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Trade: FTM/USDT/720/DCM/ZLMA/5158

Strategy
FTM/USDT/720/DCM/ZLMA/5158
Pair
FTM_USDT
Interval
12h
Score
325940
Daily Profit
0.267515
Profit Factor
1.725872
Profitability
56.666667
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-28 03:46
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 -3265822.0394 18547.6434 -3284369.6828 -740495.2029 23395043.821 -24135539.0239
Total P&L (%) -3265.822 18.5476 -3284.3697 -740.4952 23395.0438 -24135.539
Avg Daily Profit (%) -1.5982 0.0091 -1.6072 0 0.2675 0
Buy And Hold Return (%) 6418.1733 6418.1733 6418.1733 6418.1733 6418.1733 6418.1733
Max Trade Drawdown -3332544 -115584 -3303256 -61131722 -24755132 -71553231
Profit Factor 0.1592 1.0583 0.079 0.9941 1.7259 0.7441
Total Trades 60 30 30 60 30 30
Winning Trades 34 17 17 30 17 13
Losing Trades 26 13 13 30 13 17
Profitability (%) 56.6667 56.6667 56.6667 50 56.6667 43.3333
Ratio Avg Win / Avg Loss 0.1218 0.8093 0.0604 0.9941 1.3198 0.973
Largest Winning Trade 114285 114285 47207 37791498 14437099 37791498
Largest Losing Trade -1770134 -56009 -1770134 -39053095 -9319391 -39053095
Avg Bars in Trades 58 42 75 58 42 75
Avg Bars in Winners 29 34 23 66 37 104
Avg Bars in Losers 97 51 142 50 47 52
Bars Traded 3514 1261 2253 3514 1261 2253
Profit Streak 330.532 421.532 330.532 0 0 0
Trades During Streak 2 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -752447 -502408 -579374 -754277 325940 -583418
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": 1570060800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759020365913,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 229,
            "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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            -740495.2029256925,
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            -24135539.023933493
        ],
        [
            -3265.822039,
            18.547643,
            -3284.369683,
            -740.495203,
            23395.043821,
            -24135.539024
        ],
        [
            -1.598151,
            0.009076,
            -1.607228,
            0,
            0.267515,
            0
        ],
        [
            6418.173346,
            6418.173346,
            6418.173346,
            6418.173346,
            6418.173346,
            6418.173346
        ],
        [
            -3332544,
            -115584,
            -3303256,
            -61131722,
            -24755132,
            -71553231
        ],
        [
            0.159233,
            1.058284,
            0.079004,
            0.994148,
            1.725872,
            0.744083
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            34,
            17,
            17,
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            17,
            13
        ],
        [
            26,
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            13,
            30,
            13,
            17
        ],
        [
            56.666667,
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            56.666667,
            50,
            56.666667,
            43.333333
        ],
        [
            0.121766,
            0.809276,
            0.060415,
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            1.319784,
            0.973031
        ],
        [
            114285,
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            47207,
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            14437099,
            37791498
        ],
        [
            -1770134,
            -56009,
            -1770134,
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            -9319391,
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        ],
        [
            58,
            42,
            75,
            58,
            42,
            75
        ],
        [
            29,
            34,
            23,
            66,
            37,
            104
        ],
        [
            97,
            51,
            142,
            50,
            47,
            52
        ],
        [
            3514,
            1261,
            2253,
            3514,
            1261,
            2253
        ],
        [
            330.532013,
            421.532013,
            330.532013,
            0,
            0,
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        ],
        [
            2,
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        ],
        [
            0.8,
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        ],
        [
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            -502408,
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        ]
    ]
}
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": 1570060800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759020365913,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 229,
            "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)