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Trade: FTM/USDT/120/EMA/DCM/6852

Strategy
FTM/USDT/120/EMA/DCM/6852
Pair
FTM_USDT
Interval
2h
Score
445647
Daily Profit
0.327179
Profit Factor
1.860813
Profitability
48.520710
Streak
270.602286
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-05 23:27
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 1330106.0199 1379089.4383 -48983.4183 1950833.9956 39092518.9227 -37141684.9272
Total P&L (%) 1330.106 1379.0894 -48.9834 1950.834 39092.5189 -37141.6849
Avg Daily Profit (%) 0.7276 0.7544 -0.0268 0.1654 0.3272 0
Buy And Hold Return (%) 7110.3093 7110.3093 7110.3093 7110.3093 7110.3093 7110.3093
Max Trade Drawdown -269471 -182672 -202320 -42787290 -16778670 -38931643
Profit Factor 1.7549 2.5196 0.9427 1.0167 1.8608 0.4785
Total Trades 338 169 169 338 169 169
Winning Trades 160 82 78 160 82 78
Losing Trades 178 87 91 178 87 91
Profitability (%) 47.3373 48.5207 46.1538 47.3373 48.5207 46.1538
Ratio Avg Win / Avg Loss 1.9524 2.6732 1.0998 1.1311 1.9743 0.5583
Largest Winning Trade 482193 482193 58191 22459050 22459050 7739978
Largest Losing Trade -65393 -45086 -65393 -21319661 -4208842 -21319661
Avg Bars in Trades 64 75 52 64 75 52
Avg Bars in Winners 76 94 57 76 94 57
Avg Bars in Losers 53 58 48 53 58 48
Bars Traded 21697 12818 8878 21697 12818 8878
Profit Streak 270.1023 270.6023 270.1023 270.1023 270.6023 270.1023
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147820 -147474 -579688 -358082 445647 -581355
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580119200000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759696037531,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 194,
            "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": [
        [
            1330106.0199449789,
            1379089.4382912957,
            -48983.4183463179,
            1950833.995555092,
            39092518.92272009,
            -37141684.927164964
        ],
        [
            1330.10602,
            1379.089438,
            -48.983418,
            1950.833996,
            39092.518923,
            -37141.684927
        ],
        [
            0.727629,
            0.754425,
            -0.026796,
            0.16539,
            0.327179,
            0
        ],
        [
            7110.309278,
            7110.309278,
            7110.309278,
            7110.309278,
            7110.309278,
            7110.309278
        ],
        [
            -269471,
            -182672,
            -202320,
            -42787290,
            -16778670,
            -38931643
        ],
        [
            1.754949,
            2.519575,
            0.942662,
            1.016726,
            1.860813,
            0.478501
        ],
        [
            338,
            169,
            169,
            338,
            169,
            169
        ],
        [
            160,
            82,
            78,
            160,
            82,
            78
        ],
        [
            178,
            87,
            91,
            178,
            87,
            91
        ],
        [
            47.337278,
            48.52071,
            46.153846,
            47.337278,
            48.52071,
            46.153846
        ],
        [
            1.952381,
            2.673208,
            1.099773,
            1.131108,
            1.974278,
            0.558251
        ],
        [
            482193,
            482193,
            58191,
            22459050,
            22459050,
            7739978
        ],
        [
            -65393,
            -45086,
            -65393,
            -21319661,
            -4208842,
            -21319661
        ],
        [
            64,
            75,
            52,
            64,
            75,
            52
        ],
        [
            76,
            94,
            57,
            76,
            94,
            57
        ],
        [
            53,
            58,
            48,
            53,
            58,
            48
        ],
        [
            21697,
            12818,
            8878,
            21697,
            12818,
            8878
        ],
        [
            270.102286,
            270.602286,
            270.102286,
            270.102286,
            270.602286,
            270.102286
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147820,
            -147474,
            -579688,
            -358082,
            445647,
            -581355
        ]
    ]
}
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": 1580119200000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759696037531,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 194,
            "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)