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Trade: FTM/USDT/240/SSF/DCL/3448

Strategy
FTM/USDT/240/SSF/DCL/3448
Pair
FTM_USDT
Interval
4h
Score
356904
Daily Profit
0.312918
Profit Factor
1.342797
Profitability
47.169811
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-01 10:10
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 -2963600.8842 268154.6109 -3231755.4951 -308826.033 59005602.6967 -59314428.7297
Total P&L (%) -2963.6009 268.1546 -3231.7555 -308.826 59005.6027 -59314.4287
Avg Daily Profit (%) -1.4508 0.1313 -1.5821 0 0.3129 0
Buy And Hold Return (%) 2848.5666 2848.5666 2848.5666 2848.5666 2848.5666 2848.5666
Max Trade Drawdown -3102710 -51538 -3372523 -394899265 -56163085 -394899265
Profit Factor 0.382 1.6105 0.2581 0.9997 1.3428 0.9233
Total Trades 318 159 159 318 159 159
Winning Trades 179 83 96 149 75 74
Losing Trades 139 76 63 169 84 85
Profitability (%) 56.2893 52.2013 60.3774 46.8553 47.1698 46.5409
Ratio Avg Win / Avg Loss 0.2966 1.4747 0.1694 1.1339 1.5039 1.0605
Largest Winning Trade 94922 94922 63767 183636291 43755081 183636291
Largest Losing Trade -2559236 -23891 -2559236 -394899265 -41625828 -394899265
Avg Bars in Trades 38 14 61 38 14 61
Avg Bars in Winners 31 13 47 38 13 63
Avg Bars in Losers 46 15 84 38 15 60
Bars Traded 12158 2302 9856 12158 2302 9856
Profit Streak 277.4655 277.4655 288.4655 0 0 0
Trades During Streak 5 2 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576906 -179800 -577763 -578671 356904 -580179
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": 1561161600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759302616510,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 12,
            "offset": 54
        }
    }
}
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": [
        [
            -2963600.8841770515,
            268154.6108905784,
            -3231755.4950676328,
            -308826.0330323566,
            59005602.696669556,
            -59314428.729702055
        ],
        [
            -2963.600884,
            268.154611,
            -3231.755495,
            -308.826033,
            59005.602697,
            -59314.42873
        ],
        [
            -1.450847,
            0.131277,
            -1.582123,
            0,
            0.312918,
            0
        ],
        [
            2848.56661,
            2848.56661,
            2848.56661,
            2848.56661,
            2848.56661,
            2848.56661
        ],
        [
            -3102710,
            -51538,
            -3372523,
            -394899265,
            -56163085,
            -394899265
        ],
        [
            0.381965,
            1.610503,
            0.258085,
            0.999673,
            1.342797,
            0.923292
        ],
        [
            318,
            159,
            159,
            318,
            159,
            159
        ],
        [
            179,
            83,
            96,
            149,
            75,
            74
        ],
        [
            139,
            76,
            63,
            169,
            84,
            85
        ],
        [
            56.289308,
            52.201258,
            60.377358,
            46.855346,
            47.169811,
            46.540881
        ],
        [
            0.29661,
            1.474678,
            0.169368,
            1.133858,
            1.503932,
            1.060538
        ],
        [
            94922,
            94922,
            63767,
            183636291,
            43755081,
            183636291
        ],
        [
            -2559236,
            -23891,
            -2559236,
            -394899265,
            -41625828,
            -394899265
        ],
        [
            38,
            14,
            61,
            38,
            14,
            61
        ],
        [
            31,
            13,
            47,
            38,
            13,
            63
        ],
        [
            46,
            15,
            84,
            38,
            15,
            60
        ],
        [
            12158,
            2302,
            9856,
            12158,
            2302,
            9856
        ],
        [
            277.465469,
            277.465469,
            288.465469,
            0,
            0,
            0
        ],
        [
            5,
            2,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576906,
            -179800,
            -577763,
            -578671,
            356904,
            -580179
        ]
    ]
}
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": 1561161600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759302616510,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 12,
            "offset": 54
        }
    }
}

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)