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Trade: FTM/USDT/720/SUPERTREND/DEMA/9817

Strategy
FTM/USDT/720/SUPERTREND/DEMA/9817
Pair
FTM_USDT
Interval
12h
Score
497502
Daily Profit
0.355699
Profit Factor
2.679407
Profitability
46.875000
Streak
322.895437
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-09 12:29
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 -2636585.1438 70110.404 -2706695.5478 -99696.5144 141529895.6379 -141629592.1523
Total P&L (%) -2636.5851 70.1104 -2706.6955 -99.6965 141529.8956 -141629.5922
Avg Daily Profit (%) -1.2902 0.0343 -1.3245 -0.2833 0.3557 0
Buy And Hold Return (%) 5513.1621 5513.1621 5513.1621 5513.1621 5513.1621 5513.1621
Max Trade Drawdown -2722682 -185774 -2784118 -277578093 -69981957 -236411689
Profit Factor 0.2117 1.2226 0.1066 0.9997 2.6794 0.5477
Total Trades 65 32 33 65 32 33
Winning Trades 36 18 18 30 15 15
Losing Trades 29 14 15 35 17 18
Profitability (%) 55.3846 56.25 54.5455 46.1538 46.875 45.4545
Ratio Avg Win / Avg Loss 0.1705 0.9509 0.0889 1.1664 3.0367 0.6572
Largest Winning Trade 116402 116402 69032 142062957 142062957 82895326
Largest Losing Trade -1181445 -79774 -1181445 -231468050 -42135924 -231468050
Avg Bars in Trades 56 39 72 56 39 72
Avg Bars in Winners 25 26 24 67 39 96
Avg Bars in Losers 95 56 131 46 40 53
Bars Traded 3681 1277 2404 3681 1277 2404
Profit Streak 320.3954 322.8954 320.3954 320.3954 322.8954 320.3954
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -715113 -313529 -579626 -715918 497502 -581983
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": 1570795200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760002165784,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 65,
            "offset": 0,
            "multiplier": 3.31739
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 246,
            "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": [
        [
            -2636585.1437997543,
            70110.4040461621,
            -2706695.547845917,
            -99696.5143958352,
            141529895.63787317,
            -141629592.15226898
        ],
        [
            -2636.585144,
            70.110404,
            -2706.695548,
            -99.696514,
            141529.895638,
            -141629.592152
        ],
        [
            -1.29023,
            0.034309,
            -1.324539,
            -0.283307,
            0.355699,
            0
        ],
        [
            5513.162119,
            5513.162119,
            5513.162119,
            5513.162119,
            5513.162119,
            5513.162119
        ],
        [
            -2722682,
            -185774,
            -2784118,
            -277578093,
            -69981957,
            -236411689
        ],
        [
            0.211706,
            1.222617,
            0.106623,
            0.999749,
            2.679407,
            0.547675
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            36,
            18,
            18,
            30,
            15,
            15
        ],
        [
            29,
            14,
            15,
            35,
            17,
            18
        ],
        [
            55.384615,
            56.25,
            54.545455,
            46.153846,
            46.875,
            45.454545
        ],
        [
            0.170541,
            0.950924,
            0.088853,
            1.166374,
            3.036661,
            0.657209
        ],
        [
            116402,
            116402,
            69032,
            142062957,
            142062957,
            82895326
        ],
        [
            -1181445,
            -79774,
            -1181445,
            -231468050,
            -42135924,
            -231468050
        ],
        [
            56,
            39,
            72,
            56,
            39,
            72
        ],
        [
            25,
            26,
            24,
            67,
            39,
            96
        ],
        [
            95,
            56,
            131,
            46,
            40,
            53
        ],
        [
            3681,
            1277,
            2404,
            3681,
            1277,
            2404
        ],
        [
            320.395437,
            322.895437,
            320.395437,
            320.395437,
            322.895437,
            320.395437
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -715113,
            -313529,
            -579626,
            -715918,
            497502,
            -581983
        ]
    ]
}
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": 1570795200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760002165784,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 65,
            "offset": 0,
            "multiplier": 3.31739
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 246,
            "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)