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Trade: FTM/USDT/240/DCU/SMA/8502

Strategy
FTM/USDT/240/DCU/SMA/8502
Pair
FTM_USDT
Interval
4h
Score
565860
Daily Profit
0.340069
Profit Factor
3.303120
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-06 14:36
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1990384.5285 51577.9463 -2041962.4748 141919.651 102631173.2582 -102489253.6072
Total P&L (%) -1990.3845 51.5779 -2041.9625 141.9197 102631.1733 -102489.2536
Avg Daily Profit (%) -0.9744 0.0253 -0.9997 0.0433 0.3401 0
Buy And Hold Return (%) 2990.5877 2990.5877 2990.5877 2990.5877 2990.5877 2990.5877
Max Trade Drawdown -2242868 -166078 -2192828 -188237242 -42377552 -182618011
Profit Factor 0.233 1.2162 0.1335 1.0006 3.3031 0.4513
Total Trades 58 29 29 58 29 29
Winning Trades 29 13 16 27 15 12
Losing Trades 29 16 13 31 14 17
Profitability (%) 50 44.8276 55.1724 46.5517 51.7241 41.3793
Ratio Avg Win / Avg Loss 0.233 1.4968 0.1085 1.1489 3.0829 0.6393
Largest Winning Trade 102521 102521 80187 75736224 75736224 49840935
Largest Losing Trade -1137352 -63354 -1137352 -137704879 -41984518 -137704879
Avg Bars in Trades 190 134 247 190 134 247
Avg Bars in Winners 126 117 133 209 155 276
Avg Bars in Losers 255 147 388 174 111 227
Bars Traded 11069 3889 7180 11069 3889 7180
Profit Streak 0 0 521.3172 0 0 521.3172
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -760277 -327412 -579578 -701600 565860 -583601
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1564718400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759750605886,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 63,
            "offset": 250
        }
    }
}
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": [
        [
            -1990384.5285241036,
            51577.946289146,
            -2041962.4748132494,
            141919.6509590972,
            102631173.25815566,
            -102489253.60719657
        ],
        [
            -1990.384529,
            51.577946,
            -2041.962475,
            141.919651,
            102631.173258,
            -102489.253607
        ],
        [
            -0.974403,
            0.02525,
            -0.999654,
            0.043258,
            0.340069,
            0
        ],
        [
            2990.587715,
            2990.587715,
            2990.587715,
            2990.587715,
            2990.587715,
            2990.587715
        ],
        [
            -2242868,
            -166078,
            -2192828,
            -188237242,
            -42377552,
            -182618011
        ],
        [
            0.233029,
            1.216151,
            0.133478,
            1.000613,
            3.30312,
            0.451277
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            29,
            13,
            16,
            27,
            15,
            12
        ],
        [
            29,
            16,
            13,
            31,
            14,
            17
        ],
        [
            50,
            44.827586,
            55.172414,
            46.551724,
            51.724138,
            41.37931
        ],
        [
            0.233029,
            1.496801,
            0.108451,
            1.148853,
            3.082912,
            0.639309
        ],
        [
            102521,
            102521,
            80187,
            75736224,
            75736224,
            49840935
        ],
        [
            -1137352,
            -63354,
            -1137352,
            -137704879,
            -41984518,
            -137704879
        ],
        [
            190,
            134,
            247,
            190,
            134,
            247
        ],
        [
            126,
            117,
            133,
            209,
            155,
            276
        ],
        [
            255,
            147,
            388,
            174,
            111,
            227
        ],
        [
            11069,
            3889,
            7180,
            11069,
            3889,
            7180
        ],
        [
            0,
            0,
            521.317198,
            0,
            0,
            521.317198
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -760277,
            -327412,
            -579578,
            -701600,
            565860,
            -583601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1564718400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759750605886,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 63,
            "offset": 250
        }
    }
}

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)