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Trade: FTM/USDT/720/SWMA/DCM/7533

Strategy
FTM/USDT/720/SWMA/DCM/7533
Pair
FTM_USDT
Interval
12h
Score
461623
Daily Profit
0.242766
Profit Factor
2.067882
Profitability
64.705882
Streak
418.438118
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-01 13:30
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 1961486.4086 1959789.649 1696.7596 4456174.5786 14087091.0375 -9630916.4589
Total P&L (%) 1961.4864 1959.7896 1.6968 4456.1746 14087.091 -9630.9165
Avg Daily Profit (%) 0.9599 0.959 0.0008 0.1871 0.2428 0
Buy And Hold Return (%) 3018.1453 3018.1453 3018.1453 3018.1453 3018.1453 3018.1453
Max Trade Drawdown -106804 -82411 -173210 -9955164 -7018330 -11995088
Profit Factor 4.3424 9.01 1.005 1.1358 2.0679 0.5095
Total Trades 69 34 35 69 34 35
Winning Trades 44 22 22 44 22 22
Losing Trades 25 12 13 25 12 13
Profitability (%) 63.7681 64.7059 62.8571 63.7681 64.7059 62.8571
Ratio Avg Win / Avg Loss 2.4673 4.9145 0.5938 0.6453 1.1279 0.301
Largest Winning Trade 1298844 1298844 64858 8158646 8158646 1814093
Largest Losing Trade -78515 -66972 -78515 -8772739 -6280555 -8772739
Avg Bars in Trades 54 80 28 54 80 28
Avg Bars in Winners 61 92 30 61 92 30
Avg Bars in Losers 42 59 26 42 59 26
Bars Traded 3758 2753 1005 3758 2753 1005
Profit Streak 312.4381 418.4381 312.4381 312.4381 418.4381 312.4381
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -248408 -140717 -571694 -185728 461623 -578255
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": 1565136000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759314653424,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "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": [
        [
            1961486.4085719176,
            1959789.6490086957,
            1696.7595632212,
            4456174.578619569,
            14087091.037543358,
            -9630916.458923781
        ],
        [
            1961.486409,
            1959.789649,
            1.69676,
            4456.174579,
            14087.091038,
            -9630.916459
        ],
        [
            0.959866,
            0.959036,
            0.00083,
            0.187063,
            0.242766,
            0
        ],
        [
            3018.145341,
            3018.145341,
            3018.145341,
            3018.145341,
            3018.145341,
            3018.145341
        ],
        [
            -106804,
            -82411,
            -173210,
            -9955164,
            -7018330,
            -11995088
        ],
        [
            4.342375,
            9.009986,
            1.004959,
            1.135756,
            2.067882,
            0.509461
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            63.768116,
            64.705882,
            62.857143,
            63.768116,
            64.705882,
            62.857143
        ],
        [
            2.467258,
            4.914538,
            0.593839,
            0.645316,
            1.127936,
            0.301045
        ],
        [
            1298844,
            1298844,
            64858,
            8158646,
            8158646,
            1814093
        ],
        [
            -78515,
            -66972,
            -78515,
            -8772739,
            -6280555,
            -8772739
        ],
        [
            54,
            80,
            28,
            54,
            80,
            28
        ],
        [
            61,
            92,
            30,
            61,
            92,
            30
        ],
        [
            42,
            59,
            26,
            42,
            59,
            26
        ],
        [
            3758,
            2753,
            1005,
            3758,
            2753,
            1005
        ],
        [
            312.438118,
            418.438118,
            312.438118,
            312.438118,
            418.438118,
            312.438118
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -248408,
            -140717,
            -571694,
            -185728,
            461623,
            -578255
        ]
    ]
}
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": 1565136000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759314653424,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "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)