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Trade: FTM/USDT/120/SMA/DCL/3422

Strategy
FTM/USDT/120/SMA/DCL/3422
Pair
FTM_USDT
Interval
2h
Score
497968
Daily Profit
0.429677
Profit Factor
1.489897
Profitability
59.459459
Streak
457.111058
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-09-28 23:39
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 -3038078.1574 77789.7837 -3115867.9411 -160009013.6853 253329760.6709 -413338774.3562
Total P&L (%) -3038.0782 77.7898 -3115.8679 -160009.0137 253329.7607 -413338.7744
Avg Daily Profit (%) -1.662 0.0426 -1.7045 0 0.4297 0
Buy And Hold Return (%) 6485.6874 6485.6874 6485.6874 6485.6874 6485.6874 6485.6874
Max Trade Drawdown -3098728 -65906 -3176009 -1312518390 -234760098 -1312518390
Profit Factor 0.1908 1.4294 0.128 0.9434 1.4899 0.8211
Total Trades 73 37 36 73 37 36
Winning Trades 44 18 26 35 22 13
Losing Trades 29 19 10 38 15 23
Profitability (%) 60.274 48.6486 72.2222 47.9452 59.4595 36.1111
Ratio Avg Win / Avg Loss 0.1257 1.5088 0.0492 1.0243 1.0158 1.4527
Largest Winning Trade 60141 52112 60141 878253530 349106772 878253530
Largest Losing Trade -1654569 -63404 -1654569 -1312518390 -106165642 -1312518390
Avg Bars in Trades 292 75 514 292 75 514
Avg Bars in Winners 165 72 230 291 71 662
Avg Bars in Losers 483 78 1253 292 80 431
Bars Traded 21323 2788 18534 21323 2788 18534
Profit Streak 0 0 0 274.5277 457.1111 274.5277
Trades During Streak 0 0 0 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -655445 -300378 -577899 -654838 497968 -583925
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1581393600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759091995415,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 238,
            "offset": 133
        }
    }
}
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": [
        [
            -3038078.1573533933,
            77789.7837013437,
            -3115867.9410547367,
            -160009013.68534562,
            253329760.67086375,
            -413338774.35620946
        ],
        [
            -3038.078157,
            77.789784,
            -3115.867941,
            -160009.013685,
            253329.760671,
            -413338.774356
        ],
        [
            -1.661968,
            0.042555,
            -1.704523,
            0,
            0.429677,
            0
        ],
        [
            6485.687382,
            6485.687382,
            6485.687382,
            6485.687382,
            6485.687382,
            6485.687382
        ],
        [
            -3098728,
            -65906,
            -3176009,
            -1312518390,
            -234760098,
            -1312518390
        ],
        [
            0.190768,
            1.42941,
            0.127969,
            0.943414,
            1.489897,
            0.821113
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            44,
            18,
            26,
            35,
            22,
            13
        ],
        [
            29,
            19,
            10,
            38,
            15,
            23
        ],
        [
            60.273973,
            48.648649,
            72.222222,
            47.945205,
            59.459459,
            36.111111
        ],
        [
            0.125733,
            1.508822,
            0.049219,
            1.024278,
            1.015839,
            1.452738
        ],
        [
            60141,
            52112,
            60141,
            878253530,
            349106772,
            878253530
        ],
        [
            -1654569,
            -63404,
            -1654569,
            -1312518390,
            -106165642,
            -1312518390
        ],
        [
            292,
            75,
            514,
            292,
            75,
            514
        ],
        [
            165,
            72,
            230,
            291,
            71,
            662
        ],
        [
            483,
            78,
            1253,
            292,
            80,
            431
        ],
        [
            21323,
            2788,
            18534,
            21323,
            2788,
            18534
        ],
        [
            0,
            0,
            0,
            274.527725,
            457.111058,
            274.527725
        ],
        [
            0,
            0,
            0,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -655445,
            -300378,
            -577899,
            -654838,
            497968,
            -583925
        ]
    ]
}
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": 1581393600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759091995415,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 238,
            "offset": 133
        }
    }
}

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)