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Trade: FTM/USDT/360/SMA/DCM/7102

Strategy
FTM/USDT/360/SMA/DCM/7102
Pair
FTM_USDT
Interval
6h
Score
690962
Daily Profit
3.665771
Profit Factor
22.620405
Profitability
54.838710
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-08 19:54
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 7351556.1186 7490086.6771 -138530.5585 16518.6094 626600.258 -610081.6486
Total P&L (%) 7351.5561 7490.0867 -138.5306 16.5186 626.6003 -610.0816
Avg Daily Profit (%) 3.598 3.6658 -0.0678 0.0075 0.0971 0
Buy And Hold Return (%) 3409.2825 3409.2825 3409.2825 3409.2825 3409.2825 3409.2825
Max Trade Drawdown -158867 -120839 -282349 -617362 -69019 -646261
Profit Factor 10.0177 22.6204 0.7045 1.0163 3.6402 0.217
Total Trades 63 31 32 63 31 32
Winning Trades 35 17 18 35 17 18
Losing Trades 28 14 14 28 14 14
Profitability (%) 55.5556 54.8387 56.25 55.5556 54.8387 56.25
Ratio Avg Win / Avg Loss 8.0142 18.6286 0.5479 0.813 2.9978 0.1688
Largest Winning Trade 7239077 7239077 39329 624882 624882 32890
Largest Losing Trade -88407 -64626 -88407 -560072 -52552 -560072
Avg Bars in Trades 118 180 59 118 180 59
Avg Bars in Winners 129 197 66 129 197 66
Avg Bars in Losers 105 160 50 105 160 50
Bars Traded 7491 5596 1895 7491 5596 1895
Profit Streak 294.9544 0 296.9544 294.9544 0 296.9544
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -131415 690962 -579412 -702616 -221304 -579412
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565287200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759942459412,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 236,
            "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": [
        [
            7351556.118600543,
            7490086.677086623,
            -138530.5584860781,
            16518.60940055,
            626600.2580097526,
            -610081.648609203
        ],
        [
            7351.556119,
            7490.086677,
            -138.530558,
            16.518609,
            626.600258,
            -610.081649
        ],
        [
            3.597972,
            3.665771,
            -0.067799,
            0.007483,
            0.097108,
            0
        ],
        [
            3409.282489,
            3409.282489,
            3409.282489,
            3409.282489,
            3409.282489,
            3409.282489
        ],
        [
            -158867,
            -120839,
            -282349,
            -617362,
            -69019,
            -646261
        ],
        [
            10.01774,
            22.620405,
            0.704498,
            1.016251,
            3.640242,
            0.217006
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            55.555556,
            54.83871,
            56.25,
            55.555556,
            54.83871,
            56.25
        ],
        [
            8.014192,
            18.628569,
            0.547943,
            0.813,
            2.997847,
            0.168782
        ],
        [
            7239077,
            7239077,
            39329,
            624882,
            624882,
            32890
        ],
        [
            -88407,
            -64626,
            -88407,
            -560072,
            -52552,
            -560072
        ],
        [
            118,
            180,
            59,
            118,
            180,
            59
        ],
        [
            129,
            197,
            66,
            129,
            197,
            66
        ],
        [
            105,
            160,
            50,
            105,
            160,
            50
        ],
        [
            7491,
            5596,
            1895,
            7491,
            5596,
            1895
        ],
        [
            294.954391,
            0,
            296.954391,
            294.954391,
            0,
            296.954391
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131415,
            690962,
            -579412,
            -702616,
            -221304,
            -579412
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565287200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759942459412,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 236,
            "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)