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Trade: FTM/USDT/120/ALMA/DCM/9661

Strategy
FTM/USDT/120/ALMA/DCM/9661
Pair
FTM_USDT
Interval
2h
Score
554033
Daily Profit
0.421729
Profit Factor
3.585787
Profitability
44.897959
Streak
337.149978
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-09-28 02:35
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2864194.3351 2747366.8552 116827.4799 242245658.519 219193404.3637 23052254.1553
Total P&L (%) 2864.1943 2747.3669 116.8275 242245.6585 219193.4044 23052.2542
Avg Daily Profit (%) 1.5668 1.5029 0.0639 0.4272 0.4217 0.2983
Buy And Hold Return (%) 7948.3314 7948.3314 7948.3314 7948.3314 7948.3314 7948.3314
Max Trade Drawdown -67866 -46722 -133116 -65891507 -35976302 -106090218
Profit Factor 6.0412 15.4721 1.3088 2.0241 3.5858 1.1519
Total Trades 98 49 49 98 49 49
Winning Trades 42 22 20 42 22 20
Losing Trades 56 27 29 56 27 29
Profitability (%) 42.8571 44.898 40.8163 42.8571 44.898 40.8163
Ratio Avg Win / Avg Loss 8.055 18.9885 1.8978 2.6988 4.4007 1.6702
Largest Winning Trade 1797376 1797376 67413 95603648 95603648 58681863
Largest Losing Trade -48337 -15277 -48337 -62923971 -31769340 -62923971
Avg Bars in Trades 218 214 222 218 214 222
Avg Bars in Winners 387 351 426 387 351 426
Avg Bars in Losers 91 102 81 91 102 81
Bars Traded 21401 10506 10895 21401 10506 10895
Profit Streak 322.9 337.15 0 322.9 337.15 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145347 -144774 -275597 428296 554033 -50138
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580472000000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759016158080,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 28,
            "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": [
        [
            2864194.335064229,
            2747366.8551690965,
            116827.4798951342,
            242245658.5189599,
            219193404.36369157,
            23052254.15526828
        ],
        [
            2864.194335,
            2747.366855,
            116.82748,
            242245.658519,
            219193.404364,
            23052.254155
        ],
        [
            1.566846,
            1.502936,
            0.06391,
            0.42722,
            0.421729,
            0.298293
        ],
        [
            7948.331415,
            7948.331415,
            7948.331415,
            7948.331415,
            7948.331415,
            7948.331415
        ],
        [
            -67866,
            -46722,
            -133116,
            -65891507,
            -35976302,
            -106090218
        ],
        [
            6.04124,
            15.472079,
            1.308811,
            2.024114,
            3.585787,
            1.151886
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            42.857143,
            44.897959,
            40.816327,
            42.857143,
            44.897959,
            40.816327
        ],
        [
            8.054987,
            18.988461,
            1.897776,
            2.698819,
            4.400738,
            1.670235
        ],
        [
            1797376,
            1797376,
            67413,
            95603648,
            95603648,
            58681863
        ],
        [
            -48337,
            -15277,
            -48337,
            -62923971,
            -31769340,
            -62923971
        ],
        [
            218,
            214,
            222,
            218,
            214,
            222
        ],
        [
            387,
            351,
            426,
            387,
            351,
            426
        ],
        [
            91,
            102,
            81,
            91,
            102,
            81
        ],
        [
            21401,
            10506,
            10895,
            21401,
            10506,
            10895
        ],
        [
            322.899978,
            337.149978,
            0,
            322.899978,
            337.149978,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145347,
            -144774,
            -275597,
            428296,
            554033,
            -50138
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580472000000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759016158080,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 28,
            "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)