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Trade: FTM/USDT/720/LINREG/WMA/5680

Strategy
FTM/USDT/720/LINREG/WMA/5680
Pair
FTM_USDT
Interval
12h
Score
644318
Daily Profit
0.252688
Profit Factor
4.523907
Profitability
61.764706
Streak
400.904499
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-26 12:42
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 -2802689.211 58264.9932 -2860954.2042 -97744.1999 17267237.5281 -17364981.728
Total P&L (%) -2802.6892 58.265 -2860.9542 -97.7442 17267.2375 -17364.9817
Avg Daily Profit (%) -1.3715 0.0285 -1.4 -0.1854 0.2527 0
Buy And Hold Return (%) 3043.3708 3043.3708 3043.3708 3043.3708 3043.3708 3043.3708
Max Trade Drawdown -2948187 -200342 -2913984 -28316809 -3645598 -25067718
Profit Factor 0.2167 1.146 0.1 0.997 4.5239 0.3826
Total Trades 69 34 35 69 34 35
Winning Trades 46 21 25 42 21 21
Losing Trades 23 13 10 27 13 14
Profitability (%) 66.6667 61.7647 71.4286 60.8696 61.7647 60
Ratio Avg Win / Avg Loss 0.1083 0.7094 0.04 0.641 2.8005 0.2551
Largest Winning Trade 100955 100955 34299 9407347 9407347 4584735
Largest Losing Trade -1806533 -73603 -1806533 -24671210 -3645598 -24671210
Avg Bars in Trades 56 60 51 56 60 51
Avg Bars in Winners 24 22 25 41 47 34
Avg Bars in Losers 120 122 117 79 82 77
Bars Traded 3872 2069 1803 3872 2069 1803
Profit Streak 0 400.9045 0 0 400.9045 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -684617 -379323 -578009 -685368 644318 -579491

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": 1564876800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758879748725,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 109,
            "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": [
        [
            -2802689.2110354146,
            58264.9932033356,
            -2860954.204238751,
            -97744.1999430663,
            17267237.528055426,
            -17364981.72799849
        ],
        [
            -2802.689211,
            58.264993,
            -2860.954204,
            -97.7442,
            17267.237528,
            -17364.981728
        ],
        [
            -1.371514,
            0.028512,
            -1.400027,
            -0.185376,
            0.252688,
            0
        ],
        [
            3043.370787,
            3043.370787,
            3043.370787,
            3043.370787,
            3043.370787,
            3043.370787
        ],
        [
            -2948187,
            -200342,
            -2913984,
            -28316809,
            -3645598,
            -25067718
        ],
        [
            0.216652,
            1.145991,
            0.09997,
            0.99704,
            4.523907,
            0.382626
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            46,
            21,
            25,
            42,
            21,
            21
        ],
        [
            23,
            13,
            10,
            27,
            13,
            14
        ],
        [
            66.666667,
            61.764706,
            71.428571,
            60.869565,
            61.764706,
            60
        ],
        [
            0.108326,
            0.709423,
            0.039988,
            0.640955,
            2.800514,
            0.255084
        ],
        [
            100955,
            100955,
            34299,
            9407347,
            9407347,
            4584735
        ],
        [
            -1806533,
            -73603,
            -1806533,
            -24671210,
            -3645598,
            -24671210
        ],
        [
            56,
            60,
            51,
            56,
            60,
            51
        ],
        [
            24,
            22,
            25,
            41,
            47,
            34
        ],
        [
            120,
            122,
            117,
            79,
            82,
            77
        ],
        [
            3872,
            2069,
            1803,
            3872,
            2069,
            1803
        ],
        [
            0,
            400.904499,
            0,
            0,
            400.904499,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -684617,
            -379323,
            -578009,
            -685368,
            644318,
            -579491
        ]
    ]
}
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": 1564876800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758879748725,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 109,
            "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)