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Trade: FTM/USDT/360/MIDPRICE/LINREG/1961

Strategy
FTM/USDT/360/MIDPRICE/LINREG/1961
Pair
FTM_USDT
Interval
6h
Score
303252
Daily Profit
0.241810
Profit Factor
1.546501
Profitability
52.777778
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-29 16:09
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 1389199.9835 1567260.1754 -178060.1919 14892171.2399 13804708.8308 1087462.4091
Total P&L (%) 1389.2 1567.2602 -178.0602 14892.1712 13804.7088 1087.4624
Avg Daily Profit (%) 0.6799 0.767 -0.0871 0.2455 0.2418 0.1212
Buy And Hold Return (%) 3180.4878 3180.4878 3180.4878 3180.4878 3180.4878 3180.4878
Max Trade Drawdown -277319 -97450 -329653 -17378529 -7764628 -14140613
Profit Factor 2.561 6.0146 0.6916 1.3033 1.5465 1.0456
Total Trades 71 36 35 71 36 35
Winning Trades 37 18 19 39 19 20
Losing Trades 34 18 16 32 17 15
Profitability (%) 52.1127 50 54.2857 54.9296 52.7778 57.1429
Ratio Avg Win / Avg Loss 2.3533 6.0146 0.5824 1.0694 1.3837 0.7842
Largest Winning Trade 828497 828497 71996 8023238 8023238 6597701
Largest Losing Trade -172457 -58580 -172457 -6100343 -6100343 -5651310
Avg Bars in Trades 105 92 119 105 92 119
Avg Bars in Winners 129 104 152 126 101 150
Avg Bars in Losers 80 80 80 80 82 78
Bars Traded 7513 3323 4190 7513 3323 4190
Profit Streak 0 0 321.0481 0 0 321.0481
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -239481 -144367 -579644 -83445 303252 -367117
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": 1563645600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759151352273,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 124,
            "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": [
        [
            1389199.9834987363,
            1567260.175422755,
            -178060.1919240189,
            14892171.239932038,
            13804708.830824818,
            1087462.4091072246
        ],
        [
            1389.199983,
            1567.260175,
            -178.060192,
            14892.17124,
            13804.708831,
            1087.462409
        ],
        [
            0.679897,
            0.767043,
            -0.087146,
            0.245504,
            0.24181,
            0.121175
        ],
        [
            3180.487805,
            3180.487805,
            3180.487805,
            3180.487805,
            3180.487805,
            3180.487805
        ],
        [
            -277319,
            -97450,
            -329653,
            -17378529,
            -7764628,
            -14140613
        ],
        [
            2.560984,
            6.014559,
            0.691622,
            1.303293,
            1.546501,
            1.045612
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            37,
            18,
            19,
            39,
            19,
            20
        ],
        [
            34,
            18,
            16,
            32,
            17,
            15
        ],
        [
            52.112676,
            50,
            54.285714,
            54.929577,
            52.777778,
            57.142857
        ],
        [
            2.353336,
            6.014559,
            0.582419,
            1.069369,
            1.383711,
            0.784209
        ],
        [
            828497,
            828497,
            71996,
            8023238,
            8023238,
            6597701
        ],
        [
            -172457,
            -58580,
            -172457,
            -6100343,
            -6100343,
            -5651310
        ],
        [
            105,
            92,
            119,
            105,
            92,
            119
        ],
        [
            129,
            104,
            152,
            126,
            101,
            150
        ],
        [
            80,
            80,
            80,
            80,
            82,
            78
        ],
        [
            7513,
            3323,
            4190,
            7513,
            3323,
            4190
        ],
        [
            0,
            0,
            321.048059,
            0,
            0,
            321.048059
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -239481,
            -144367,
            -579644,
            -83445,
            303252,
            -367117
        ]
    ]
}
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": 1563645600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759151352273,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 124,
            "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)