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Trade: FTM/USDT/720/MIDPRICE/DCM/1291

Strategy
FTM/USDT/720/MIDPRICE/DCM/1291
Pair
FTM_USDT
Interval
12h
Score
561142
Daily Profit
0.263843
Profit Factor
3.012960
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-28 00:24
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 -1513704.8905 184114.6702 -1697819.5606 -90282.0821 -21791192.4396 21700910.3575
Total P&L (%) -1513.7049 184.1147 -1697.8196 -90.2821 -21791.1924 21700.9104
Avg Daily Profit (%) -0.7407 0.0901 -0.8308 -0.114 0 0.2638
Buy And Hold Return (%) 2788.8889 2788.8889 2788.8889 2788.8889 2788.8889 2788.8889
Max Trade Drawdown -1734105 -148030 -1760443 -26151836 -22806256 -5766414
Profit Factor 0.3369 1.5761 0.1352 0.9975 0.141 3.013
Total Trades 59 29 30 59 29 30
Winning Trades 38 18 20 34 16 18
Losing Trades 21 11 10 25 13 12
Profitability (%) 64.4068 62.069 66.6667 57.6271 55.1724 60
Ratio Avg Win / Avg Loss 0.1862 0.9631 0.0676 0.7335 0.1146 2.0086
Largest Winning Trade 111934 111934 37072 28977106 2086682 28977106
Largest Losing Trade -797996 -85763 -797996 -21873289 -21873289 -3964427
Avg Bars in Trades 63 77 49 63 77 49
Avg Bars in Winners 34 45 23 46 60 34
Avg Bars in Losers 116 129 102 86 99 72
Bars Traded 3751 2254 1497 3751 2254 1497
Profit Streak 0 402.3918 0 0 402.3918 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758410 -235876 -578665 -759289 -579199 561142
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": 1564099200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759008249363,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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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            -1697819.560622032,
            -90282.0821300738,
            -21791192.43958153,
            21700910.35745145
        ],
        [
            -1513.70489,
            184.11467,
            -1697.819561,
            -90.282082,
            -21791.19244,
            21700.910357
        ],
        [
            -0.740741,
            0.090098,
            -0.830839,
            -0.114014,
            0,
            0.263843
        ],
        [
            2788.888889,
            2788.888889,
            2788.888889,
            2788.888889,
            2788.888889,
            2788.888889
        ],
        [
            -1734105,
            -148030,
            -1760443,
            -26151836,
            -22806256,
            -5766414
        ],
        [
            0.336919,
            1.576055,
            0.135188,
            0.997503,
            0.141038,
            3.01296
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            38,
            18,
            20,
            34,
            16,
            18
        ],
        [
            21,
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            10,
            25,
            13,
            12
        ],
        [
            64.40678,
            62.068966,
            66.666667,
            57.627119,
            55.172414,
            60
        ],
        [
            0.186192,
            0.963145,
            0.067594,
            0.733458,
            0.114594,
            2.00864
        ],
        [
            111934,
            111934,
            37072,
            28977106,
            2086682,
            28977106
        ],
        [
            -797996,
            -85763,
            -797996,
            -21873289,
            -21873289,
            -3964427
        ],
        [
            63,
            77,
            49,
            63,
            77,
            49
        ],
        [
            34,
            45,
            23,
            46,
            60,
            34
        ],
        [
            116,
            129,
            102,
            86,
            99,
            72
        ],
        [
            3751,
            2254,
            1497,
            3751,
            2254,
            1497
        ],
        [
            0,
            402.391775,
            0,
            0,
            402.391775,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -758410,
            -235876,
            -578665,
            -759289,
            -579199,
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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": 1564099200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759008249363,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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)