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Trade: FTM/USDT/240/DCM/ALMA/3556

Strategy
FTM/USDT/240/DCM/ALMA/3556
Pair
FTM_USDT
Interval
4h
Score
337602
Daily Profit
0.212115
Profit Factor
5.867844
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-11 19:44
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2626151.5399 -20398.9699 -2605752.5699 -110018.7927 7480969.1967 -7590987.9894
Total P&L (%) -2626.1515 -20.399 -2605.7526 -110.0188 7480.9692 -7590.988
Avg Daily Profit (%) -1.2856 -0.01 -1.2757 0 0.2121 0
Buy And Hold Return (%) 3252.8284 3252.8284 3252.8284 3252.8284 3252.8284 3252.8284
Max Trade Drawdown -2673777 -122560 -2644621 -9288341 -893005 -10812816
Profit Factor 0.1937 0.9414 0.1043 0.9915 5.8678 0.3351
Total Trades 68 34 34 68 34 34
Winning Trades 43 21 22 27 15 12
Losing Trades 25 13 12 41 19 22
Profitability (%) 63.2353 61.7647 64.7059 39.7059 44.1176 35.2941
Ratio Avg Win / Avg Loss 0.1126 0.5827 0.0569 1.5056 7.4326 0.6144
Largest Winning Trade 54056 36434 54056 5697265 5697265 2236105
Largest Losing Trade -1430857 -77132 -1430857 -8602634 -432553 -8602634
Avg Bars in Trades 175 183 167 175 183 167
Avg Bars in Winners 83 86 79 243 247 238
Avg Bars in Losers 334 340 328 130 132 129
Bars Traded 11936 6235 5701 11936 6235 5701
Profit Streak 0 413.5307 0 291.0307 0 324.0307
Trades During Streak 0 4 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -692562 -577911 -578888 -695192 337602 -585547
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563163200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760201056750,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 205,
            "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": [
        [
            -2626151.5398737006,
            -20398.9699323312,
            -2605752.56994137,
            -110018.7927103695,
            7480969.196650721,
            -7590987.989361092
        ],
        [
            -2626.15154,
            -20.39897,
            -2605.75257,
            -110.018793,
            7480.969197,
            -7590.987989
        ],
        [
            -1.285647,
            -0.009986,
            -1.27566,
            0,
            0.212115,
            0
        ],
        [
            3252.82838,
            3252.82838,
            3252.82838,
            3252.82838,
            3252.82838,
            3252.82838
        ],
        [
            -2673777,
            -122560,
            -2644621,
            -9288341,
            -893005,
            -10812816
        ],
        [
            0.193674,
            0.941364,
            0.104258,
            0.991507,
            5.867844,
            0.335125
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            43,
            21,
            22,
            27,
            15,
            12
        ],
        [
            25,
            13,
            12,
            41,
            19,
            22
        ],
        [
            63.235294,
            61.764706,
            64.705882,
            39.705882,
            44.117647,
            35.294118
        ],
        [
            0.112601,
            0.582749,
            0.056868,
            1.505622,
            7.432603,
            0.614396
        ],
        [
            54056,
            36434,
            54056,
            5697265,
            5697265,
            2236105
        ],
        [
            -1430857,
            -77132,
            -1430857,
            -8602634,
            -432553,
            -8602634
        ],
        [
            175,
            183,
            167,
            175,
            183,
            167
        ],
        [
            83,
            86,
            79,
            243,
            247,
            238
        ],
        [
            334,
            340,
            328,
            130,
            132,
            129
        ],
        [
            11936,
            6235,
            5701,
            11936,
            6235,
            5701
        ],
        [
            0,
            413.530749,
            0,
            291.030749,
            0,
            324.030749
        ],
        [
            0,
            4,
            0,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -692562,
            -577911,
            -578888,
            -695192,
            337602,
            -585547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563163200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760201056750,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 205,
            "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)