021,
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            -52462
        ],
        [
            51,
            52,
            50,
            51,
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            50
        ],
        [
            38,
            36,
            40,
            38,
            36,
            40
        ],
        [
            73,
            82,
            65,
            73,
            82,
            65
        ],
        [
            12507,
            6365,
            6142,
            12507,
            6365,
            6142
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345608,
            285654,
            -57631,
            -71587,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713999600000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1759294736948,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 23,
            "offset": 0,
            "std": 4.55033
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 152,
            "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)