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Trade: FTM/USDT/360/LINREG/KCB/2273

Strategy
FTM/USDT/360/LINREG/KCB/2273
Pair
FTM_USDT
Interval
6h
Score
547546
Daily Profit
0.331961
Profit Factor
3.389908
Profitability
48.780488
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-29 13:36
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 -2627966.5153 57784.4456 -2685750.9609 -101206.8367 87166751.2898 -87267958.1265
Total P&L (%) -2627.9665 57.7844 -2685.751 -101.2068 87166.7513 -87267.9581
Avg Daily Profit (%) -1.2862 0.0283 -1.3145 0 0.332 0
Buy And Hold Return (%) 3194.3947 3194.3947 3194.3947 3194.3947 3194.3947 3194.3947
Max Trade Drawdown -2764126 -176347 -2768558 -137061695 -22839468 -133246782
Profit Factor 0.2402 1.1387 0.1171 0.9994 3.3899 0.355
Total Trades 83 41 42 83 41 42
Winning Trades 59 26 33 37 20 17
Losing Trades 24 15 9 46 21 25
Profitability (%) 71.0843 63.4146 78.5714 44.5783 48.7805 40.4762
Ratio Avg Win / Avg Loss 0.0977 0.6569 0.0319 1.2425 3.5594 0.5221
Largest Winning Trade 60850 60850 28806 66443208 66443208 29545449
Largest Losing Trade -1593725 -73860 -1593725 -102093494 -16541355 -102093494
Avg Bars in Trades 95 106 83 95 106 83
Avg Bars in Winners 40 40 40 120 138 99
Avg Bars in Losers 230 221 245 74 76 73
Bars Traded 7892 4366 3526 7892 4366 3526
Profit Streak 0 403.1918 0 311.6918 0 312.9418
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579044 -387402 -577031 -581909 547546 -583850
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": 1563624000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759142171560,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 159,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -2627966.515269819,
            57784.4456431549,
            -2685750.9609129746,
            -101206.8367174146,
            87166751.28976062,
            -87267958.12647803
        ],
        [
            -2627.966515,
            57.784446,
            -2685.750961,
            -101.206837,
            87166.75129,
            -87267.958126
        ],
        [
            -1.28617,
            0.028281,
            -1.31445,
            0,
            0.331961,
            0
        ],
        [
            3194.394724,
            3194.394724,
            3194.394724,
            3194.394724,
            3194.394724,
            3194.394724
        ],
        [
            -2764126,
            -176347,
            -2768558,
            -137061695,
            -22839468,
            -133246782
        ],
        [
            0.240203,
            1.138667,
            0.117128,
            0.999411,
            3.389908,
            0.355041
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            59,
            26,
            33,
            37,
            20,
            17
        ],
        [
            24,
            15,
            9,
            46,
            21,
            25
        ],
        [
            71.084337,
            63.414634,
            78.571429,
            44.578313,
            48.780488,
            40.47619
        ],
        [
            0.09771,
            0.656924,
            0.031944,
            1.242511,
            3.559404,
            0.522119
        ],
        [
            60850,
            60850,
            28806,
            66443208,
            66443208,
            29545449
        ],
        [
            -1593725,
            -73860,
            -1593725,
            -102093494,
            -16541355,
            -102093494
        ],
        [
            95,
            106,
            83,
            95,
            106,
            83
        ],
        [
            40,
            40,
            40,
            120,
            138,
            99
        ],
        [
            230,
            221,
            245,
            74,
            76,
            73
        ],
        [
            7892,
            4366,
            3526,
            7892,
            4366,
            3526
        ],
        [
            0,
            403.1918,
            0,
            311.6918,
            0,
            312.9418
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579044,
            -387402,
            -577031,
            -581909,
            547546,
            -583850
        ]
    ]
}
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": 1563624000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759142171560,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 159,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)