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Trade: FTM/USDT/360/DCU/MIDPRICE/5530

Strategy
FTM/USDT/360/DCU/MIDPRICE/5530
Pair
FTM_USDT
Interval
6h
Score
526925
Daily Profit
0.285143
Profit Factor
2.597018
Profitability
56.521739
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-26 17:17
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 -3021147.9986 -17665.4875 -3003482.5111 -98138.9691 33526343.9366 -33624482.9056
Total P&L (%) -3021.148 -17.6655 -3003.4825 -98.139 33526.3439 -33624.4829
Avg Daily Profit (%) -1.4786 -0.0086 -1.47 -0.1948 0.2851 0
Buy And Hold Return (%) 3189.746 3189.746 3189.746 3189.746 3189.746 3189.746
Max Trade Drawdown -3165749 -163068 -3130846 -52055522 -8617430 -52680612
Profit Factor 0.2106 0.9565 0.1222 0.9988 2.597 0.4509
Total Trades 93 46 47 93 46 47
Winning Trades 57 28 29 53 26 27
Losing Trades 36 18 18 40 20 20
Profitability (%) 61.2903 60.8696 61.7021 56.9892 56.5217 57.4468
Ratio Avg Win / Avg Loss 0.133 0.6149 0.0758 0.7538 1.9977 0.334
Largest Winning Trade 71371 35744 71371 31430432 31430432 15090887
Largest Losing Trade -1739971 -77113 -1739971 -37928615 -7384137 -37928615
Avg Bars in Trades 85 67 103 85 67 103
Avg Bars in Winners 49 41 58 87 67 107
Avg Bars in Losers 141 107 176 82 66 98
Bars Traded 7957 3090 4868 7957 3090 4868
Profit Streak 0 415.3457 0 407.0957 0 414.8457
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579066 -578710 -579179 -579038 526925 -579146

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": 1563256800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758896270263,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "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": [
        [
            -3021147.9986087093,
            -17665.4875096303,
            -3003482.5110990787,
            -98138.969099025,
            33526343.936550073,
            -33624482.90564908
        ],
        [
            -3021.147999,
            -17.665488,
            -3003.482511,
            -98.138969,
            33526.343937,
            -33624.482906
        ],
        [
            -1.478599,
            -0.008646,
            -1.469954,
            -0.194795,
            0.285143,
            0
        ],
        [
            3189.746002,
            3189.746002,
            3189.746002,
            3189.746002,
            3189.746002,
            3189.746002
        ],
        [
            -3165749,
            -163068,
            -3130846,
            -52055522,
            -8617430,
            -52680612
        ],
        [
            0.210625,
            0.956462,
            0.122178,
            0.998807,
            2.597018,
            0.450941
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            57,
            28,
            29,
            53,
            26,
            27
        ],
        [
            36,
            18,
            18,
            40,
            20,
            20
        ],
        [
            61.290323,
            60.869565,
            61.702128,
            56.989247,
            56.521739,
            57.446809
        ],
        [
            0.133026,
            0.614868,
            0.075835,
            0.753816,
            1.997706,
            0.33403
        ],
        [
            71371,
            35744,
            71371,
            31430432,
            31430432,
            15090887
        ],
        [
            -1739971,
            -77113,
            -1739971,
            -37928615,
            -7384137,
            -37928615
        ],
        [
            85,
            67,
            103,
            85,
            67,
            103
        ],
        [
            49,
            41,
            58,
            87,
            67,
            107
        ],
        [
            141,
            107,
            176,
            82,
            66,
            98
        ],
        [
            7957,
            3090,
            4868,
            7957,
            3090,
            4868
        ],
        [
            0,
            415.345721,
            0,
            407.095721,
            0,
            414.845721
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579066,
            -578710,
            -579179,
            -579038,
            526925,
            -579146
        ]
    ]
}
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": 1563256800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758896270263,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "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)