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Trade: FTM/USDT/720/ALMA/SUPERTREND/8323

Strategy
FTM/USDT/720/ALMA/SUPERTREND/8323
Pair
FTM_USDT
Interval
12h
Score
530752
Daily Profit
0.278145
Profit Factor
2.845930
Profitability
48.648649
Streak
472.455705
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 13:56
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2745935.6152 2795307.558 -49371.9428 298908.4489 29078033.8532 -28779125.4043
Total P&L (%) 2745.9356 2795.3076 -49.3719 298.9084 29078.0339 -28779.1254
Avg Daily Profit (%) 1.3437 1.3679 -0.0242 0.0677 0.2781 0
Buy And Hold Return (%) 4351.9414 4351.9414 4351.9414 4351.9414 4351.9414 4351.9414
Max Trade Drawdown -204421 -115406 -228484 -43584044 -10606451 -38470813
Profit Factor 4.6914 9.3975 0.8799 1.0054 2.8459 0.2724
Total Trades 73 37 36 73 37 36
Winning Trades 33 18 15 33 18 15
Losing Trades 40 19 21 40 19 21
Profitability (%) 45.2055 48.6486 41.6667 45.2055 48.6486 41.6667
Ratio Avg Win / Avg Loss 5.6865 9.9196 1.2318 1.2187 3.004 0.3814
Largest Winning Trade 1660611 1660611 71300 32375743 32375743 9500862
Largest Losing Trade -94339 -61366 -94339 -30945214 -5776629 -30945214
Avg Bars in Trades 51 57 45 51 57 45
Avg Bars in Winners 84 85 82 84 85 82
Avg Bars in Losers 24 30 18 24 30 18
Bars Traded 3745 2120 1625 3745 2120 1625
Profit Streak 327.4557 472.4557 0 327.4557 472.4557 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -222126 -142773 -582354 -560416 530752 -584020
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566691200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759488972882,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 171,
            "offset": 0,
            "multiplier": 2.80459
        }
    }
}
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": [
        [
            2745935.615196873,
            2795307.557951449,
            -49371.9427545763,
            298908.4488511096,
            29078033.85318569,
            -28779125.404334594
        ],
        [
            2745.935615,
            2795.307558,
            -49.371943,
            298.908449,
            29078.033853,
            -28779.125404
        ],
        [
            1.343741,
            1.367902,
            -0.02416,
            0.067728,
            0.278145,
            0
        ],
        [
            4351.941439,
            4351.941439,
            4351.941439,
            4351.941439,
            4351.941439,
            4351.941439
        ],
        [
            -204421,
            -115406,
            -228484,
            -43584044,
            -10606451,
            -38470813
        ],
        [
            4.691399,
            9.397493,
            0.879874,
            1.005405,
            2.84593,
            0.272413
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            45.205479,
            48.648649,
            41.666667,
            45.205479,
            48.648649,
            41.666667
        ],
        [
            5.686544,
            9.919576,
            1.231823,
            1.218672,
            3.004037,
            0.381378
        ],
        [
            1660611,
            1660611,
            71300,
            32375743,
            32375743,
            9500862
        ],
        [
            -94339,
            -61366,
            -94339,
            -30945214,
            -5776629,
            -30945214
        ],
        [
            51,
            57,
            45,
            51,
            57,
            45
        ],
        [
            84,
            85,
            82,
            84,
            85,
            82
        ],
        [
            24,
            30,
            18,
            24,
            30,
            18
        ],
        [
            3745,
            2120,
            1625,
            3745,
            2120,
            1625
        ],
        [
            327.455705,
            472.455705,
            0,
            327.455705,
            472.455705,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -222126,
            -142773,
            -582354,
            -560416,
            530752,
            -584020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566691200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759488972882,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 171,
            "offset": 0,
            "multiplier": 2.80459
        }
    }
}

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)