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Trade: FTM/USDT/120/SSF/DEMA/4565

Strategy
FTM/USDT/120/SSF/DEMA/4565
Pair
FTM_USDT
Interval
2h
Score
438354
Daily Profit
0.349006
Profit Factor
1.892346
Profitability
45.652174
Streak
0.000000
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-01 05:59
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1643786.6797 1585092.0816 58694.5981 58231391.1139 51317190.6113 6914200.5026
Total P&L (%) 1643.7867 1585.0921 58.6946 58231.3911 51317.1906 6914.2005
Avg Daily Profit (%) 0.8992 0.8671 0.0321 0.349 0.3421 0.2328
Buy And Hold Return (%) 7461.0811 7461.0811 7461.0811 7461.0811 7461.0811 7461.0811
Max Trade Drawdown -119462 -101579 -129027 -17308519 -13576314 -5770865
Profit Factor 2.7386 4.3973 1.1226 1.8923 2.4113 1.2393
Total Trades 184 92 92 184 92 92
Winning Trades 84 41 43 84 41 43
Losing Trades 100 51 49 100 51 49
Profitability (%) 45.6522 44.5652 46.7391 45.6522 44.5652 46.7391
Ratio Avg Win / Avg Loss 3.2602 5.4698 1.2792 2.2528 2.9994 1.4122
Largest Winning Trade 457171 457171 77382 18954868 18954868 6403273
Largest Losing Trade -54023 -54023 -34288 -11737812 -11737812 -5096461
Avg Bars in Trades 117 114 119 117 114 119
Avg Bars in Winners 189 176 202 189 176 202
Avg Bars in Losers 56 65 47 56 65 47
Bars Traded 21570 10558 11012 21570 10558 11012
Profit Streak 0 0 304.708 0 0 304.708
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148027 -147622 -402470 438354 408340 -158735
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579824000000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759287575325,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 153,
            "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": [
        [
            1643786.679674727,
            1585092.0815874382,
            58694.5980872887,
            58231391.11385544,
            51317190.61129062,
            6914200.502564842
        ],
        [
            1643.78668,
            1585.092082,
            58.694598,
            58231.391114,
            51317.190611,
            6914.200503
        ],
        [
            0.899227,
            0.867118,
            0.032109,
            0.349006,
            0.34208,
            0.232794
        ],
        [
            7461.081081,
            7461.081081,
            7461.081081,
            7461.081081,
            7461.081081,
            7461.081081
        ],
        [
            -119462,
            -101579,
            -129027,
            -17308519,
            -13576314,
            -5770865
        ],
        [
            2.738583,
            4.39729,
            1.122561,
            1.892346,
            2.411308,
            1.239286
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            84,
            41,
            43,
            84,
            41,
            43
        ],
        [
            100,
            51,
            49,
            100,
            51,
            49
        ],
        [
            45.652174,
            44.565217,
            46.73913,
            45.652174,
            44.565217,
            46.73913
        ],
        [
            3.260218,
            5.4698,
            1.279198,
            2.252793,
            2.999432,
            1.41221
        ],
        [
            457171,
            457171,
            77382,
            18954868,
            18954868,
            6403273
        ],
        [
            -54023,
            -54023,
            -34288,
            -11737812,
            -11737812,
            -5096461
        ],
        [
            117,
            114,
            119,
            117,
            114,
            119
        ],
        [
            189,
            176,
            202,
            189,
            176,
            202
        ],
        [
            56,
            65,
            47,
            56,
            65,
            47
        ],
        [
            21570,
            10558,
            11012,
            21570,
            10558,
            11012
        ],
        [
            0,
            0,
            304.708048,
            0,
            0,
            304.708048
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148027,
            -147622,
            -402470,
            438354,
            408340,
            -158735
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579824000000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759287575325,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 153,
            "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)