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Trade: FTM/USDT/720/DEMA/SMA/2629

Strategy
FTM/USDT/720/DEMA/SMA/2629
Pair
FTM_USDT
Interval
12h
Score
650915
Daily Profit
0.244378
Profit Factor
8.192292
Profitability
61.363636
Streak
407.584073
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 05:01
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 -2749248.5447 -35195.5644 -2714052.9803 -99953.3738 14561003.0884 -14660956.4621
Total P&L (%) -2749.2485 -35.1956 -2714.053 -99.9534 14561.0031 -14660.9565
Avg Daily Profit (%) -1.3454 -0.0172 -1.3281 -0.3747 0.2444 0
Buy And Hold Return (%) 3232.0629 3232.0629 3232.0629 3232.0629 3232.0629 3232.0629
Max Trade Drawdown -2847935 -177094 -2792281 -17857507 -1221891 -19536662
Profit Factor 0.2079 0.9116 0.1167 0.9955 8.1923 0.2768
Total Trades 89 44 45 89 44 45
Winning Trades 66 31 35 56 27 29
Losing Trades 23 13 10 33 17 16
Profitability (%) 74.1573 70.4545 77.7778 62.9213 61.3636 64.4444
Ratio Avg Win / Avg Loss 0.0724 0.3823 0.0333 0.5866 5.1581 0.1527
Largest Winning Trade 46356 46356 17822 10566797 10566797 3018934
Largest Losing Trade -1523863 -78411 -1523863 -16635615 -1221891 -16635615
Avg Bars in Trades 44 48 40 44 48 40
Avg Bars in Winners 16 16 16 32 36 28
Avg Bars in Losers 123 123 123 64 66 62
Bars Traded 3945 2131 1814 3945 2131 1814
Profit Streak 0 407.5841 0 0 407.5841 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577131 -576690 -577111 -578587 650915 -578839
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": 1563926400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759456863884,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 87,
            "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": [
        [
            -2749248.544748226,
            -35195.5643999026,
            -2714052.9803483244,
            -99953.3737584417,
            14561003.08835409,
            -14660956.46211254
        ],
        [
            -2749.248545,
            -35.195564,
            -2714.05298,
            -99.953374,
            14561.003088,
            -14660.956462
        ],
        [
            -1.345363,
            -0.017223,
            -1.328139,
            -0.37467,
            0.244378,
            0
        ],
        [
            3232.062887,
            3232.062887,
            3232.062887,
            3232.062887,
            3232.062887,
            3232.062887
        ],
        [
            -2847935,
            -177094,
            -2792281,
            -17857507,
            -1221891,
            -19536662
        ],
        [
            0.207866,
            0.911565,
            0.116721,
            0.995517,
            8.192292,
            0.276841
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            66,
            31,
            35,
            56,
            27,
            29
        ],
        [
            23,
            13,
            10,
            33,
            17,
            16
        ],
        [
            74.157303,
            70.454545,
            77.777778,
            62.921348,
            61.363636,
            64.444444
        ],
        [
            0.072438,
            0.382269,
            0.033349,
            0.586644,
            5.158109,
            0.15274
        ],
        [
            46356,
            46356,
            17822,
            10566797,
            10566797,
            3018934
        ],
        [
            -1523863,
            -78411,
            -1523863,
            -16635615,
            -1221891,
            -16635615
        ],
        [
            44,
            48,
            40,
            44,
            48,
            40
        ],
        [
            16,
            16,
            16,
            32,
            36,
            28
        ],
        [
            123,
            123,
            123,
            64,
            66,
            62
        ],
        [
            3945,
            2131,
            1814,
            3945,
            2131,
            1814
        ],
        [
            0,
            407.584073,
            0,
            0,
            407.584073,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577131,
            -576690,
            -577111,
            -578587,
            650915,
            -578839
        ]
    ]
}
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": 1563926400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759456863884,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 87,
            "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)