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Trade: FTM/USDT/240/DCL/HWMA/5075

Strategy
FTM/USDT/240/DCL/HWMA/5075
Pair
FTM_USDT
Interval
4h
Score
408602
Daily Profit
0.255172
Profit Factor
1.756359
Profitability
44.966443
Streak
271.410901
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-26 04:51
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3636917.9197 3493107.1865 143810.7332 55220313.1154 37089878.019 18130435.0965
Total P&L (%) 3636.9179 3493.1072 143.8107 55220.3131 37089.878 18130.4351
Avg Daily Profit (%) 1.7805 1.7101 0.0704 0.3097 0.2902 0.2552
Buy And Hold Return (%) 2470.3785 2470.3785 2470.3785 2470.3785 2470.3785 2470.3785
Max Trade Drawdown -124189 -143751 -28100 -35441046 -34817277 -5041923
Profit Factor 4.7229 5.349 1.8278 1.3492 1.2764 1.7564
Total Trades 297 148 149 297 148 149
Winning Trades 90 23 67 90 23 67
Losing Trades 207 125 82 207 125 82
Profitability (%) 30.303 15.5405 44.9664 30.303 15.5405 44.9664
Ratio Avg Win / Avg Loss 10.8626 29.0707 2.237 3.1031 6.9371 2.1496
Largest Winning Trade 1746303 1746303 31479 33616494 33616494 3984712
Largest Losing Trade -28909 -28909 -14430 -9117829 -9117829 -1847570
Avg Bars in Trades 40 79 1 40 79 1
Avg Bars in Winners 82 314 2 82 314 2
Avg Bars in Losers 22 35 1 22 35 1
Bars Traded 12026 11733 293 12026 11733 293
Profit Streak 268.2442 268.2442 271.4109 268.2442 268.2442 271.4109
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -2015 -86051 -261734 205720 -61220 408602

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1561910400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758851501827,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.88052,
            "nb": 0.43761,
            "nc": 0.55558
        }
    }
}
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": [
        [
            3636917.9196657166,
            3493107.186472145,
            143810.7331935711,
            55220313.11543543,
            37089878.018961936,
            18130435.09647349
        ],
        [
            3636.91792,
            3493.107186,
            143.810733,
            55220.313115,
            37089.878019,
            18130.435096
        ],
        [
            1.780473,
            1.710069,
            0.070403,
            0.309668,
            0.290169,
            0.255172
        ],
        [
            2470.378537,
            2470.378537,
            2470.378537,
            2470.378537,
            2470.378537,
            2470.378537
        ],
        [
            -124189,
            -143751,
            -28100,
            -35441046,
            -34817277,
            -5041923
        ],
        [
            4.722852,
            5.349004,
            1.82783,
            1.349179,
            1.276434,
            1.756359
        ],
        [
            297,
            148,
            149,
            297,
            148,
            149
        ],
        [
            90,
            23,
            67,
            90,
            23,
            67
        ],
        [
            207,
            125,
            82,
            207,
            125,
            82
        ],
        [
            30.30303,
            15.540541,
            44.966443,
            30.30303,
            15.540541,
            44.966443
        ],
        [
            10.862559,
            29.070674,
            2.237046,
            3.103113,
            6.937144,
            2.149574
        ],
        [
            1746303,
            1746303,
            31479,
            33616494,
            33616494,
            3984712
        ],
        [
            -28909,
            -28909,
            -14430,
            -9117829,
            -9117829,
            -1847570
        ],
        [
            40,
            79,
            1,
            40,
            79,
            1
        ],
        [
            82,
            314,
            2,
            82,
            314,
            2
        ],
        [
            22,
            35,
            1,
            22,
            35,
            1
        ],
        [
            12026,
            11733,
            293,
            12026,
            11733,
            293
        ],
        [
            268.244234,
            268.244234,
            271.410901,
            268.244234,
            268.244234,
            271.410901
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -2015,
            -86051,
            -261734,
            205720,
            -61220,
            408602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1561910400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758851501827,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.88052,
            "nb": 0.43761,
            "nc": 0.55558
        }
    }
}

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)