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Trade: FTM/USDT/360/JMA/KCL/4328

Strategy
FTM/USDT/360/JMA/KCL/4328
Pair
FTM_USDT
Interval
6h
Score
514830
Daily Profit
0.252447
Profit Factor
2.451551
Profitability
56.666667
Streak
398.443508
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-25 13:38
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2255075.2728 83938.486 -2339013.7588 -28531.4196 17171228.2351 -17199759.6547
Total P&L (%) -2255.0753 83.9385 -2339.0138 -28.5314 17171.2282 -17199.7597
Avg Daily Profit (%) -1.1037 0.0411 -1.1448 -0.0164 0.2524 0
Buy And Hold Return (%) 2597.2619 2597.2619 2597.2619 2597.2619 2597.2619 2597.2619
Max Trade Drawdown -2492569 -133926 -2472870 -27323945 -5299908 -30403782
Profit Factor 0.2541 1.2413 0.1257 0.9994 2.4516 0.5164
Total Trades 60 30 30 60 30 30
Winning Trades 38 19 19 30 17 13
Losing Trades 22 11 11 30 13 17
Profitability (%) 63.3333 63.3333 63.3333 50 56.6667 43.3333
Ratio Avg Win / Avg Loss 0.1471 0.7186 0.0728 0.9994 1.8747 0.6754
Largest Winning Trade 72400 72400 31882 16576554 16576554 9510999
Largest Losing Trade -1283132 -70567 -1283132 -20945404 -2546599 -20945404
Avg Bars in Trades 132 121 143 132 121 143
Avg Bars in Winners 62 56 68 127 122 135
Avg Bars in Losers 253 234 272 137 120 149
Bars Traded 7948 3645 4304 7948 3645 4304
Profit Streak 0 398.4435 0 0 398.4435 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -752549 -303484 -579097 -754277 514830 -583418

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1562889600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758796719115,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -2255075.272795745,
            83938.4860118622,
            -2339013.7588076075,
            -28531.4196062758,
            17171228.235134378,
            -17199759.654740654
        ],
        [
            -2255.075273,
            83.938486,
            -2339.013759,
            -28.53142,
            17171.228235,
            -17199.759655
        ],
        [
            -1.103671,
            0.041081,
            -1.144752,
            -0.016439,
            0.252447,
            0
        ],
        [
            2597.261859,
            2597.261859,
            2597.261859,
            2597.261859,
            2597.261859,
            2597.261859
        ],
        [
            -2492569,
            -133926,
            -2472870,
            -27323945,
            -5299908,
            -30403782
        ],
        [
            0.25407,
            1.241283,
            0.125697,
            0.999398,
            2.451551,
            0.516446
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            38,
            19,
            19,
            30,
            17,
            13
        ],
        [
            22,
            11,
            11,
            30,
            13,
            17
        ],
        [
            63.333333,
            63.333333,
            63.333333,
            50,
            56.666667,
            43.333333
        ],
        [
            0.147093,
            0.718638,
            0.072772,
            0.999398,
            1.874716,
            0.675352
        ],
        [
            72400,
            72400,
            31882,
            16576554,
            16576554,
            9510999
        ],
        [
            -1283132,
            -70567,
            -1283132,
            -20945404,
            -2546599,
            -20945404
        ],
        [
            132,
            121,
            143,
            132,
            121,
            143
        ],
        [
            62,
            56,
            68,
            127,
            122,
            135
        ],
        [
            253,
            234,
            272,
            137,
            120,
            149
        ],
        [
            7948,
            3645,
            4304,
            7948,
            3645,
            4304
        ],
        [
            0,
            398.443508,
            0,
            0,
            398.443508,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -752549,
            -303484,
            -579097,
            -754277,
            514830,
            -583418
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1562889600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758796719115,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)