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Trade: FTM/USDT/60/ALMA/DCM/9798

Strategy
FTM/USDT/60/ALMA/DCM/9798
Pair
FTM_USDT
Interval
1h
Score
368790
Daily Profit
0.308375
Profit Factor
1.701079
Profitability
52.777778
Streak
0.000000
Best Strategy
Training Data Length
787.080000
Evaluation Time
2025-09-27 22:19
Expiration Time
2025-03-10 20:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367373.1046 312736.4237 54636.6808 741998.2337 1028441.4073 -286443.1736
Total P&L (%) 367.3731 312.7364 54.6367 741.9982 1028.4414 -286.4432
Avg Daily Profit (%) 0.4668 0.3973 0.0694 0.2711 0.3084 0
Buy And Hold Return (%) 262.9476 262.9476 262.9476 262.9476 262.9476 262.9476
Max Trade Drawdown -83200 -50151 -57010 -897923 -581269 -703487
Profit Factor 2.1379 2.8033 1.3657 1.2701 1.7011 0.7763
Total Trades 72 36 36 72 36 36
Winning Trades 38 19 19 38 19 19
Losing Trades 34 17 17 34 17 17
Profitability (%) 52.7778 52.7778 52.7778 52.7778 52.7778 52.7778
Ratio Avg Win / Avg Loss 1.9129 2.5082 1.2219 1.1364 1.522 0.6946
Largest Winning Trade 113831 113831 27801 775172 775172 202997
Largest Losing Trade -33346 -33346 -20120 -458544 -458544 -154589
Avg Bars in Trades 253 252 254 253 252 254
Avg Bars in Winners 357 377 336 357 377 336
Avg Bars in Losers 137 112 162 137 112 162
Bars Traded 18246 9085 9161 18246 9085 9161
Profit Streak 0 0 284.1802 0 0 284.1802
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -111397 -91853 -264596 -77863 368790 -579831
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 18890,
    "evaluation_days": 787.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669586400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759000772963,
    "expiration_time": 1741629888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 197,
            "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": [
        [
            367373.1045650011,
            312736.4237420092,
            54636.6808229923,
            741998.2337201035,
            1028441.4073099864,
            -286443.173589883
        ],
        [
            367.373105,
            312.736424,
            54.636681,
            741.998234,
            1028.441407,
            -286.443174
        ],
        [
            0.466754,
            0.397338,
            0.069417,
            0.271064,
            0.308375,
            0
        ],
        [
            262.947587,
            262.947587,
            262.947587,
            262.947587,
            262.947587,
            262.947587
        ],
        [
            -83200,
            -50151,
            -57010,
            -897923,
            -581269,
            -703487
        ],
        [
            2.137934,
            2.803305,
            1.365663,
            1.270089,
            1.701079,
            0.776268
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            52.777778,
            52.777778,
            52.777778,
            52.777778,
            52.777778,
            52.777778
        ],
        [
            1.912888,
            2.50822,
            1.221909,
            1.136395,
            1.522018,
            0.694555
        ],
        [
            113831,
            113831,
            27801,
            775172,
            775172,
            202997
        ],
        [
            -33346,
            -33346,
            -20120,
            -458544,
            -458544,
            -154589
        ],
        [
            253,
            252,
            254,
            253,
            252,
            254
        ],
        [
            357,
            377,
            336,
            357,
            377,
            336
        ],
        [
            137,
            112,
            162,
            137,
            112,
            162
        ],
        [
            18246,
            9085,
            9161,
            18246,
            9085,
            9161
        ],
        [
            0,
            0,
            284.180243,
            0,
            0,
            284.180243
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111397,
            -91853,
            -264596,
            -77863,
            368790,
            -579831
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 18890,
    "evaluation_days": 787.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669586400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759000772963,
    "expiration_time": 1741629888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 197,
            "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)