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Trade: FTM/USDT/240/DEMA/SMA/5211

Strategy
FTM/USDT/240/DEMA/SMA/5211
Pair
FTM_USDT
Interval
4h
Score
709690
Daily Profit
0.288562
Profit Factor
5.076452
Profitability
62.790698
Streak
401.990201
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 -3099314.9224 -14312.683 -3085002.2394 -92593.037 35891854.4746 -35984447.5116
Total P&L (%) -3099.3149 -14.3127 -3085.0022 -92.593 35891.8545 -35984.4475
Avg Daily Profit (%) -1.5173 -0.007 -1.5103 -0.1273 0.2886 0
Buy And Hold Return (%) 3252.8284 3252.8284 3252.8284 3252.8284 3252.8284 3252.8284
Max Trade Drawdown -3203051 -195870 -3188858 -49055942 -4725310 -49495874
Profit Factor 0.2074 0.9676 0.1106 0.9985 5.0765 0.3226
Total Trades 87 43 44 87 43 44
Winning Trades 60 27 33 56 27 29
Losing Trades 27 16 11 31 16 15
Profitability (%) 68.9655 62.7907 75 64.3678 62.7907 65.9091
Ratio Avg Win / Avg Loss 0.0933 0.5734 0.0369 0.5527 3.0083 0.1669
Largest Winning Trade 52597 52597 25029 21219277 21219277 9489714
Largest Losing Trade -1709294 -78256 -1709294 -44330631 -4725310 -44330631
Avg Bars in Trades 136 145 126 136 145 126
Avg Bars in Winners 57 54 60 101 116 87
Avg Bars in Losers 310 299 326 198 194 202
Bars Traded 11837 6255 5582 11837 6255 5582
Profit Streak 0 401.9902 0 0 401.9902 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577809 -577710 -577478 -578405 709690 -578657
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": 1563163200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758987953345,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 205,
            "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": [
        [
            -3099314.9224354587,
            -14312.6830476066,
            -3085002.2393878526,
            -92593.0370438662,
            35891854.47457231,
            -35984447.511616156
        ],
        [
            -3099.314922,
            -14.312683,
            -3085.002239,
            -92.593037,
            35891.854475,
            -35984.447512
        ],
        [
            -1.517286,
            -0.007007,
            -1.510279,
            -0.127338,
            0.288562,
            0
        ],
        [
            3252.82838,
            3252.82838,
            3252.82838,
            3252.82838,
            3252.82838,
            3252.82838
        ],
        [
            -3203051,
            -195870,
            -3188858,
            -49055942,
            -4725310,
            -49495874
        ],
        [
            0.20743,
            0.967598,
            0.110627,
            0.998505,
            5.076452,
            0.322608
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            60,
            27,
            33,
            56,
            27,
            29
        ],
        [
            27,
            16,
            11,
            31,
            16,
            15
        ],
        [
            68.965517,
            62.790698,
            75,
            64.367816,
            62.790698,
            65.909091
        ],
        [
            0.093344,
            0.573392,
            0.036876,
            0.552744,
            3.008268,
            0.166866
        ],
        [
            52597,
            52597,
            25029,
            21219277,
            21219277,
            9489714
        ],
        [
            -1709294,
            -78256,
            -1709294,
            -44330631,
            -4725310,
            -44330631
        ],
        [
            136,
            145,
            126,
            136,
            145,
            126
        ],
        [
            57,
            54,
            60,
            101,
            116,
            87
        ],
        [
            310,
            299,
            326,
            198,
            194,
            202
        ],
        [
            11837,
            6255,
            5582,
            11837,
            6255,
            5582
        ],
        [
            0,
            401.990201,
            0,
            0,
            401.990201,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577809,
            -577710,
            -577478,
            -578405,
            709690,
            -578657
        ]
    ]
}
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": 1563163200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758987953345,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 205,
            "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)