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Trade: FTM/USDT/720/T3/HL2/2391

Strategy
FTM/USDT/720/T3/HL2/2391
Pair
FTM_USDT
Interval
12h
Score
349873
Daily Profit
0.275234
Profit Factor
5.390070
Profitability
32.352941
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-28 22:55
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 1945347.1426 1963061.2934 -17714.1508 17566985.9991 27397383.7704 -9830397.7713
Total P&L (%) 1945.3471 1963.0613 -17.7142 17566.986 27397.3838 -9830.3978
Avg Daily Profit (%) 0.952 0.9606 -0.0087 0.2535 0.2752 0
Buy And Hold Return (%) 4055.6744 4055.6744 4055.6744 4055.6744 4055.6744 4055.6744
Max Trade Drawdown -114065 -81455 -116996 -8587540 -1924587 -13752368
Profit Factor 5.8216 13.6617 0.9287 1.6327 5.3901 0.5433
Total Trades 67 34 33 67 34 33
Winning Trades 18 11 7 18 11 7
Losing Trades 49 23 26 49 23 26
Profitability (%) 26.8657 32.3529 21.2121 26.8657 32.3529 21.2121
Ratio Avg Win / Avg Loss 15.8477 28.5654 3.4494 4.4446 11.2701 2.0179
Largest Winning Trade 1005041 1005041 90562 9022836 9022836 5257355
Largest Losing Trade -39009 -33927 -39009 -6729797 -1294504 -6729797
Avg Bars in Trades 55 63 47 55 63 47
Avg Bars in Winners 163 174 145 163 174 145
Avg Bars in Losers 16 10 21 16 10 21
Bars Traded 3730 2158 1572 3730 2158 1572
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -286952 -150824 -624534 -133210 349873 -624534
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": 1567987200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759089351671,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 181,
            "offset": 0,
            "a": 0.9156
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            1945347.142614244,
            1963061.2934000648,
            -17714.1507858208,
            17566985.999107458,
            27397383.7703857,
            -9830397.771278244
        ],
        [
            1945.347143,
            1963.061293,
            -17.714151,
            17566.985999,
            27397.38377,
            -9830.397771
        ],
        [
            0.951968,
            0.960637,
            -0.008669,
            0.253528,
            0.275234,
            0
        ],
        [
            4055.674391,
            4055.674391,
            4055.674391,
            4055.674391,
            4055.674391,
            4055.674391
        ],
        [
            -114065,
            -81455,
            -116996,
            -8587540,
            -1924587,
            -13752368
        ],
        [
            5.821621,
            13.661708,
            0.928694,
            1.632703,
            5.39007,
            0.543287
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            18,
            11,
            7,
            18,
            11,
            7
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            26.865672,
            32.352941,
            21.212121,
            26.865672,
            32.352941,
            21.212121
        ],
        [
            15.847745,
            28.565389,
            3.449435,
            4.44458,
            11.270146,
            2.017922
        ],
        [
            1005041,
            1005041,
            90562,
            9022836,
            9022836,
            5257355
        ],
        [
            -39009,
            -33927,
            -39009,
            -6729797,
            -1294504,
            -6729797
        ],
        [
            55,
            63,
            47,
            55,
            63,
            47
        ],
        [
            163,
            174,
            145,
            163,
            174,
            145
        ],
        [
            16,
            10,
            21,
            16,
            10,
            21
        ],
        [
            3730,
            2158,
            1572,
            3730,
            2158,
            1572
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -286952,
            -150824,
            -624534,
            -133210,
            349873,
            -624534
        ]
    ]
}
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": 1567987200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759089351671,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 181,
            "offset": 0,
            "a": 0.9156
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)