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Trade: FTM/USDT/30/LINREG/WMA/1765

Strategy
FTM/USDT/30/LINREG/WMA/1765
Pair
FTM_USDT
Interval
30m
Score
717171
Daily Profit
0.632859
Profit Factor
3.754729
Profitability
75.000000
Streak
290.227068
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-12 20:56
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 268074.8864 168536.6494 99538.237 780254.6122 420601.2074 359653.4048
Total P&L (%) 268.0749 168.5366 99.5382 780.2546 420.6012 359.6534
Avg Daily Profit (%) 1.0066 0.6329 0.3738 0.8201 0.6214 0.5744
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48690 -26520 -42662 -107492 -62815 -103049
Profit Factor 2.5345 3.7547 1.8769 2.8999 3.6568 2.4251
Total Trades 72 36 36 72 36 36
Winning Trades 49 27 22 49 27 22
Losing Trades 23 9 14 23 9 14
Profitability (%) 68.0556 75 61.1111 68.0556 75 61.1111
Ratio Avg Win / Avg Loss 1.1897 1.2516 1.1944 1.3612 1.2189 1.5433
Largest Winning Trade 45704 45704 39686 169083 137868 169083
Largest Losing Trade -26520 -26520 -20361 -69907 -62815 -69907
Avg Bars in Trades 170 167 174 170 167 174
Avg Bars in Winners 175 171 181 175 171 181
Avg Bars in Losers 160 157 163 160 157 163
Bars Traded 12311 6041 6270 12311 6041 6270
Profit Streak 290.2271 290.2271 291.1437 290.2271 290.2271 291.1437
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64517 717171 453143 -63557 711071 592965
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": 1714174200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760291818691,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 102,
            "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": [
        [
            268074.8864073347,
            168536.6493951454,
            99538.2370121893,
            780254.6121738576,
            420601.2073626742,
            359653.4048111833
        ],
        [
            268.074886,
            168.536649,
            99.538237,
            780.254612,
            420.601207,
            359.653405
        ],
        [
            1.006627,
            0.632859,
            0.373768,
            0.820077,
            0.621432,
            0.574398
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48690,
            -26520,
            -42662,
            -107492,
            -62815,
            -103049
        ],
        [
            2.534502,
            3.754729,
            1.876854,
            2.899927,
            3.656848,
            2.425116
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            23,
            9,
            14,
            23,
            9,
            14
        ],
        [
            68.055556,
            75,
            61.111111,
            68.055556,
            75,
            61.111111
        ],
        [
            1.189664,
            1.251576,
            1.194362,
            1.36119,
            1.218949,
            1.543256
        ],
        [
            45704,
            45704,
            39686,
            169083,
            137868,
            169083
        ],
        [
            -26520,
            -26520,
            -20361,
            -69907,
            -62815,
            -69907
        ],
        [
            170,
            167,
            174,
            170,
            167,
            174
        ],
        [
            175,
            171,
            181,
            175,
            171,
            181
        ],
        [
            160,
            157,
            163,
            160,
            157,
            163
        ],
        [
            12311,
            6041,
            6270,
            12311,
            6041,
            6270
        ],
        [
            290.227068,
            290.227068,
            291.143735,
            290.227068,
            290.227068,
            291.143735
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64517,
            717171,
            453143,
            -63557,
            711071,
            592965
        ]
    ]
}
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": 1714174200000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760291818691,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 102,
            "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)