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Trade: FTM/USDT/720/ZLMA/SMA/4680

Strategy
FTM/USDT/720/ZLMA/SMA/4680
Pair
FTM_USDT
Interval
12h
Score
667958
Daily Profit
0.255977
Profit Factor
7.103075
Profitability
61.224490
Streak
413.329257
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-08 22:54
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 -3429060.5831 -154161.245 -3274899.3381 -99828.4402 18471392.3097 -18571220.7499
Total P&L (%) -3429.0606 -154.1612 -3274.8993 -99.8284 18471.3923 -18571.2208
Avg Daily Profit (%) -1.678 -0.0754 -1.6026 -0.3111 0.256 0
Buy And Hold Return (%) 3766.2244 3766.2244 3766.2244 3766.2244 3766.2244 3766.2244
Max Trade Drawdown -3510448 -224710 -3354135 -22529341 -1551096 -24089608
Profit Factor 0.1486 0.6621 0.0831 0.9964 7.1031 0.2498
Total Trades 99 49 50 99 49 50
Winning Trades 70 32 38 60 30 30
Losing Trades 29 17 12 39 19 20
Profitability (%) 70.7071 65.3061 76 60.6061 61.2245 60
Ratio Avg Win / Avg Loss 0.0616 0.3517 0.0262 0.6477 4.4986 0.1665
Largest Winning Trade 44999 44999 17822 11640930 11640930 2965696
Largest Losing Trade -1758444 -78511 -1758444 -20978244 -1551096 -20978244
Avg Bars in Trades 39 42 37 39 42 37
Avg Bars in Winners 15 15 15 28 29 26
Avg Bars in Losers 99 94 106 57 62 52
Bars Traded 3947 2092 1855 3947 2092 1855
Profit Streak 0 413.3293 0 0 413.3293 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577552 -577320 -757462 -579139 667958 -759537
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": 1563278400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759953247836,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 72,
            "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": [
        [
            -3429060.583094569,
            -154161.2449623629,
            -3274899.338132206,
            -99828.4401969434,
            18471392.30967132,
            -18571220.74986825
        ],
        [
            -3429.060583,
            -154.161245,
            -3274.899338,
            -99.82844,
            18471.39231,
            -18571.22075
        ],
        [
            -1.678033,
            -0.07544,
            -1.602593,
            -0.311137,
            0.255977,
            0
        ],
        [
            3766.224433,
            3766.224433,
            3766.224433,
            3766.224433,
            3766.224433,
            3766.224433
        ],
        [
            -3510448,
            -224710,
            -3354135,
            -22529341,
            -1551096,
            -24089608
        ],
        [
            0.148641,
            0.662052,
            0.083067,
            0.996407,
            7.103075,
            0.249817
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            70,
            32,
            38,
            60,
            30,
            30
        ],
        [
            29,
            17,
            12,
            39,
            19,
            20
        ],
        [
            70.707071,
            65.306122,
            76,
            60.606061,
            61.22449,
            60
        ],
        [
            0.06158,
            0.351715,
            0.026232,
            0.647664,
            4.498614,
            0.166545
        ],
        [
            44999,
            44999,
            17822,
            11640930,
            11640930,
            2965696
        ],
        [
            -1758444,
            -78511,
            -1758444,
            -20978244,
            -1551096,
            -20978244
        ],
        [
            39,
            42,
            37,
            39,
            42,
            37
        ],
        [
            15,
            15,
            15,
            28,
            29,
            26
        ],
        [
            99,
            94,
            106,
            57,
            62,
            52
        ],
        [
            3947,
            2092,
            1855,
            3947,
            2092,
            1855
        ],
        [
            0,
            413.329257,
            0,
            0,
            413.329257,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577552,
            -577320,
            -757462,
            -579139,
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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": 1563278400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759953247836,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 72,
            "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)