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Trade: FTM/USDT/120/DCM/BBU/2883

Strategy
FTM/USDT/120/DCM/BBU/2883
Pair
FTM_USDT
Interval
2h
Score
413847
Daily Profit
0.353149
Profit Factor
1.328916
Profitability
40.821566
Streak
0.000000
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-09-28 22:07
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1472718.9519 1379378.8247 93340.1272 62803333.9972 43892961.3291 18910372.668
Total P&L (%) 1472.719 1379.3788 93.3401 62803.334 43892.9613 18910.3727
Avg Daily Profit (%) 0.8056 0.7546 0.0511 0.3531 0.3335 0.2875
Buy And Hold Return (%) 7185.4167 7185.4167 7185.4167 7185.4167 7185.4167 7185.4167
Max Trade Drawdown -139371 -105211 -274650 -18956204 -16948857 -16449298
Profit Factor 1.6758 2.3187 1.0824 1.3289 1.4429 1.2059
Total Trades 779 390 389 779 390 389
Winning Trades 318 153 165 318 153 165
Losing Trades 461 237 224 461 237 224
Profitability (%) 40.8216 39.2308 42.4165 40.8216 39.2308 42.4165
Ratio Avg Win / Avg Loss 2.4293 3.5917 1.4694 1.9265 2.2351 1.6371
Largest Winning Trade 329344 329344 48902 16826947 16826947 8985027
Largest Losing Trade -38450 -38450 -27450 -5861059 -5861059 -5730432
Avg Bars in Trades 28 33 22 28 33 22
Avg Bars in Winners 43 57 31 43 57 31
Avg Bars in Losers 17 18 16 17 18 16
Bars Traded 21847 13076 8771 21847 13076 8771
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148655 -151289 -421626 413847 286134 171845
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579233600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759086461021,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 193,
            "offset": 0,
            "std": 1.80142
        }
    }
}
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": [
        [
            1472718.9519081172,
            1379378.8247061064,
            93340.1272020104,
            62803333.99718878,
            43892961.32914582,
            18910372.668042995
        ],
        [
            1472.718952,
            1379.378825,
            93.340127,
            62803.333997,
            43892.961329,
            18910.372668
        ],
        [
            0.805645,
            0.754584,
            0.051061,
            0.353149,
            0.333521,
            0.287479
        ],
        [
            7185.416667,
            7185.416667,
            7185.416667,
            7185.416667,
            7185.416667,
            7185.416667
        ],
        [
            -139371,
            -105211,
            -274650,
            -18956204,
            -16948857,
            -16449298
        ],
        [
            1.675769,
            2.318694,
            1.082361,
            1.328916,
            1.442919,
            1.205904
        ],
        [
            779,
            390,
            389,
            779,
            390,
            389
        ],
        [
            318,
            153,
            165,
            318,
            153,
            165
        ],
        [
            461,
            237,
            224,
            461,
            237,
            224
        ],
        [
            40.821566,
            39.230769,
            42.416452,
            40.821566,
            39.230769,
            42.416452
        ],
        [
            2.429338,
            3.591702,
            1.469387,
            1.926511,
            2.23511,
            1.637106
        ],
        [
            329344,
            329344,
            48902,
            16826947,
            16826947,
            8985027
        ],
        [
            -38450,
            -38450,
            -27450,
            -5861059,
            -5861059,
            -5730432
        ],
        [
            28,
            33,
            22,
            28,
            33,
            22
        ],
        [
            43,
            57,
            31,
            43,
            57,
            31
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            21847,
            13076,
            8771,
            21847,
            13076,
            8771
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148655,
            -151289,
            -421626,
            413847,
            286134,
            171845
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579233600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759086461021,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 193,
            "offset": 0,
            "std": 1.80142
        }
    }
}

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)