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Trade: FTM/USDT/720/ALMA/BBL/4933

Strategy
FTM/USDT/720/ALMA/BBL/4933
Pair
FTM_USDT
Interval
12h
Score
352313
Daily Profit
0.251676
Profit Factor
1.474306
Profitability
50.000000
Streak
436.584064
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 05:01
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3280867.2384 -91836.5737 -3189030.6647 23276673.8597 16912544.57 6364129.2896
Total P&L (%) -3280.8672 -91.8366 -3189.0307 23276.6739 16912.5446 6364.1293
Avg Daily Profit (%) -1.6055 -0.0449 -1.5606 0.2673 0.2517 0.2042
Buy And Hold Return (%) 3103.8479 3103.8479 3103.8479 3103.8479 3103.8479 3103.8479
Max Trade Drawdown -3409712 -122308 -3309100 -114076460 -24230486 -122553090
Profit Factor 0.135 0.5571 0.1106 1.1324 1.4743 1.0454
Total Trades 59 30 29 59 30 29
Winning Trades 30 12 18 30 15 15
Losing Trades 29 18 11 29 15 14
Profitability (%) 50.8475 40 62.069 50.8475 50 51.7241
Ratio Avg Win / Avg Loss 0.1305 0.8357 0.0676 1.0947 1.4743 0.9757
Largest Winning Trade 70842 38794 70842 98531890 15365506 98531890
Largest Losing Trade -1781491 -40392 -1781491 -47233359 -15585438 -47233359
Avg Bars in Trades 65 8 124 65 8 124
Avg Bars in Winners 62 8 98 56 8 104
Avg Bars in Losers 68 9 166 75 8 146
Bars Traded 3878 268 3611 3878 268 3611
Profit Streak 322.5841 436.5841 0 322.5841 436.5841 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -759580 -583474 -579268 -245076 352313 -170553
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563796800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759456863157,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 84,
            "offset": 0,
            "std": 1.0986
        }
    }
}
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": [
        [
            -3280867.2383986497,
            -91836.5736573866,
            -3189030.6647412633,
            23276673.859668363,
            16912544.57004906,
            6364129.28961931
        ],
        [
            -3280.867238,
            -91.836574,
            -3189.030665,
            23276.67386,
            16912.54457,
            6364.12929
        ],
        [
            -1.605514,
            -0.044941,
            -1.560573,
            0.267267,
            0.251676,
            0.204214
        ],
        [
            3103.847916,
            3103.847916,
            3103.847916,
            3103.847916,
            3103.847916,
            3103.847916
        ],
        [
            -3409712,
            -122308,
            -3309100,
            -114076460,
            -24230486,
            -122553090
        ],
        [
            0.135016,
            0.557127,
            0.110604,
            1.132401,
            1.474306,
            1.04541
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            30,
            12,
            18,
            30,
            15,
            15
        ],
        [
            29,
            18,
            11,
            29,
            15,
            14
        ],
        [
            50.847458,
            40,
            62.068966,
            50.847458,
            50,
            51.724138
        ],
        [
            0.130515,
            0.835691,
            0.067591,
            1.094654,
            1.474306,
            0.975716
        ],
        [
            70842,
            38794,
            70842,
            98531890,
            15365506,
            98531890
        ],
        [
            -1781491,
            -40392,
            -1781491,
            -47233359,
            -15585438,
            -47233359
        ],
        [
            65,
            8,
            124,
            65,
            8,
            124
        ],
        [
            62,
            8,
            98,
            56,
            8,
            104
        ],
        [
            68,
            9,
            166,
            75,
            8,
            146
        ],
        [
            3878,
            268,
            3611,
            3878,
            268,
            3611
        ],
        [
            322.584064,
            436.584064,
            0,
            322.584064,
            436.584064,
            0
        ],
        [
            1,
            2,
            0,
            1,
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            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -759580,
            -583474,
            -579268,
            -245076,
            352313,
            -170553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563796800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759456863157,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 84,
            "offset": 0,
            "std": 1.0986
        }
    }
}

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)