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Trade: FTM/USDT/720/OHLC4/BBL/9008

Strategy
FTM/USDT/720/OHLC4/BBL/9008
Pair
FTM_USDT
Interval
12h
Score
342710
Daily Profit
0.249810
Profit Factor
1.512251
Profitability
58.695652
Streak
450.756472
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-06 09:09
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 -2192829.4843 -3392.1894 -2189437.2949 -5115807.0508 16277509.0299 -21393316.0807
Total P&L (%) -2192.8295 -3.3922 -2189.4373 -5115.8071 16277.509 -21393.3161
Avg Daily Profit (%) -1.0731 -0.0017 -1.0714 0 0.2498 0
Buy And Hold Return (%) 4268.5197 4268.5197 4268.5197 4268.5197 4268.5197 4268.5197
Max Trade Drawdown -2376726 -72436 -2348057 -86310879 -15260712 -99849940
Profit Factor 0.2046 0.9807 0.1516 0.9638 1.5123 0.8045
Total Trades 92 46 46 92 46 46
Winning Trades 71 32 39 52 27 25
Losing Trades 21 14 7 40 19 21
Profitability (%) 77.1739 69.5652 84.7826 56.5217 58.6957 54.3478
Ratio Avg Win / Avg Loss 0.0605 0.4291 0.0272 0.7414 1.0642 0.6758
Largest Winning Trade 46757 28287 46757 76742586 36466564 76742586
Largest Losing Trade -1304396 -56219 -1304396 -36969745 -9224663 -36969745
Avg Bars in Trades 39 8 70 39 8 70
Avg Bars in Winners 18 3 31 28 6 52
Avg Bars in Losers 109 19 290 53 10 92
Bars Traded 3625 369 3256 3625 369 3256
Profit Streak 0 0 475.7565 428.2565 450.7565 0
Trades During Streak 0 0 5 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576732 -577890 -574978 -579101 342710 -580140
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": 1566129600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759730959200,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 138,
            "offset": 0,
            "std": 1.55879
        }
    }
}
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": [
        [
            -2192829.484317557,
            -3392.1893952387,
            -2189437.2949223183,
            -5115807.050792964,
            16277509.029936181,
            -21393316.08072915
        ],
        [
            -2192.829484,
            -3.392189,
            -2189.437295,
            -5115.807051,
            16277.50903,
            -21393.316081
        ],
        [
            -1.073075,
            -0.00166,
            -1.071415,
            0,
            0.24981,
            0
        ],
        [
            4268.519675,
            4268.519675,
            4268.519675,
            4268.519675,
            4268.519675,
            4268.519675
        ],
        [
            -2376726,
            -72436,
            -2348057,
            -86310879,
            -15260712,
            -99849940
        ],
        [
            0.204567,
            0.980725,
            0.151639,
            0.963765,
            1.512251,
            0.804465
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            71,
            32,
            39,
            52,
            27,
            25
        ],
        [
            21,
            14,
            7,
            40,
            19,
            21
        ],
        [
            77.173913,
            69.565217,
            84.782609,
            56.521739,
            58.695652,
            54.347826
        ],
        [
            0.060506,
            0.429067,
            0.027217,
            0.741358,
            1.064176,
            0.675751
        ],
        [
            46757,
            28287,
            46757,
            76742586,
            36466564,
            76742586
        ],
        [
            -1304396,
            -56219,
            -1304396,
            -36969745,
            -9224663,
            -36969745
        ],
        [
            39,
            8,
            70,
            39,
            8,
            70
        ],
        [
            18,
            3,
            31,
            28,
            6,
            52
        ],
        [
            109,
            19,
            290,
            53,
            10,
            92
        ],
        [
            3625,
            369,
            3256,
            3625,
            369,
            3256
        ],
        [
            0,
            0,
            475.756472,
            428.256472,
            450.756472,
            0
        ],
        [
            0,
            0,
            5,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576732,
            -577890,
            -574978,
            -579101,
            342710,
            -580140
        ]
    ]
}
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": 1566129600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759730959200,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 138,
            "offset": 0,
            "std": 1.55879
        }
    }
}

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)