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Trade: FTM/USDT/720/SUPERTREND/BBM/6055

Strategy
FTM/USDT/720/SUPERTREND/BBM/6055
Pair
FTM_USDT
Interval
12h
Score
615990
Daily Profit
0.286816
Profit Factor
2.979042
Profitability
63.333333
Streak
482.299862
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 22:11
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 1143351.9218 1138452.7635 4899.1584 27418642.1894 34717191.8593 -7298549.6699
Total P&L (%) 1143.3519 1138.4528 4.8992 27418.6422 34717.1919 -7298.5497
Avg Daily Profit (%) 0.5595 0.5571 0.0024 0.2753 0.2868 0
Buy And Hold Return (%) 4351.9414 4351.9414 4351.9414 4351.9414 4351.9414 4351.9414
Max Trade Drawdown -97744 -49839 -137600 -20375021 -13124329 -11533397
Profit Factor 3.1421 6.0475 1.0159 1.6901 2.979 0.671
Total Trades 60 30 30 60 30 30
Winning Trades 33 19 14 33 19 14
Losing Trades 27 11 16 27 11 16
Profitability (%) 55 63.3333 46.6667 55 63.3333 46.6667
Ratio Avg Win / Avg Loss 2.5708 3.5012 1.161 1.3828 1.7247 0.7669
Largest Winning Trade 270846 270846 87879 11314962 11314962 4879847
Largest Losing Trade -48116 -27739 -48116 -8797404 -8797404 -6657036
Avg Bars in Trades 63 38 89 63 38 89
Avg Bars in Winners 88 45 146 88 45 146
Avg Bars in Losers 33 25 39 33 25 39
Bars Traded 3824 1142 2682 3824 1142 2682
Profit Streak 328.7999 482.2999 0 328.7999 482.2999 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 -320927 -143518 -559774 -161958 615990 -582121
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": 1566691200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759518708057,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 210,
            "offset": 0,
            "multiplier": 4.53794
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 244,
            "offset": 0,
            "std": 4.74367
        }
    }
}
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": [
        [
            1143351.921830213,
            1138452.7634685105,
            4899.1583617031,
            27418642.189420752,
            34717191.85934597,
            -7298549.669925228
        ],
        [
            1143.351922,
            1138.452763,
            4.899158,
            27418.642189,
            34717.191859,
            -7298.54967
        ],
        [
            0.559507,
            0.557109,
            0.002397,
            0.275272,
            0.286816,
            0
        ],
        [
            4351.941439,
            4351.941439,
            4351.941439,
            4351.941439,
            4351.941439,
            4351.941439
        ],
        [
            -97744,
            -49839,
            -137600,
            -20375021,
            -13124329,
            -11533397
        ],
        [
            3.142078,
            6.047508,
            1.015895,
            1.690143,
            2.979042,
            0.671036
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            55,
            63.333333,
            46.666667,
            55,
            63.333333,
            46.666667
        ],
        [
            2.570791,
            3.501189,
            1.161023,
            1.382845,
            1.724709,
            0.766899
        ],
        [
            270846,
            270846,
            87879,
            11314962,
            11314962,
            4879847
        ],
        [
            -48116,
            -27739,
            -48116,
            -8797404,
            -8797404,
            -6657036
        ],
        [
            63,
            38,
            89,
            63,
            38,
            89
        ],
        [
            88,
            45,
            146,
            88,
            45,
            146
        ],
        [
            33,
            25,
            39,
            33,
            25,
            39
        ],
        [
            3824,
            1142,
            2682,
            3824,
            1142,
            2682
        ],
        [
            328.799862,
            482.299862,
            0,
            328.799862,
            482.299862,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -320927,
            -143518,
            -559774,
            -161958,
            615990,
            -582121
        ]
    ]
}
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": 1566691200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759518708057,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 210,
            "offset": 0,
            "multiplier": 4.53794
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 244,
            "offset": 0,
            "std": 4.74367
        }
    }
}

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)