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Trade: FTM/USDT/720/FWMA/DCM/6175

Strategy
FTM/USDT/720/FWMA/DCM/6175
Pair
FTM_USDT
Interval
12h
Score
375395
Daily Profit
0.252358
Profit Factor
2.117293
Profitability
68.750000
Streak
286.683481
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-05 07:24
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 -1930679.0084 7636.8266 -1938315.8349 34634.2154 -17116141.4993 17150775.7147
Total P&L (%) -1930.679 7.6368 -1938.3158 34.6342 -17116.1415 17150.7757
Avg Daily Profit (%) -0.9448 0.0037 -0.9485 0.0146 0 0.2524
Buy And Hold Return (%) 4374.7281 4374.7281 4374.7281 4374.7281 4374.7281 4374.7281
Max Trade Drawdown -2000828 -95301 -1983033 -35054166 -30469814 -8681591
Profit Factor 0.2291 1.0255 0.121 1.0007 0.5157 2.1173
Total Trades 63 31 32 63 31 32
Winning Trades 46 23 23 44 22 22
Losing Trades 17 8 9 19 9 10
Profitability (%) 73.0159 74.1935 71.875 69.8413 70.9677 68.75
Ratio Avg Win / Avg Loss 0.0847 0.3567 0.0473 0.4321 0.211 0.9624
Largest Winning Trade 41300 41300 31949 15633803 5631293 15633803
Largest Losing Trade -607013 -84914 -607013 -29863866 -29863866 -6884532
Avg Bars in Trades 58 73 44 58 73 44
Avg Bars in Winners 22 31 13 32 43 22
Avg Bars in Losers 156 194 123 118 147 92
Bars Traded 3705 2290 1415 3705 2290 1415
Profit Streak 286.6835 408.1835 286.6835 286.6835 408.1835 286.6835
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -727825 -543300 -577386 -708080 -576760 375395
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": 1568332800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759638252771,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "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": [
        [
            -1930679.008352401,
            7636.8265523753,
            -1938315.8349047757,
            34634.2153949419,
            -17116141.4993,
            17150775.71469496
        ],
        [
            -1930.679008,
            7.636827,
            -1938.315835,
            34.634215,
            -17116.141499,
            17150.775715
        ],
        [
            -0.94479,
            0.003737,
            -0.948527,
            0.014554,
            0,
            0.252358
        ],
        [
            4374.728087,
            4374.728087,
            4374.728087,
            4374.728087,
            4374.728087,
            4374.728087
        ],
        [
            -2000828,
            -95301,
            -1983033,
            -35054166,
            -30469814,
            -8681591
        ],
        [
            0.229114,
            1.025508,
            0.120985,
            1.000683,
            0.515739,
            2.117293
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            46,
            23,
            23,
            44,
            22,
            22
        ],
        [
            17,
            8,
            9,
            19,
            9,
            10
        ],
        [
            73.015873,
            74.193548,
            71.875,
            69.84127,
            70.967742,
            68.75
        ],
        [
            0.084672,
            0.356698,
            0.047342,
            0.432113,
            0.210984,
            0.962406
        ],
        [
            41300,
            41300,
            31949,
            15633803,
            5631293,
            15633803
        ],
        [
            -607013,
            -84914,
            -607013,
            -29863866,
            -29863866,
            -6884532
        ],
        [
            58,
            73,
            44,
            58,
            73,
            44
        ],
        [
            22,
            31,
            13,
            32,
            43,
            22
        ],
        [
            156,
            194,
            123,
            118,
            147,
            92
        ],
        [
            3705,
            2290,
            1415,
            3705,
            2290,
            1415
        ],
        [
            286.683481,
            408.183481,
            286.683481,
            286.683481,
            408.183481,
            286.683481
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -727825,
            -543300,
            -577386,
            -708080,
            -576760,
            375395
        ]
    ]
}
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": 1568332800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759638252771,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "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)