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Trade: FTM/USDT/360/DCU/SINWMA/8201

Strategy
FTM/USDT/360/DCU/SINWMA/8201
Pair
FTM_USDT
Interval
6h
Score
461873
Daily Profit
0.295752
Profit Factor
1.896743
Profitability
53.125000
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-30 04:39
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2849209.3461 -18803.7261 -2830405.62 -276128.5314 41639490.3893 -41915618.9207
Total P&L (%) -2849.2093 -18.8037 -2830.4056 -276.1285 41639.4904 -41915.6189
Avg Daily Profit (%) -1.3945 -0.0092 -1.3852 0 0.2958 0
Buy And Hold Return (%) 2974.2857 2974.2857 2974.2857 2974.2857 2974.2857 2974.2857
Max Trade Drawdown -2965424 -109919 -2917739 -87935553 -18803292 -76997153
Profit Factor 0.1715 0.9401 0.0943 0.998 1.8967 0.5272
Total Trades 64 32 32 64 32 32
Winning Trades 34 17 17 32 17 15
Losing Trades 30 15 15 32 15 17
Profitability (%) 53.125 53.125 53.125 50 53.125 46.875
Ratio Avg Win / Avg Loss 0.1513 0.8295 0.0832 0.998 1.6736 0.5974
Largest Winning Trade 43372 43372 41178 58547451 58547451 16124123
Largest Losing Trade -1743902 -74087 -1743902 -42740324 -14721458 -42740324
Avg Bars in Trades 122 63 181 122 63 181
Avg Bars in Winners 65 35 94 153 84 232
Avg Bars in Losers 187 94 280 91 39 137
Bars Traded 7849 2028 5821 7849 2028 5821
Profit Streak 0 432.0692 0 404.5692 0 418.0692
Trades During Streak 0 2 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -723872 -579443 -580405 -723692 461873 -581063
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564617600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759196376036,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 205,
            "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": [
        [
            -2849209.3461060994,
            -18803.7261184388,
            -2830405.61998766,
            -276128.5314094482,
            41639490.38931763,
            -41915618.92072709
        ],
        [
            -2849.209346,
            -18.803726,
            -2830.40562,
            -276.128531,
            41639.490389,
            -41915.618921
        ],
        [
            -1.39445,
            -0.009203,
            -1.385247,
            0,
            0.295752,
            0
        ],
        [
            2974.285714,
            2974.285714,
            2974.285714,
            2974.285714,
            2974.285714,
            2974.285714
        ],
        [
            -2965424,
            -109919,
            -2917739,
            -87935553,
            -18803292,
            -76997153
        ],
        [
            0.171495,
            0.940097,
            0.094292,
            0.997956,
            1.896743,
            0.52716
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            34,
            17,
            17,
            32,
            17,
            15
        ],
        [
            30,
            15,
            15,
            32,
            15,
            17
        ],
        [
            53.125,
            53.125,
            53.125,
            50,
            53.125,
            46.875
        ],
        [
            0.151319,
            0.829497,
            0.083199,
            0.997956,
            1.673597,
            0.597448
        ],
        [
            43372,
            43372,
            41178,
            58547451,
            58547451,
            16124123
        ],
        [
            -1743902,
            -74087,
            -1743902,
            -42740324,
            -14721458,
            -42740324
        ],
        [
            122,
            63,
            181,
            122,
            63,
            181
        ],
        [
            65,
            35,
            94,
            153,
            84,
            232
        ],
        [
            187,
            94,
            280,
            91,
            39,
            137
        ],
        [
            7849,
            2028,
            5821,
            7849,
            2028,
            5821
        ],
        [
            0,
            432.069167,
            0,
            404.569167,
            0,
            418.069167
        ],
        [
            0,
            2,
            0,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -723872,
            -579443,
            -580405,
            -723692,
            461873,
            -581063
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564617600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759196376036,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 205,
            "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)