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Trade: FTM/USDT/720/SSF/DCU/6363

Strategy
FTM/USDT/720/SSF/DCU/6363
Pair
FTM_USDT
Interval
12h
Score
461401
Daily Profit
0.342071
Profit Factor
1.641721
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-10 12:33
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 3031384.0408 2855873.2938 175510.747 107207553.1673 106367330.7568 840222.4104
Total P&L (%) 3031.384 2855.8733 175.5107 107207.5532 106367.3308 840.2224
Avg Daily Profit (%) 1.4834 1.3975 0.0859 0.3421 0.3417 0.1097
Buy And Hold Return (%) 3022.3214 3022.3214 3022.3214 3022.3214 3022.3214 3022.3214
Max Trade Drawdown -166514 -126943 -47494 -64221178 -35884581 -30893502
Profit Factor 6.7314 8.939 2.0374 1.6417 2.0492 1.0128
Total Trades 87 44 43 87 44 43
Winning Trades 45 21 24 45 21 24
Losing Trades 42 23 19 42 23 19
Profitability (%) 51.7241 47.7273 55.814 51.7241 47.7273 55.814
Ratio Avg Win / Avg Loss 6.2827 9.7903 1.613 1.5323 2.2443 0.8018
Largest Winning Trade 1815216 1815216 51729 50532499 50532499 15105494
Largest Losing Trade -62787 -62787 -40600 -28982362 -20216418 -28982362
Avg Bars in Trades 45 79 11 45 79 11
Avg Bars in Winners 57 106 14 57 106 14
Avg Bars in Losers 33 54 8 33 54 8
Bars Traded 3986 3485 501 3986 3485 501
Profit Streak 0 0 416.3983 0 0 416.3983
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -142101 -144390 -238527 461401 443463 -418325
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": 1561550400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760088811314,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 32,
            "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": [
        [
            3031384.040768014,
            2855873.2938109273,
            175510.7469570872,
            107207553.16725788,
            106367330.75681876,
            840222.4104391262
        ],
        [
            3031.384041,
            2855.873294,
            175.510747,
            107207.553167,
            106367.330757,
            840.22241
        ],
        [
            1.483427,
            1.39754,
            0.085887,
            0.342071,
            0.341685,
            0.109722
        ],
        [
            3022.321429,
            3022.321429,
            3022.321429,
            3022.321429,
            3022.321429,
            3022.321429
        ],
        [
            -166514,
            -126943,
            -47494,
            -64221178,
            -35884581,
            -30893502
        ],
        [
            6.73143,
            8.939008,
            2.037429,
            1.641721,
            2.049166,
            1.012793
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            51.724138,
            47.727273,
            55.813953,
            51.724138,
            47.727273,
            55.813953
        ],
        [
            6.282668,
            9.790342,
            1.612964,
            1.532273,
            2.244325,
            0.801794
        ],
        [
            1815216,
            1815216,
            51729,
            50532499,
            50532499,
            15105494
        ],
        [
            -62787,
            -62787,
            -40600,
            -28982362,
            -20216418,
            -28982362
        ],
        [
            45,
            79,
            11,
            45,
            79,
            11
        ],
        [
            57,
            106,
            14,
            57,
            106,
            14
        ],
        [
            33,
            54,
            8,
            33,
            54,
            8
        ],
        [
            3986,
            3485,
            501,
            3986,
            3485,
            501
        ],
        [
            0,
            0,
            416.398279,
            0,
            0,
            416.398279
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142101,
            -144390,
            -238527,
            461401,
            443463,
            -418325
        ]
    ]
}
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": 1561550400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760088811314,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 32,
            "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)