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Trade: FTM/USDT/240/HWMA/KCL/3370

Strategy
FTM/USDT/240/HWMA/KCL/3370
Pair
FTM_USDT
Interval
4h
Score
577461
Daily Profit
0.495950
Profit Factor
2.404720
Profitability
58.677686
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-25 13:45
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3164299.418 16548.1893 -3180847.6073 7209125.7336 2447825972.6317 -2440616846.8981
Total P&L (%) -3164.2994 16.5482 -3180.8476 7209.1257 2447825.9726 -2440616.8469
Avg Daily Profit (%) -1.5491 0.0081 -1.5572 0.2103 0.496 0
Buy And Hold Return (%) 2686.4542 2686.4542 2686.4542 2686.4542 2686.4542 2686.4542
Max Trade Drawdown -3430261 -170021 -3389751 -3691641268 -850213864 -3636451090
Profit Factor 0.2711 1.0353 0.1785 1.0012 2.4047 0.448
Total Trades 242 121 121 242 121 121
Winning Trades 169 73 96 147 71 76
Losing Trades 73 48 25 95 50 45
Profitability (%) 69.8347 60.3306 79.3388 60.7438 58.6777 62.8099
Ratio Avg Win / Avg Loss 0.1171 0.6807 0.0465 0.647 1.6935 0.2653
Largest Winning Trade 25013 25013 22309 1527955792 1527955792 959491970
Largest Losing Trade -1763425 -56311 -1763425 -1675556573 -431522924 -1675556573
Avg Bars in Trades 49 37 62 49 37 62
Avg Bars in Winners 20 16 24 40 31 47
Avg Bars in Losers 117 68 209 64 44 87
Bars Traded 12047 4486 7561 12047 4486 7561
Profit Streak 264.6152 0 279.7819 264.6152 0 279.7819
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576351 -530068 -575960 -212925 577461 -578381

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1562544000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758797153599,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.14334,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 162,
            "offset": 77,
            "scalar": 2
        }
    }
}
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": [
        [
            -3164299.4180191066,
            16548.1892598511,
            -3180847.607278958,
            7209125.733614771,
            2447825972.631718,
            -2440616846.8981056
        ],
        [
            -3164.299418,
            16.548189,
            -3180.847607,
            7209.125734,
            2447825.972632,
            -2440616.846898
        ],
        [
            -1.5491,
            0.008101,
            -1.557201,
            0.210324,
            0.49595,
            0
        ],
        [
            2686.454183,
            2686.454183,
            2686.454183,
            2686.454183,
            2686.454183,
            2686.454183
        ],
        [
            -3430261,
            -170021,
            -3389751,
            -3691641268,
            -850213864,
            -3636451090
        ],
        [
            0.271086,
            1.035274,
            0.178496,
            1.00117,
            2.40472,
            0.447986
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            169,
            73,
            96,
            147,
            71,
            76
        ],
        [
            73,
            48,
            25,
            95,
            50,
            45
        ],
        [
            69.834711,
            60.330579,
            79.338843,
            60.743802,
            58.677686,
            62.809917
        ],
        [
            0.117096,
            0.680728,
            0.046483,
            0.647014,
            1.693465,
            0.265255
        ],
        [
            25013,
            25013,
            22309,
            1527955792,
            1527955792,
            959491970
        ],
        [
            -1763425,
            -56311,
            -1763425,
            -1675556573,
            -431522924,
            -1675556573
        ],
        [
            49,
            37,
            62,
            49,
            37,
            62
        ],
        [
            20,
            16,
            24,
            40,
            31,
            47
        ],
        [
            117,
            68,
            209,
            64,
            44,
            87
        ],
        [
            12047,
            4486,
            7561,
            12047,
            4486,
            7561
        ],
        [
            264.615204,
            0,
            279.78187,
            264.615204,
            0,
            279.78187
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576351,
            -530068,
            -575960,
            -212925,
            577461,
            -578381
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1562544000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758797153599,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.14334,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 162,
            "offset": 77,
            "scalar": 2
        }
    }
}

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)