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Trade: FTM/USDT/720/FWMA/DCM/2785

Strategy
FTM/USDT/720/FWMA/DCM/2785
Pair
FTM_USDT
Interval
12h
Score
432477
Daily Profit
0.259367
Profit Factor
2.232163
Profitability
53.125000
Streak
279.532012
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 -1023200.3771 182959.3211 -1206159.6982 -83442.4452 -19883469.0414 19800026.5963
Total P&L (%) -1023.2004 182.9593 -1206.1597 -83.4424 -19883.469 19800.0266
Avg Daily Profit (%) -0.5007 0.0895 -0.5902 -0.088 0 0.2594
Buy And Hold Return (%) 4360.4592 4360.4592 4360.4592 4360.4592 4360.4592 4360.4592
Max Trade Drawdown -1056726 -105806 -1239753 -35056168 -30625408 -7193794
Profit Factor 0.4088 1.7431 0.1875 0.9985 0.5021 2.2322
Total Trades 63 31 32 63 31 32
Winning Trades 49 25 24 33 16 17
Losing Trades 14 6 8 30 15 15
Profitability (%) 77.7778 80.6452 75 52.381 51.6129 53.125
Ratio Avg Win / Avg Loss 0.1168 0.4184 0.0625 0.9077 0.4707 1.9696
Largest Winning Trade 72543 72543 27678 20973770 7619326 20973770
Largest Losing Trade -452106 -82780 -452106 -29031511 -29031511 -4598474
Avg Bars in Trades 56 70 42 56 70 42
Avg Bars in Winners 18 24 11 27 31 24
Avg Bars in Losers 190 262 135 87 112 63
Bars Traded 3553 2186 1367 3553 2186 1367
Profit Streak 279.532 381.032 279.532 279.532 381.032 279.532
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -727208 -234183 -576980 -730500 -580022 432477
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": 1568462400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759020365807,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 192,
            "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": [
        [
            -1023200.3770817121,
            182959.3211377265,
            -1206159.6982194388,
            -83442.4451844735,
            -19883469.04144983,
            19800026.596265357
        ],
        [
            -1023.200377,
            182.959321,
            -1206.159698,
            -83.442445,
            -19883.469041,
            19800.026596
        ],
        [
            -0.50071,
            0.089532,
            -0.590242,
            -0.087964,
            0,
            0.259367
        ],
        [
            4360.459184,
            4360.459184,
            4360.459184,
            4360.459184,
            4360.459184,
            4360.459184
        ],
        [
            -1056726,
            -105806,
            -1239753,
            -35056168,
            -30625408,
            -7193794
        ],
        [
            0.408823,
            1.743133,
            0.187544,
            0.99851,
            0.50211,
            2.232163
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            49,
            25,
            24,
            33,
            16,
            17
        ],
        [
            14,
            6,
            8,
            30,
            15,
            15
        ],
        [
            77.777778,
            80.645161,
            75,
            52.380952,
            51.612903,
            53.125
        ],
        [
            0.116806,
            0.418352,
            0.062515,
            0.907736,
            0.470728,
            1.969555
        ],
        [
            72543,
            72543,
            27678,
            20973770,
            7619326,
            20973770
        ],
        [
            -452106,
            -82780,
            -452106,
            -29031511,
            -29031511,
            -4598474
        ],
        [
            56,
            70,
            42,
            56,
            70,
            42
        ],
        [
            18,
            24,
            11,
            27,
            31,
            24
        ],
        [
            190,
            262,
            135,
            87,
            112,
            63
        ],
        [
            3553,
            2186,
            1367,
            3553,
            2186,
            1367
        ],
        [
            279.532012,
            381.032012,
            279.532012,
            279.532012,
            381.032012,
            279.532012
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -727208,
            -234183,
            -576980,
            -730500,
            -580022,
            432477
        ]
    ]
}
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": 1568462400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759020365807,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 192,
            "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)