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Trade: FTM/USDT/480/DCM/DCM/5833

Strategy
FTM/USDT/480/DCM/DCM/5833
Pair
FTM_USDT
Interval
8h
Score
423116
Daily Profit
0.273036
Profit Factor
1.773980
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-29 00:23
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1133952.474 243273.6089 -1377226.0829 1486973.9058 -24693975.055 26180948.9607
Total P&L (%) -1133.9525 243.2736 -1377.2261 1486.9739 -24693.9751 26180.949
Avg Daily Profit (%) -0.555 0.1191 -0.674 0.1354 0 0.273
Buy And Hold Return (%) 4175.0611 4175.0611 4175.0611 4175.0611 4175.0611 4175.0611
Max Trade Drawdown -1196380 -89012 -1416632 -63241387 -54408663 -21091279
Profit Factor 0.4422 1.8014 0.2036 1.0147 0.6339 1.774
Total Trades 79 39 40 79 39 40
Winning Trades 53 28 25 51 27 24
Losing Trades 26 11 15 28 12 16
Profitability (%) 67.0886 71.7949 62.5 64.557 69.2308 60
Ratio Avg Win / Avg Loss 0.2169 0.7077 0.1221 0.5571 0.2818 1.1827
Largest Winning Trade 65441 65441 30876 25066666 8141391 25066666
Largest Losing Trade -541927 -82510 -541927 -53490027 -53490027 -14758380
Avg Bars in Trades 70 88 52 70 88 52
Avg Bars in Winners 28 37 17 41 52 29
Avg Bars in Losers 156 220 109 122 169 86
Bars Traded 5553 3466 2087 5553 3466 2087
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -609562 -196356 -579129 -412817 -578264 423116
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566864000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759094639247,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 232,
            "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": [
        [
            -1133952.4740337406,
            243273.6088975861,
            -1377226.0829313265,
            1486973.905783008,
            -24693975.05496496,
            26180948.96074796
        ],
        [
            -1133.952474,
            243.273609,
            -1377.226083,
            1486.973906,
            -24693.975055,
            26180.948961
        ],
        [
            -0.554953,
            0.119057,
            -0.674011,
            0.135381,
            0,
            0.273036
        ],
        [
            4175.061125,
            4175.061125,
            4175.061125,
            4175.061125,
            4175.061125,
            4175.061125
        ],
        [
            -1196380,
            -89012,
            -1416632,
            -63241387,
            -54408663,
            -21091279
        ],
        [
            0.442184,
            1.801375,
            0.203581,
            1.014681,
            0.633939,
            1.77398
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            53,
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            25,
            51,
            27,
            24
        ],
        [
            26,
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            15,
            28,
            12,
            16
        ],
        [
            67.088608,
            71.794872,
            62.5,
            64.556962,
            69.230769,
            60
        ],
        [
            0.216921,
            0.707683,
            0.122149,
            0.55708,
            0.281751,
            1.182653
        ],
        [
            65441,
            65441,
            30876,
            25066666,
            8141391,
            25066666
        ],
        [
            -541927,
            -82510,
            -541927,
            -53490027,
            -53490027,
            -14758380
        ],
        [
            70,
            88,
            52,
            70,
            88,
            52
        ],
        [
            28,
            37,
            17,
            41,
            52,
            29
        ],
        [
            156,
            220,
            109,
            122,
            169,
            86
        ],
        [
            5553,
            3466,
            2087,
            5553,
            3466,
            2087
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -609562,
            -196356,
            -579129,
            -412817,
            -578264,
            423116
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566864000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759094639247,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 232,
            "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)