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Trade: FTM/USDT/720/ZLMA/SUPERTREND/8545

Strategy
FTM/USDT/720/ZLMA/SUPERTREND/8545
Pair
FTM_USDT
Interval
12h
Score
529049
Daily Profit
0.461569
Profit Factor
1.805242
Profitability
55.319149
Streak
436.979503
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-01 14:30
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 -2404518.9621 212806.2642 -2617325.2264 3638048.5907 1221461715.0358 -1217823666.4451
Total P&L (%) -2404.519 212.8063 -2617.3252 3638.0486 1221461.715 -1217823.6664
Avg Daily Profit (%) -1.1767 0.1041 -1.2808 0.1774 0.4616 0
Buy And Hold Return (%) 2502.9029 2502.9029 2502.9029 2502.9029 2502.9029 2502.9029
Max Trade Drawdown -2692221 -85009 -2799639 -3018407321 -812393032 -3162682795
Profit Factor 0.3194 1.6783 0.187 1.0007 1.8052 0.6825
Total Trades 94 47 47 94 47 47
Winning Trades 66 32 34 54 26 28
Losing Trades 28 15 13 40 21 19
Profitability (%) 70.2128 68.0851 72.3404 57.4468 55.3191 59.5745
Ratio Avg Win / Avg Loss 0.1355 0.7867 0.0715 0.7412 1.4581 0.4631
Largest Winning Trade 50642 50642 42086 1782848180 1782848180 1653383956
Largest Losing Trade -1478896 -60497 -1478896 -682736103 -417661848 -682736103
Avg Bars in Trades 42 36 48 42 36 48
Avg Bars in Winners 23 20 26 36 32 39
Avg Bars in Losers 86 70 105 51 41 62
Bars Traded 4008 1720 2288 4008 1720 2288
Profit Streak 0 436.9795 0 0 436.9795 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577629 -215567 -577800 -237064 529049 -579455
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": 1560470400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759318229046,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 6,
            "offset": 0,
            "multiplier": 3.15239
        }
    }
}
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": [
        [
            -2404518.9621347585,
            212806.2642418174,
            -2617325.2263765754,
            3638048.5907079633,
            1221461715.0357668,
            -1217823666.445059
        ],
        [
            -2404.518962,
            212.806264,
            -2617.325226,
            3638.048591,
            1221461.715036,
            -1217823.666445
        ],
        [
            -1.176667,
            0.104138,
            -1.280805,
            0.17736,
            0.461569,
            0
        ],
        [
            2502.902866,
            2502.902866,
            2502.902866,
            2502.902866,
            2502.902866,
            2502.902866
        ],
        [
            -2692221,
            -85009,
            -2799639,
            -3018407321,
            -812393032,
            -3162682795
        ],
        [
            0.319429,
            1.678321,
            0.187006,
            1.00068,
            1.805242,
            0.682528
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            66,
            32,
            34,
            54,
            26,
            28
        ],
        [
            28,
            15,
            13,
            40,
            21,
            19
        ],
        [
            70.212766,
            68.085106,
            72.340426,
            57.446809,
            55.319149,
            59.574468
        ],
        [
            0.135516,
            0.786713,
            0.071502,
            0.741244,
            1.45808,
            0.463144
        ],
        [
            50642,
            50642,
            42086,
            1782848180,
            1782848180,
            1653383956
        ],
        [
            -1478896,
            -60497,
            -1478896,
            -682736103,
            -417661848,
            -682736103
        ],
        [
            42,
            36,
            48,
            42,
            36,
            48
        ],
        [
            23,
            20,
            26,
            36,
            32,
            39
        ],
        [
            86,
            70,
            105,
            51,
            41,
            62
        ],
        [
            4008,
            1720,
            2288,
            4008,
            1720,
            2288
        ],
        [
            0,
            436.979503,
            0,
            0,
            436.979503,
            0
        ],
        [
            0,
            3,
            0,
            0,
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            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -577629,
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            -577800,
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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": 1560470400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759318229046,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 6,
            "offset": 0,
            "multiplier": 3.15239
        }
    }
}

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)