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Trade: FTM/USDT/720/DCU/ALMA/9417

Strategy
FTM/USDT/720/DCU/ALMA/9417
Pair
FTM_USDT
Interval
12h
Score
687430
Daily Profit
0.358857
Profit Factor
9.549467
Profitability
54.838710
Streak
505.308771
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 10:24
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 -3892059.5815 -183155.0501 -3708904.5314 -105978.0933 150938137.2455 -151044115.3388
Total P&L (%) -3892.0596 -183.1551 -3708.9045 -105.9781 150938.1372 -151044.1153
Avg Daily Profit (%) -1.9046 -0.0896 -1.815 0 0.3589 0
Buy And Hold Return (%) 3063.2745 3063.2745 3063.2745 3063.2745 3063.2745 3063.2745
Max Trade Drawdown -3956355 -200899 -3793502 -183212745 -11463785 -208353401
Profit Factor 0.0983 0.429 0.0718 0.9996 9.5495 0.3139
Total Trades 62 31 31 62 31 31
Winning Trades 30 13 17 34 17 17
Losing Trades 32 18 14 28 14 14
Profitability (%) 48.3871 41.9355 54.8387 54.8387 54.8387 54.8387
Ratio Avg Win / Avg Loss 0.1049 0.594 0.0591 0.8232 7.8643 0.2585
Largest Winning Trade 37053 30395 37053 114508265 114508265 23799270
Largest Losing Trade -1941602 -78479 -1941602 -177389979 -5822766 -177389979
Avg Bars in Trades 64 49 78 64 49 78
Avg Bars in Winners 32 17 44 70 60 80
Avg Bars in Losers 93 72 120 56 36 77
Bars Traded 3976 1531 2446 3976 1531 2446
Profit Streak 0 0 0 473.8088 505.3088 473.8088
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -739905 -583954 -580190 -737689 687430 -579606
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": 1563969600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759476277857,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 88,
            "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": [
        [
            -3892059.581518101,
            -183155.0500793752,
            -3708904.5314387265,
            -105978.0933118608,
            150938137.24547112,
            -151044115.33878294
        ],
        [
            -3892.059582,
            -183.15505,
            -3708.904531,
            -105.978093,
            150938.137245,
            -151044.115339
        ],
        [
            -1.904605,
            -0.089628,
            -1.814977,
            0,
            0.358857,
            0
        ],
        [
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536
        ],
        [
            -3956355,
            -200899,
            -3793502,
            -183212745,
            -11463785,
            -208353401
        ],
        [
            0.098322,
            0.428984,
            0.071779,
            0.999554,
            9.549467,
            0.313927
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            30,
            13,
            17,
            34,
            17,
            17
        ],
        [
            32,
            18,
            14,
            28,
            14,
            14
        ],
        [
            48.387097,
            41.935484,
            54.83871,
            54.83871,
            54.83871,
            54.83871
        ],
        [
            0.104877,
            0.593977,
            0.059112,
            0.823162,
            7.864267,
            0.258528
        ],
        [
            37053,
            30395,
            37053,
            114508265,
            114508265,
            23799270
        ],
        [
            -1941602,
            -78479,
            -1941602,
            -177389979,
            -5822766,
            -177389979
        ],
        [
            64,
            49,
            78,
            64,
            49,
            78
        ],
        [
            32,
            17,
            44,
            70,
            60,
            80
        ],
        [
            93,
            72,
            120,
            56,
            36,
            77
        ],
        [
            3976,
            1531,
            2446,
            3976,
            1531,
            2446
        ],
        [
            0,
            0,
            0,
            473.808771,
            505.308771,
            473.808771
        ],
        [
            0,
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        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -739905,
            -583954,
            -580190,
            -737689,
            687430,
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        ]
    ]
}
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": 1563969600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759476277857,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 88,
            "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)