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Trade: FTM/USDT/720/DCM/SINWMA/6437

Strategy
FTM/USDT/720/DCM/SINWMA/6437
Pair
FTM_USDT
Interval
12h
Score
702663
Daily Profit
0.283393
Profit Factor
4.566836
Profitability
64.864865
Streak
413.398300
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-10 12:33
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2401377.4901 69834.2574 -2471211.7474 -78667.2501 32371478.0015 -32450145.2515
Total P&L (%) -2401.3775 69.8343 -2471.2117 -78.6673 32371.478 -32450.1453
Avg Daily Profit (%) -1.1751 0.0342 -1.2093 -0.0756 0.2834 0
Buy And Hold Return (%) 2915.9552 2915.9552 2915.9552 2915.9552 2915.9552 2915.9552
Max Trade Drawdown -2539584 -172807 -2525851 -47912122 -6194237 -48828406
Profit Factor 0.2408 1.2007 0.1221 0.9987 4.5668 0.3552
Total Trades 75 37 38 75 37 38
Winning Trades 51 25 26 45 24 21
Losing Trades 24 12 12 30 13 17
Profitability (%) 68 67.5676 68.4211 60 64.8649 55.2632
Ratio Avg Win / Avg Loss 0.1133 0.5763 0.0564 0.6658 2.4737 0.2875
Largest Winning Trade 41534 41534 23201 24673341 24673341 11370120
Largest Losing Trade -1278182 -75660 -1278182 -40473713 -4669645 -40473713
Avg Bars in Trades 50 52 47 50 52 47
Avg Bars in Winners 22 21 23 33 38 28
Avg Bars in Losers 109 118 100 74 79 71
Bars Traded 3767 1957 1809 3767 1957 1809
Profit Streak 0 413.3983 0 0 413.3983 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 -639444 -311567 -578377 -640481 702663 -580082
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564747200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760088813082,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 106,
            "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": [
        [
            -2401377.4900722755,
            69834.2573764098,
            -2471211.747448685,
            -78667.2500700952,
            32371478.00147128,
            -32450145.251541384
        ],
        [
            -2401.37749,
            69.834257,
            -2471.211747,
            -78.66725,
            32371.478001,
            -32450.145252
        ],
        [
            -1.17513,
            0.034174,
            -1.209304,
            -0.075573,
            0.283393,
            0
        ],
        [
            2915.955153,
            2915.955153,
            2915.955153,
            2915.955153,
            2915.955153,
            2915.955153
        ],
        [
            -2539584,
            -172807,
            -2525851,
            -47912122,
            -6194237,
            -48828406
        ],
        [
            0.240796,
            1.200695,
            0.122145,
            0.998676,
            4.566836,
            0.355173
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            51,
            25,
            26,
            45,
            24,
            21
        ],
        [
            24,
            12,
            12,
            30,
            13,
            17
        ],
        [
            68,
            67.567568,
            68.421053,
            60,
            64.864865,
            55.263158
        ],
        [
            0.113316,
            0.576333,
            0.056375,
            0.665784,
            2.473703,
            0.287521
        ],
        [
            41534,
            41534,
            23201,
            24673341,
            24673341,
            11370120
        ],
        [
            -1278182,
            -75660,
            -1278182,
            -40473713,
            -4669645,
            -40473713
        ],
        [
            50,
            52,
            47,
            50,
            52,
            47
        ],
        [
            22,
            21,
            23,
            33,
            38,
            28
        ],
        [
            109,
            118,
            100,
            74,
            79,
            71
        ],
        [
            3767,
            1957,
            1809,
            3767,
            1957,
            1809
        ],
        [
            0,
            413.3983,
            0,
            0,
            413.3983,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -639444,
            -311567,
            -578377,
            -640481,
            702663,
            -580082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564747200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760088813082,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 106,
            "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)