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Trade: FTM/USDT/120/DCM/MIDPRICE/2378

Strategy
FTM/USDT/120/DCM/MIDPRICE/2378
Pair
FTM_USDT
Interval
2h
Score
468569
Daily Profit
0.457565
Profit Factor
3.083321
Profitability
39.473684
Streak
321.683433
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-08 13:24
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3307236.0702 3154009.7527 153226.3175 473297529.9324 420895589.1508 52401940.7815
Total P&L (%) 3307.2361 3154.0098 153.2263 473297.5299 420895.5892 52401.9408
Avg Daily Profit (%) 1.8092 1.7254 0.0838 0.464 0.4576 0.3432
Buy And Hold Return (%) 5934.5125 5934.5125 5934.5125 5934.5125 5934.5125 5934.5125
Max Trade Drawdown -125218 -49574 -131319 -251892124 -100499588 -151392535
Profit Factor 8.075 16.8059 1.5719 2.1937 3.0833 1.2695
Total Trades 76 38 38 76 38 38
Winning Trades 35 15 20 35 15 20
Losing Trades 41 23 18 41 23 18
Profitability (%) 46.0526 39.4737 52.6316 46.0526 39.4737 52.6316
Ratio Avg Win / Avg Loss 9.4593 25.7691 1.4147 2.5698 4.7278 1.1425
Largest Winning Trade 1586162 1586162 77221 177027903 177027903 87888376
Largest Losing Trade -64338 -16057 -64338 -68444922 -62177861 -68444922
Avg Bars in Trades 278 264 292 278 264 292
Avg Bars in Winners 491 538 455 491 538 455
Avg Bars in Losers 97 86 111 97 86 111
Bars Traded 21192 10068 11124 21192 10068 11124
Profit Streak 320.9334 321.6834 320.9334 320.9334 321.6834 320.9334
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -197174 -146394 -244134 -39498 468569 363626
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1581811200000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759919048578,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 214,
            "offset": 215
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "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": [
        [
            3307236.0702483156,
            3154009.7527308306,
            153226.317517486,
            473297529.9323502,
            420895589.15084326,
            52401940.78150706
        ],
        [
            3307.23607,
            3154.009753,
            153.226318,
            473297.529932,
            420895.589151,
            52401.940782
        ],
        [
            1.80921,
            1.725388,
            0.083822,
            0.464012,
            0.457565,
            0.343226
        ],
        [
            5934.512511,
            5934.512511,
            5934.512511,
            5934.512511,
            5934.512511,
            5934.512511
        ],
        [
            -125218,
            -49574,
            -131319,
            -251892124,
            -100499588,
            -151392535
        ],
        [
            8.074987,
            16.805942,
            1.571934,
            2.19372,
            3.083321,
            1.269476
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            46.052632,
            39.473684,
            52.631579,
            46.052632,
            39.473684,
            52.631579
        ],
        [
            9.45927,
            25.769111,
            1.414741,
            2.569787,
            4.727758,
            1.142529
        ],
        [
            1586162,
            1586162,
            77221,
            177027903,
            177027903,
            87888376
        ],
        [
            -64338,
            -16057,
            -64338,
            -68444922,
            -62177861,
            -68444922
        ],
        [
            278,
            264,
            292,
            278,
            264,
            292
        ],
        [
            491,
            538,
            455,
            491,
            538,
            455
        ],
        [
            97,
            86,
            111,
            97,
            86,
            111
        ],
        [
            21192,
            10068,
            11124,
            21192,
            10068,
            11124
        ],
        [
            320.933433,
            321.683433,
            320.933433,
            320.933433,
            321.683433,
            320.933433
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -197174,
            -146394,
            -244134,
            -39498,
            468569,
            363626
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1581811200000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759919048578,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 214,
            "offset": 215
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "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)