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Trade: FTM/USDT/360/DCM/PWMA/3567

Strategy
FTM/USDT/360/DCM/PWMA/3567
Pair
FTM_USDT
Interval
6h
Score
308384
Daily Profit
0.250011
Profit Factor
1.347419
Profitability
62.162162
Streak
431.202598
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-06 07:51
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2311819.8605 102758.6412 -2414578.5017 229859.3381 16334493.0666 -16104633.7284
Total P&L (%) -2311.8199 102.7586 -2414.5785 229.8593 16334.4931 -16104.6337
Avg Daily Profit (%) -1.1314 0.0503 -1.1817 0.0584 0.25 0
Buy And Hold Return (%) 3096.5265 3096.5265 3096.5265 3096.5265 3096.5265 3096.5265
Max Trade Drawdown -2443886 -112455 -2500052 -77888715 -22293280 -69903573
Profit Factor 0.2766 1.2977 0.1529 1.0017 1.3474 0.8133
Total Trades 75 37 38 75 37 38
Winning Trades 42 20 22 42 23 19
Losing Trades 33 17 16 33 14 19
Profitability (%) 56 54.0541 57.8947 56 62.1622 50
Ratio Avg Win / Avg Loss 0.2173 1.1031 0.1112 0.7871 0.8202 0.8133
Largest Winning Trade 94156 94156 44357 37591927 26637254 37591927
Largest Losing Trade -1449706 -69409 -1449706 -56355355 -21003011 -56355355
Avg Bars in Trades 104 97 112 104 97 112
Avg Bars in Winners 63 66 61 94 91 96
Avg Bars in Losers 157 134 181 118 107 127
Bars Traded 7866 3610 4256 7866 3610 4256
Profit Streak 0 431.2026 0 0 431.2026 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -641000 -289965 -579741 -561197 308384 -580764
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564855200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759726304468,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 216,
            "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": [
        [
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            102758.6411868237,
            -2414578.5016637594,
            229859.3381410179,
            16334493.066560606,
            -16104633.728419583
        ],
        [
            -2311.81986,
            102.758641,
            -2414.578502,
            229.859338,
            16334.493067,
            -16104.633728
        ],
        [
            -1.131442,
            0.050292,
            -1.181734,
            0.058429,
            0.250011,
            0
        ],
        [
            3096.526508,
            3096.526508,
            3096.526508,
            3096.526508,
            3096.526508,
            3096.526508
        ],
        [
            -2443886,
            -112455,
            -2500052,
            -77888715,
            -22293280,
            -69903573
        ],
        [
            0.276591,
            1.297709,
            0.152948,
            1.001725,
            1.347419,
            0.813265
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            42,
            20,
            22,
            42,
            23,
            19
        ],
        [
            33,
            17,
            16,
            33,
            14,
            19
        ],
        [
            56,
            54.054054,
            57.894737,
            56,
            62.162162,
            50
        ],
        [
            0.217322,
            1.103053,
            0.111235,
            0.78707,
            0.820168,
            0.813265
        ],
        [
            94156,
            94156,
            44357,
            37591927,
            26637254,
            37591927
        ],
        [
            -1449706,
            -69409,
            -1449706,
            -56355355,
            -21003011,
            -56355355
        ],
        [
            104,
            97,
            112,
            104,
            97,
            112
        ],
        [
            63,
            66,
            61,
            94,
            91,
            96
        ],
        [
            157,
            134,
            181,
            118,
            107,
            127
        ],
        [
            7866,
            3610,
            4256,
            7866,
            3610,
            4256
        ],
        [
            0,
            431.202598,
            0,
            0,
            431.202598,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -641000,
            -289965,
            -579741,
            -561197,
            308384,
            -580764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564855200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759726304468,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 216,
            "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)