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Trade: FTM/USDT/360/HL2/BBM/2920

Strategy
FTM/USDT/360/HL2/BBM/2920
Pair
FTM_USDT
Interval
6h
Score
703490
Daily Profit
0.271850
Profit Factor
4.883055
Profitability
65.263158
Streak
314.123985
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-25 17:58
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3485913.7392 -175754.463 -3310159.2762 -99882.6956 25547615.1484 -25647497.844
Total P&L (%) -3485.9137 -175.7545 -3310.1593 -99.8827 25547.6151 -25647.4978
Avg Daily Profit (%) -1.7061 -0.086 -1.62 -0.3297 0.2719 0
Buy And Hold Return (%) 3747.0847 3747.0847 3747.0847 3747.0847 3747.0847 3747.0847
Max Trade Drawdown -3540549 -283239 -3409473 -41587461 -4865249 -36722211
Profit Factor 0.1685 0.6697 0.0956 0.9979 4.8831 0.3703
Total Trades 191 95 96 191 95 96
Winning Trades 141 69 72 117 62 55
Losing Trades 50 26 24 74 33 41
Profitability (%) 73.822 72.6316 75 61.2565 65.2632 57.2917
Ratio Avg Win / Avg Loss 0.0597 0.2524 0.0319 0.6311 2.599 0.276
Largest Winning Trade 19647 19647 15463 11542767 11542767 5403882
Largest Losing Trade -1722017 -79044 -1722017 -33865382 -3998742 -33865382
Avg Bars in Trades 41 44 38 41 44 38
Avg Bars in Winners 12 11 12 30 31 28
Avg Bars in Losers 123 130 116 59 68 51
Bars Traded 7900 4205 3695 7900 4205 3695
Profit Streak 279.874 314.124 279.874 279.874 314.124 279.874
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575720 -576521 -576968 -577349 703490 -579542

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563278400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758812312308,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 194,
            "offset": 0,
            "std": 4.06508
        }
    }
}
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": [
        [
            -3485913.739226919,
            -175754.4629865601,
            -3310159.2762403586,
            -99882.6956317639,
            25547615.14841412,
            -25647497.844045892
        ],
        [
            -3485.913739,
            -175.754463,
            -3310.159276,
            -99.882696,
            25547.615148,
            -25647.497844
        ],
        [
            -1.706063,
            -0.086017,
            -1.620046,
            -0.329721,
            0.27185,
            0
        ],
        [
            3747.084708,
            3747.084708,
            3747.084708,
            3747.084708,
            3747.084708,
            3747.084708
        ],
        [
            -3540549,
            -283239,
            -3409473,
            -41587461,
            -4865249,
            -36722211
        ],
        [
            0.168464,
            0.669712,
            0.095588,
            0.997889,
            4.883055,
            0.370266
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            141,
            69,
            72,
            117,
            62,
            55
        ],
        [
            50,
            26,
            24,
            74,
            33,
            41
        ],
        [
            73.82199,
            72.631579,
            75,
            61.256545,
            65.263158,
            57.291667
        ],
        [
            0.059739,
            0.252355,
            0.031863,
            0.631143,
            2.599045,
            0.276017
        ],
        [
            19647,
            19647,
            15463,
            11542767,
            11542767,
            5403882
        ],
        [
            -1722017,
            -79044,
            -1722017,
            -33865382,
            -3998742,
            -33865382
        ],
        [
            41,
            44,
            38,
            41,
            44,
            38
        ],
        [
            12,
            11,
            12,
            30,
            31,
            28
        ],
        [
            123,
            130,
            116,
            59,
            68,
            51
        ],
        [
            7900,
            4205,
            3695,
            7900,
            4205,
            3695
        ],
        [
            279.873985,
            314.123985,
            279.873985,
            279.873985,
            314.123985,
            279.873985
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575720,
            -576521,
            -576968,
            -577349,
            703490,
            -579542
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563278400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758812312308,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 194,
            "offset": 0,
            "std": 4.06508
        }
    }
}

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)