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Trade: FTM/USDT/360/DCU/MIDPRICE/7232

Strategy
FTM/USDT/360/DCU/MIDPRICE/7232
Pair
FTM_USDT
Interval
6h
Score
474164
Daily Profit
0.383665
Profit Factor
1.739381
Profitability
60.526316
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-11 05:11
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3340175.1228 -39750.3717 -3300424.7511 29585.8217 249948211.9746 -249918626.1529
Total P&L (%) -3340.1751 -39.7504 -3300.4248 29.5858 249948.212 -249918.6262
Avg Daily Profit (%) -1.6347 -0.0195 -1.6153 0.0127 0.3837 0
Buy And Hold Return (%) 3063.2745 3063.2745 3063.2745 3063.2745 3063.2745 3063.2745
Max Trade Drawdown -3493913 -152742 -3429558 -648263749 -179187573 -472608535
Profit Factor 0.1834 0.8985 0.1077 1 1.7394 0.5447
Total Trades 77 38 39 77 38 39
Winning Trades 38 17 21 44 23 21
Losing Trades 39 21 18 33 15 18
Profitability (%) 49.3506 44.7368 53.8462 57.1429 60.5263 53.8462
Ratio Avg Win / Avg Loss 0.1882 1.1099 0.0923 0.75 1.1344 0.4669
Largest Winning Trade 74804 63099 74804 228560438 228560438 140954748
Largest Losing Trade -2024407 -59248 -2024407 -252042309 -137256594 -252042309
Avg Bars in Trades 103 60 145 103 60 145
Avg Bars in Winners 73 49 93 96 65 131
Avg Bars in Losers 132 68 206 112 52 161
Bars Traded 7958 2284 5673 7958 2284 5673
Profit Streak 0 463.0916 0 420.8416 0 423.0916
Trades During Streak 0 2 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -627308 -580184 -580258 -608316 474164 -579673
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563991200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760148716989,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "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": [
        [
            -3340175.122775186,
            -39750.3716957768,
            -3300424.7510794075,
            29585.821695231,
            249948211.97463983,
            -249918626.1529447
        ],
        [
            -3340.175123,
            -39.750372,
            -3300.424751,
            29.585822,
            249948.211975,
            -249918.626153
        ],
        [
            -1.634736,
            -0.019454,
            -1.615282,
            0.012685,
            0.383665,
            0
        ],
        [
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536
        ],
        [
            -3493913,
            -152742,
            -3429558,
            -648263749,
            -179187573,
            -472608535
        ],
        [
            0.183407,
            0.898456,
            0.107733,
            1.000033,
            1.739381,
            0.544732
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            38,
            17,
            21,
            44,
            23,
            21
        ],
        [
            39,
            21,
            18,
            33,
            15,
            18
        ],
        [
            49.350649,
            44.736842,
            53.846154,
            57.142857,
            60.526316,
            53.846154
        ],
        [
            0.188233,
            1.109857,
            0.092342,
            0.750025,
            1.134379,
            0.466913
        ],
        [
            74804,
            63099,
            74804,
            228560438,
            228560438,
            140954748
        ],
        [
            -2024407,
            -59248,
            -2024407,
            -252042309,
            -137256594,
            -252042309
        ],
        [
            103,
            60,
            145,
            103,
            60,
            145
        ],
        [
            73,
            49,
            93,
            96,
            65,
            131
        ],
        [
            132,
            68,
            206,
            112,
            52,
            161
        ],
        [
            7958,
            2284,
            5673,
            7958,
            2284,
            5673
        ],
        [
            0,
            463.091632,
            0,
            420.841632,
            0,
            423.091632
        ],
        [
            0,
            2,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            -627308,
            -580184,
            -580258,
            -608316,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563991200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760148716989,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "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)