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Trade: FTM/USDT/120/KCL/RMA/7126

Strategy
FTM/USDT/120/KCL/RMA/7126
Pair
FTM_USDT
Interval
2h
Score
434069
Daily Profit
0.271982
Profit Factor
4.103690
Profitability
71.875000
Streak
399.508214
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-09-26 21:11
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 -2153052.3047 97148.5468 -2250200.8516 -99630.3947 14231912.9307 -14331543.3254
Total P&L (%) -2153.0523 97.1485 -2250.2009 -99.6304 14231.9129 -14331.5433
Avg Daily Profit (%) -1.1778 0.0531 -1.231 -0.3059 0.272 0
Buy And Hold Return (%) 7697.1014 7697.1014 7697.1014 7697.1014 7697.1014 7697.1014
Max Trade Drawdown -2293684 -186951 -2292422 -22370113 -3249363 -21318919
Profit Factor 0.241 1.2747 0.0937 0.9962 4.1037 0.3457
Total Trades 65 32 33 65 32 33
Winning Trades 44 21 23 42 23 19
Losing Trades 21 11 10 23 9 14
Profitability (%) 67.6923 65.625 69.697 64.6154 71.875 57.5758
Ratio Avg Win / Avg Loss 0.115 0.6677 0.0408 0.5456 1.6058 0.2548
Largest Winning Trade 67778 67778 26543 10318540 10318540 4259887
Largest Losing Trade -1194241 -78521 -1194241 -19120749 -3249363 -19120749
Avg Bars in Trades 328 370 287 328 370 287
Avg Bars in Winners 117 112 122 209 245 165
Avg Bars in Losers 769 862 667 545 690 452
Bars Traded 21341 11862 9479 21341 11862 9479
Profit Streak 0 399.5082 0 0 399.5082 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -714484 -286109 -578249 -714883 434069 -579820

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580299200000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1758910309729,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 219,
            "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": [
        [
            -2153052.304743342,
            97148.546813972,
            -2250200.8515573153,
            -99630.3947172802,
            14231912.930686247,
            -14331543.325403526
        ],
        [
            -2153.052305,
            97.148547,
            -2250.200852,
            -99.630395,
            14231.912931,
            -14331.543325
        ],
        [
            -1.177819,
            0.053145,
            -1.230963,
            -0.305904,
            0.271982,
            0
        ],
        [
            7697.101449,
            7697.101449,
            7697.101449,
            7697.101449,
            7697.101449,
            7697.101449
        ],
        [
            -2293684,
            -186951,
            -2292422,
            -22370113,
            -3249363,
            -21318919
        ],
        [
            0.240962,
            1.27473,
            0.093735,
            0.996239,
            4.10369,
            0.345745
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            44,
            21,
            23,
            42,
            23,
            19
        ],
        [
            21,
            11,
            10,
            23,
            9,
            14
        ],
        [
            67.692308,
            65.625,
            69.69697,
            64.615385,
            71.875,
            57.575758
        ],
        [
            0.115005,
            0.667716,
            0.040754,
            0.545559,
            1.605792,
            0.25476
        ],
        [
            67778,
            67778,
            26543,
            10318540,
            10318540,
            4259887
        ],
        [
            -1194241,
            -78521,
            -1194241,
            -19120749,
            -3249363,
            -19120749
        ],
        [
            328,
            370,
            287,
            328,
            370,
            287
        ],
        [
            117,
            112,
            122,
            209,
            245,
            165
        ],
        [
            769,
            862,
            667,
            545,
            690,
            452
        ],
        [
            21341,
            11862,
            9479,
            21341,
            11862,
            9479
        ],
        [
            0,
            399.508214,
            0,
            0,
            399.508214,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -714484,
            -286109,
            -578249,
            -714883,
            434069,
            -579820
        ]
    ]
}
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": 1580299200000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1758910309729,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 219,
            "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)