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Trade: FTM/USDT/720/HILO/DEMA/6278

Strategy
FTM/USDT/720/HILO/DEMA/6278
Pair
FTM_USDT
Interval
12h
Score
366395
Daily Profit
0.276639
Profit Factor
1.501581
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-07 00:50
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 -2745955.2484 58122.4277 -2804077.6761 -337007.7072 28196382.1661 -28533389.8734
Total P&L (%) -2745.9552 58.1224 -2804.0777 -337.0077 28196.3822 -28533.3899
Avg Daily Profit (%) -1.3438 0.0284 -1.3722 0 0.2766 0
Buy And Hold Return (%) 3561.7801 3561.7801 3561.7801 3561.7801 3561.7801 3561.7801
Max Trade Drawdown -2892588 -150810 -2878677 -152787524 -50465084 -115415013
Profit Factor 0.1942 1.1562 0.0763 0.9982 1.5016 0.7853
Total Trades 63 31 32 63 31 32
Winning Trades 36 16 20 32 16 16
Losing Trades 27 15 12 31 15 16
Profitability (%) 57.1429 51.6129 62.5 50.7937 51.6129 50
Ratio Avg Win / Avg Loss 0.1456 1.0839 0.0458 0.967 1.4077 0.7853
Largest Winning Trade 118399 118399 46703 55214275 30653510 55214275
Largest Losing Trade -1729229 -71721 -1729229 -115415013 -20105461 -115415013
Avg Bars in Trades 60 53 66 60 53 66
Avg Bars in Winners 27 35 20 76 60 92
Avg Bars in Losers 104 72 142 43 46 40
Bars Traded 3789 1668 2121 3789 1668 2121
Profit Streak 318.4104 408.9104 318.4104 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -729885 -368252 -578602 -731674 366395 -580810
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": 1567684800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759787455818,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 174,
            "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": [
        [
            -2745955.248397252,
            58122.4276883949,
            -2804077.676085647,
            -337007.7072491298,
            28196382.16614368,
            -28533389.873392787
        ],
        [
            -2745.955248,
            58.122428,
            -2804.077676,
            -337.007707,
            28196.382166,
            -28533.389873
        ],
        [
            -1.343751,
            0.028443,
            -1.372194,
            0,
            0.276639,
            0
        ],
        [
            3561.780105,
            3561.780105,
            3561.780105,
            3561.780105,
            3561.780105,
            3561.780105
        ],
        [
            -2892588,
            -150810,
            -2878677,
            -152787524,
            -50465084,
            -115415013
        ],
        [
            0.194196,
            1.156185,
            0.076263,
            0.998218,
            1.501581,
            0.785285
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            36,
            16,
            20,
            32,
            16,
            16
        ],
        [
            27,
            15,
            12,
            31,
            15,
            16
        ],
        [
            57.142857,
            51.612903,
            62.5,
            50.793651,
            51.612903,
            50
        ],
        [
            0.145647,
            1.083923,
            0.045758,
            0.967024,
            1.407732,
            0.785285
        ],
        [
            118399,
            118399,
            46703,
            55214275,
            30653510,
            55214275
        ],
        [
            -1729229,
            -71721,
            -1729229,
            -115415013,
            -20105461,
            -115415013
        ],
        [
            60,
            53,
            66,
            60,
            53,
            66
        ],
        [
            27,
            35,
            20,
            76,
            60,
            92
        ],
        [
            104,
            72,
            142,
            43,
            46,
            40
        ],
        [
            3789,
            1668,
            2121,
            3789,
            1668,
            2121
        ],
        [
            318.410368,
            408.910368,
            318.410368,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
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            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -729885,
            -368252,
            -578602,
            -731674,
            366395,
            -580810
        ]
    ]
}
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": 1567684800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759787455818,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 174,
            "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)