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Trade: FTM/USDT/720/MIDPRICE/ZLMA/9460

Strategy
FTM/USDT/720/MIDPRICE/ZLMA/9460
Pair
FTM_USDT
Interval
12h
Score
312217
Daily Profit
0.243214
Profit Factor
1.479709
Profitability
55.172414
Streak
430.339189
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-28 11:08
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 -3824155.5035 -45290.757 -3778864.7464 1132636.5315 14217243.2082 -13084606.6766
Total P&L (%) -3824.1555 -45.2908 -3778.8647 1132.6365 14217.2432 -13084.6067
Avg Daily Profit (%) -1.8714 -0.0222 -1.8492 0.123 0.2432 0
Buy And Hold Return (%) 4374.7281 4374.7281 4374.7281 4374.7281 4374.7281 4374.7281
Max Trade Drawdown -3853097 -121324 -3799066 -48051754 -22683444 -40391450
Profit Factor 0.13 0.8636 0.0701 1.0124 1.4797 0.7873
Total Trades 58 29 29 58 29 29
Winning Trades 32 17 15 30 16 14
Losing Trades 26 12 14 28 13 15
Profitability (%) 55.1724 58.6207 51.7241 51.7241 55.1724 48.2759
Ratio Avg Win / Avg Loss 0.1056 0.6096 0.0654 0.9449 1.2023 0.8435
Largest Winning Trade 58028 58028 44784 13954209 13954209 13106736
Largest Losing Trade -2340624 -59359 -2340624 -28692735 -11188330 -28692735
Avg Bars in Trades 60 42 78 60 42 78
Avg Bars in Winners 30 30 31 67 45 92
Avg Bars in Losers 97 60 128 53 39 64
Bars Traded 3512 1245 2267 3512 1245 2267
Profit Streak 337.8392 430.3392 337.8392 337.8392 430.3392 337.8392
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758641 -578358 -580022 -581017 312217 -580916
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": 1568721600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759046905947,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 198,
            "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": [
        [
            -3824155.503463698,
            -45290.7570367642,
            -3778864.7464269334,
            1132636.5315482996,
            14217243.20815176,
            -13084606.676603466
        ],
        [
            -3824.155503,
            -45.290757,
            -3778.864746,
            1132.636532,
            14217.243208,
            -13084.606677
        ],
        [
            -1.871375,
            -0.022163,
            -1.849212,
            0.122989,
            0.243214,
            0
        ],
        [
            4374.728087,
            4374.728087,
            4374.728087,
            4374.728087,
            4374.728087,
            4374.728087
        ],
        [
            -3853097,
            -121324,
            -3799066,
            -48051754,
            -22683444,
            -40391450
        ],
        [
            0.130002,
            0.863591,
            0.070063,
            1.012427,
            1.479709,
            0.787257
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            32,
            17,
            15,
            30,
            16,
            14
        ],
        [
            26,
            12,
            14,
            28,
            13,
            15
        ],
        [
            55.172414,
            58.62069,
            51.724138,
            51.724138,
            55.172414,
            48.275862
        ],
        [
            0.105627,
            0.609594,
            0.065392,
            0.944932,
            1.202264,
            0.84349
        ],
        [
            58028,
            58028,
            44784,
            13954209,
            13954209,
            13106736
        ],
        [
            -2340624,
            -59359,
            -2340624,
            -28692735,
            -11188330,
            -28692735
        ],
        [
            60,
            42,
            78,
            60,
            42,
            78
        ],
        [
            30,
            30,
            31,
            67,
            45,
            92
        ],
        [
            97,
            60,
            128,
            53,
            39,
            64
        ],
        [
            3512,
            1245,
            2267,
            3512,
            1245,
            2267
        ],
        [
            337.839189,
            430.339189,
            337.839189,
            337.839189,
            430.339189,
            337.839189
        ],
        [
            2,
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            1
        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            -758641,
            -578358,
            -580022,
            -581017,
            312217,
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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": 1568721600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759046905947,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 198,
            "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)