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Trade: FTM/USDT/720/DCM/ZLMA/8891

Strategy
FTM/USDT/720/DCM/ZLMA/8891
Pair
FTM_USDT
Interval
12h
Score
414434
Daily Profit
0.293232
Profit Factor
1.876739
Profitability
56.666667
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-01 13:31
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3341537.0999 20973.047 -3362510.1468 -1027594.4402 39579984.9244 -40607579.3646
Total P&L (%) -3341.5371 20.973 -3362.5101 -1027.5944 39579.9849 -40607.5794
Avg Daily Profit (%) -1.6352 0.0103 -1.6455 0 0.2932 0
Buy And Hold Return (%) 6473.3083 6473.3083 6473.3083 6473.3083 6473.3083 6473.3083
Max Trade Drawdown -3361784 -117479 -3364577 -93100837 -37336431 -103924897
Profit Factor 0.16 1.0659 0.0812 0.9942 1.8767 0.6922
Total Trades 60 30 30 60 30 30
Winning Trades 34 17 17 30 17 13
Losing Trades 26 13 13 30 13 17
Profitability (%) 56.6667 56.6667 56.6667 50 56.6667 43.3333
Ratio Avg Win / Avg Loss 0.1223 0.8151 0.0621 0.9942 1.4352 0.9052
Largest Winning Trade 90426 90426 47207 51718132 23350482 51718132
Largest Losing Trade -1805059 -56509 -1805059 -45414051 -13656940 -45414051
Avg Bars in Trades 58 42 75 58 42 75
Avg Bars in Winners 29 34 23 66 37 104
Avg Bars in Losers 97 51 142 50 47 52
Bars Traded 3514 1263 2251 3514 1263 2251
Profit Streak 334.4382 425.4382 334.4382 0 0 0
Trades During Streak 2 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -752447 -492463 -579374 -754277 414434 -583418
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1569974400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759314660266,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 227,
            "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": [
        [
            -3341537.0998668494,
            20973.0469822512,
            -3362510.1468491005,
            -1027594.4401816179,
            39579984.924448885,
            -40607579.36463049
        ],
        [
            -3341.5371,
            20.973047,
            -3362.510147,
            -1027.59444,
            39579.984924,
            -40607.579365
        ],
        [
            -1.635203,
            0.010263,
            -1.645466,
            0,
            0.293232,
            0
        ],
        [
            6473.308271,
            6473.308271,
            6473.308271,
            6473.308271,
            6473.308271,
            6473.308271
        ],
        [
            -3361784,
            -117479,
            -3364577,
            -93100837,
            -37336431,
            -103924897
        ],
        [
            0.159978,
            1.065886,
            0.081179,
            0.994197,
            1.876739,
            0.692187
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            34,
            17,
            17,
            30,
            17,
            13
        ],
        [
            26,
            13,
            13,
            30,
            13,
            17
        ],
        [
            56.666667,
            56.666667,
            56.666667,
            50,
            56.666667,
            43.333333
        ],
        [
            0.122336,
            0.815089,
            0.062078,
            0.994197,
            1.435153,
            0.905168
        ],
        [
            90426,
            90426,
            47207,
            51718132,
            23350482,
            51718132
        ],
        [
            -1805059,
            -56509,
            -1805059,
            -45414051,
            -13656940,
            -45414051
        ],
        [
            58,
            42,
            75,
            58,
            42,
            75
        ],
        [
            29,
            34,
            23,
            66,
            37,
            104
        ],
        [
            97,
            51,
            142,
            50,
            47,
            52
        ],
        [
            3514,
            1263,
            2251,
            3514,
            1263,
            2251
        ],
        [
            334.438197,
            425.438197,
            334.438197,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -752447,
            -492463,
            -579374,
            -754277,
            414434,
            -583418
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1569974400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759314660266,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 227,
            "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)