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Trade: FTM/USDT/120/DCM/HMA/2396

Strategy
FTM/USDT/120/DCM/HMA/2396
Pair
FTM_USDT
Interval
2h
Score
341951
Daily Profit
0.385057
Profit Factor
1.863670
Profitability
36.170213
Streak
0.000000
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-09 00:49
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 1854903.7247 1758949.1644 95954.5603 112375441.5801 92918961.2196 19456480.3605
Total P&L (%) 1854.9037 1758.9492 95.9546 112375.4416 92918.9612 19456.4804
Avg Daily Profit (%) 1.0147 0.9622 0.0525 0.3851 0.3746 0.289
Buy And Hold Return (%) 7452.9158 7452.9158 7452.9158 7452.9158 7452.9158 7452.9158
Max Trade Drawdown -206825 -139589 -254856 -28939394 -21597264 -27562808
Profit Factor 2.3773 3.8323 1.1322 1.8637 2.661 1.2623
Total Trades 329 165 164 329 165 164
Winning Trades 119 57 62 119 57 62
Losing Trades 210 108 102 210 108 102
Profitability (%) 36.1702 34.5455 37.8049 36.1702 34.5455 37.8049
Ratio Avg Win / Avg Loss 4.1953 7.2612 1.8627 3.2888 5.0418 2.0767
Largest Winning Trade 689481 689481 68509 32821539 32821539 24305290
Largest Losing Trade -37474 -22568 -37474 -11730724 -7291884 -11730724
Avg Bars in Trades 65 61 70 65 61 70
Avg Bars in Winners 129 130 128 129 130 128
Avg Bars in Losers 29 25 34 29 25 34
Bars Traded 21656 10166 11490 21656 10166 11490
Profit Streak 0 0 300.9925 0 0 300.9925
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151554 -151233 -366417 341951 320572 88384
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579809600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759960154396,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 31,
            "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": [
        [
            1854903.7246818366,
            1758949.1644098535,
            95954.5602719832,
            112375441.5801204,
            92918961.21961266,
            19456480.360507727
        ],
        [
            1854.903725,
            1758.949164,
            95.95456,
            112375.44158,
            92918.96122,
            19456.480361
        ],
        [
            1.014718,
            0.962226,
            0.052492,
            0.385057,
            0.374627,
            0.289032
        ],
        [
            7452.915767,
            7452.915767,
            7452.915767,
            7452.915767,
            7452.915767,
            7452.915767
        ],
        [
            -206825,
            -139589,
            -254856,
            -28939394,
            -21597264,
            -27562808
        ],
        [
            2.377325,
            3.83229,
            1.132222,
            1.86367,
            2.660969,
            1.262318
        ],
        [
            329,
            165,
            164,
            329,
            165,
            164
        ],
        [
            119,
            57,
            62,
            119,
            57,
            62
        ],
        [
            210,
            108,
            102,
            210,
            108,
            102
        ],
        [
            36.170213,
            34.545455,
            37.804878,
            36.170213,
            34.545455,
            37.804878
        ],
        [
            4.195279,
            7.261181,
            1.862687,
            3.28883,
            5.041837,
            2.076717
        ],
        [
            689481,
            689481,
            68509,
            32821539,
            32821539,
            24305290
        ],
        [
            -37474,
            -22568,
            -37474,
            -11730724,
            -7291884,
            -11730724
        ],
        [
            65,
            61,
            70,
            65,
            61,
            70
        ],
        [
            129,
            130,
            128,
            129,
            130,
            128
        ],
        [
            29,
            25,
            34,
            29,
            25,
            34
        ],
        [
            21656,
            10166,
            11490,
            21656,
            10166,
            11490
        ],
        [
            0,
            0,
            300.992528,
            0,
            0,
            300.992528
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151554,
            -151233,
            -366417,
            341951,
            320572,
            88384
        ]
    ]
}
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": 1579809600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759960154396,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 31,
            "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)