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Trade: FTM/USDT/720/OHLC4/ALMA/8823

Strategy
FTM/USDT/720/OHLC4/ALMA/8823
Pair
FTM_USDT
Interval
12h
Score
311820
Daily Profit
0.279005
Profit Factor
2.688928
Profitability
36.585366
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-05 02:10
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 -3880816.4242 -177768.6183 -3703047.8059 -108145.1906 29593674.2643 -29701819.455
Total P&L (%) -3880.8164 -177.7686 -3703.0478 -108.1452 29593.6743 -29701.8195
Avg Daily Profit (%) -1.8991 -0.087 -1.8121 0 0.279 0
Buy And Hold Return (%) 3340.2361 3340.2361 3340.2361 3340.2361 3340.2361 3340.2361
Max Trade Drawdown -3904845 -216283 -3736172 -51850560 -8664127 -52193763
Profit Factor 0.1059 0.5569 0.06 0.9985 2.6889 0.4417
Total Trades 82 41 41 82 41 41
Winning Trades 53 24 29 35 15 20
Losing Trades 29 17 12 47 26 21
Profitability (%) 64.6341 58.5366 70.7317 42.6829 36.5854 48.7805
Ratio Avg Win / Avg Loss 0.0579 0.3945 0.0248 1.3408 4.6608 0.4637
Largest Winning Trade 23496 22518 23496 38684576 38684576 15197538
Largest Losing Trade -1854779 -85419 -1854779 -40168318 -7018715 -40168318
Avg Bars in Trades 48 52 44 48 52 44
Avg Bars in Winners 15 17 14 61 79 48
Avg Bars in Losers 107 101 116 38 36 40
Bars Traded 3966 2141 1825 3966 2141 1825
Profit Streak 0 392.4659 0 316.9659 0 396.4659
Trades During Streak 0 2 0 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -587380 -578672 -578054 -590146 311820 -579876
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": 1563883200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759619457839,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 86,
            "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": [
        [
            -3880816.424245481,
            -177768.6183328712,
            -3703047.80591261,
            -108145.1906297221,
            29593674.26433629,
            -29701819.454965997
        ],
        [
            -3880.816424,
            -177.768618,
            -3703.047806,
            -108.145191,
            29593.674264,
            -29701.819455
        ],
        [
            -1.899103,
            -0.086992,
            -1.81211,
            0,
            0.279005,
            0
        ],
        [
            3340.236104,
            3340.236104,
            3340.236104,
            3340.236104,
            3340.236104,
            3340.236104
        ],
        [
            -3904845,
            -216283,
            -3736172,
            -51850560,
            -8664127,
            -52193763
        ],
        [
            0.105891,
            0.556932,
            0.059951,
            0.998471,
            2.688928,
            0.441659
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            53,
            24,
            29,
            35,
            15,
            20
        ],
        [
            29,
            17,
            12,
            47,
            26,
            21
        ],
        [
            64.634146,
            58.536585,
            70.731707,
            42.682927,
            36.585366,
            48.780488
        ],
        [
            0.05794,
            0.394493,
            0.024807,
            1.340804,
            4.660809,
            0.463742
        ],
        [
            23496,
            22518,
            23496,
            38684576,
            38684576,
            15197538
        ],
        [
            -1854779,
            -85419,
            -1854779,
            -40168318,
            -7018715,
            -40168318
        ],
        [
            48,
            52,
            44,
            48,
            52,
            44
        ],
        [
            15,
            17,
            14,
            61,
            79,
            48
        ],
        [
            107,
            101,
            116,
            38,
            36,
            40
        ],
        [
            3966,
            2141,
            1825,
            3966,
            2141,
            1825
        ],
        [
            0,
            392.465947,
            0,
            316.965947,
            0,
            396.465947
        ],
        [
            0,
            2,
            0,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -587380,
            -578672,
            -578054,
            -590146,
            311820,
            -579876
        ]
    ]
}
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": 1563883200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759619457839,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 86,
            "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)