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Trade: FTM/USDT/120/T3/KCL/1718

Strategy
FTM/USDT/120/T3/KCL/1718
Pair
FTM_USDT
Interval
2h
Score
421159
Daily Profit
0.373840
Profit Factor
1.473531
Profitability
55.952381
Streak
277.025630
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-07 01:36
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 -3436304.6886 -5940.2448 -3430364.4438 4409344.4457 91594672.6737 -87185328.228
Total P&L (%) -3436.3047 -5.9402 -3430.3644 4409.3444 91594.6727 -87185.3282
Avg Daily Profit (%) -1.8798 -0.0033 -1.8766 0.2086 0.3738 0
Buy And Hold Return (%) 7452.9158 7452.9158 7452.9158 7452.9158 7452.9158 7452.9158
Max Trade Drawdown -3483558 -116735 -3491525 -305283330 -88766688 -404914147
Profit Factor 0.2211 0.9828 0.1566 1.0053 1.4735 0.8625
Total Trades 167 84 83 167 84 83
Winning Trades 114 52 62 88 47 41
Losing Trades 53 32 21 79 37 42
Profitability (%) 68.2635 61.9048 74.6988 52.6946 55.9524 49.3976
Ratio Avg Win / Avg Loss 0.1028 0.6048 0.053 0.9025 1.16 0.8835
Largest Winning Trade 27819 25453 27819 297589382 77495042 297589382
Largest Losing Trade -1898372 -54075 -1898372 -135286738 -34126101 -135286738
Avg Bars in Trades 129 52 208 129 52 208
Avg Bars in Winners 64 35 89 103 48 166
Avg Bars in Losers 270 80 559 159 57 249
Bars Traded 21694 4386 17308 21694 4386 17308
Profit Streak 277.0256 277.0256 290.6923 277.0256 277.0256 290.6923
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576566 -578697 -576662 -371805 421159 -580376
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579773600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759790214391,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 18,
            "offset": 0,
            "a": 0.76307
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 146,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -3436304.6886447486,
            -5940.2448161579,
            -3430364.44382859,
            4409344.445690673,
            91594672.67372815,
            -87185328.22803731
        ],
        [
            -3436.304689,
            -5.940245,
            -3430.364444,
            4409.344446,
            91594.672674,
            -87185.328228
        ],
        [
            -1.879817,
            -0.00325,
            -1.876567,
            0.208573,
            0.37384,
            0
        ],
        [
            7452.915767,
            7452.915767,
            7452.915767,
            7452.915767,
            7452.915767,
            7452.915767
        ],
        [
            -3483558,
            -116735,
            -3491525,
            -305283330,
            -88766688,
            -404914147
        ],
        [
            0.221084,
            0.982755,
            0.156578,
            1.005329,
            1.473531,
            0.862498
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            114,
            52,
            62,
            88,
            47,
            41
        ],
        [
            53,
            32,
            21,
            79,
            37,
            42
        ],
        [
            68.263473,
            61.904762,
            74.698795,
            52.694611,
            55.952381,
            49.39759
        ],
        [
            0.102785,
            0.604772,
            0.053034,
            0.902511,
            1.160014,
            0.883534
        ],
        [
            27819,
            25453,
            27819,
            297589382,
            77495042,
            297589382
        ],
        [
            -1898372,
            -54075,
            -1898372,
            -135286738,
            -34126101,
            -135286738
        ],
        [
            129,
            52,
            208,
            129,
            52,
            208
        ],
        [
            64,
            35,
            89,
            103,
            48,
            166
        ],
        [
            270,
            80,
            559,
            159,
            57,
            249
        ],
        [
            21694,
            4386,
            17308,
            21694,
            4386,
            17308
        ],
        [
            277.025629,
            277.025629,
            290.692296,
            277.025629,
            277.02563,
            290.692296
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576566,
            -578697,
            -576662,
            -371805,
            421159,
            -580376
        ]
    ]
}
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": 1579773600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759790214391,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 18,
            "offset": 0,
            "a": 0.76307
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 146,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)