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Trade: FTM/USDT/240/DCU/SMA/5839

Strategy
FTM/USDT/240/DCU/SMA/5839
Pair
FTM_USDT
Interval
4h
Score
532885
Daily Profit
0.289678
Profit Factor
2.456118
Profitability
52.173913
Streak
420.156892
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-27 18:45
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 -3280043.4944 -41047.025 -3238996.4694 -98636.3706 36719513.9163 -36818150.2869
Total P&L (%) -3280.0435 -41.047 -3238.9965 -98.6364 36719.5139 -36818.1503
Avg Daily Profit (%) -1.6058 -0.0201 -1.5857 -0.21 0.2897 0
Buy And Hold Return (%) 3227.3073 3227.3073 3227.3073 3227.3073 3227.3073 3227.3073
Max Trade Drawdown -3419675 -137514 -3339718 -57709051 -7387595 -59914959
Profit Factor 0.184 0.8906 0.1113 0.999 2.4561 0.474
Total Trades 92 46 46 92 46 46
Winning Trades 60 27 33 48 24 24
Losing Trades 32 19 13 44 22 22
Profitability (%) 65.2174 58.6957 71.7391 52.1739 52.1739 52.1739
Ratio Avg Win / Avg Loss 0.0981 0.6267 0.0438 0.9157 2.2514 0.4345
Largest Winning Trade 37060 37060 35487 42798299 42798299 19916809
Largest Losing Trade -1963790 -79986 -1963790 -35513129 -7387595 -35513129
Avg Bars in Trades 129 87 171 129 87 171
Avg Bars in Winners 67 39 91 121 94 149
Avg Bars in Losers 244 155 374 137 80 195
Bars Traded 11910 4032 7878 11910 4032 7878
Profit Streak 0 420.1569 0 0 420.1569 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578282 -578614 -577886 -580250 532885 -580422
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": 1563206400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758987955451,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 208,
            "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": [
        [
            -3280043.49442711,
            -41047.0250117152,
            -3238996.4694153946,
            -98636.3706215618,
            36719513.916284315,
            -36818150.28690587
        ],
        [
            -3280.043494,
            -41.047025,
            -3238.996469,
            -98.636371,
            36719.513916,
            -36818.150287
        ],
        [
            -1.605763,
            -0.020095,
            -1.585668,
            -0.210044,
            0.289678,
            0
        ],
        [
            3227.307326,
            3227.307326,
            3227.307326,
            3227.307326,
            3227.307326,
            3227.307326
        ],
        [
            -3419675,
            -137514,
            -3339718,
            -57709051,
            -7387595,
            -59914959
        ],
        [
            0.184,
            0.890557,
            0.111291,
            0.998964,
            2.456118,
            0.474021
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            60,
            27,
            33,
            48,
            24,
            24
        ],
        [
            32,
            19,
            13,
            44,
            22,
            22
        ],
        [
            65.217391,
            58.695652,
            71.73913,
            52.173913,
            52.173913,
            52.173913
        ],
        [
            0.098133,
            0.626688,
            0.043842,
            0.915717,
            2.251441,
            0.43452
        ],
        [
            37060,
            37060,
            35487,
            42798299,
            42798299,
            19916809
        ],
        [
            -1963790,
            -79986,
            -1963790,
            -35513129,
            -7387595,
            -35513129
        ],
        [
            129,
            87,
            171,
            129,
            87,
            171
        ],
        [
            67,
            39,
            91,
            121,
            94,
            149
        ],
        [
            244,
            155,
            374,
            137,
            80,
            195
        ],
        [
            11910,
            4032,
            7878,
            11910,
            4032,
            7878
        ],
        [
            0,
            420.156892,
            0,
            0,
            420.156892,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578282,
            -578614,
            -577886,
            -580250,
            532885,
            -580422
        ]
    ]
}
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": 1563206400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758987955451,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 208,
            "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)