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Trade: FTM/USDT/360/KCB/VWMA/2389

Strategy
FTM/USDT/360/KCB/VWMA/2389
Pair
FTM_USDT
Interval
6h
Score
372276
Daily Profit
0.364343
Profit Factor
2.036987
Profitability
40.000000
Streak
387.585695
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-28 17:03
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 3161455.5195 3008676.9592 152778.5603 133476408.3053 168632848.2466 -35156439.9413
Total P&L (%) 3161.4555 3008.677 152.7786 133476.4083 168632.8482 -35156.4399
Avg Daily Profit (%) 1.5473 1.4725 0.0748 0.3529 0.3643 0
Buy And Hold Return (%) 2602.473 2602.473 2602.473 2602.473 2602.473 2602.473
Max Trade Drawdown -69842 -78778 -66903 -126983346 -77531282 -93971355
Profit Factor 7.5281 14.3937 1.5884 1.3655 2.037 0.8265
Total Trades 60 30 30 60 30 30
Winning Trades 29 12 17 29 12 17
Losing Trades 31 18 13 31 18 13
Profitability (%) 48.3333 40 56.6667 48.3333 40 56.6667
Ratio Avg Win / Avg Loss 8.0473 21.5905 1.2147 1.4597 3.0555 0.632
Largest Winning Trade 1745593 1745593 69418 94339872 94339872 43353095
Largest Losing Trade -45878 -26484 -45878 -52786156 -52786156 -45482858
Avg Bars in Trades 132 127 137 132 127 137
Avg Bars in Winners 217 240 200 217 240 200
Avg Bars in Losers 53 52 55 53 52 55
Bars Traded 7969 3832 4137 7969 3832 4137
Profit Streak 322.0857 387.5857 0 322.0857 387.5857 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -250172 -97913 -256225 -163732 372276 -579961
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": 1562911200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759068204028,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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": [
        [
            3161455.5195219796,
            3008676.959226155,
            152778.5602958246,
            133476408.30534521,
            168632848.24659938,
            -35156439.94125425
        ],
        [
            3161.45552,
            3008.676959,
            152.77856,
            133476.408305,
            168632.848247,
            -35156.439941
        ],
        [
            1.547268,
            1.472496,
            0.074772,
            0.352867,
            0.364343,
            0
        ],
        [
            2602.472952,
            2602.472952,
            2602.472952,
            2602.472952,
            2602.472952,
            2602.472952
        ],
        [
            -69842,
            -78778,
            -66903,
            -126983346,
            -77531282,
            -93971355
        ],
        [
            7.528102,
            14.393668,
            1.588402,
            1.36548,
            2.036987,
            0.826465
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            48.333333,
            40,
            56.666667,
            48.333333,
            40,
            56.666667
        ],
        [
            8.047281,
            21.590503,
            1.214661,
            1.459651,
            3.055481,
            0.632003
        ],
        [
            1745593,
            1745593,
            69418,
            94339872,
            94339872,
            43353095
        ],
        [
            -45878,
            -26484,
            -45878,
            -52786156,
            -52786156,
            -45482858
        ],
        [
            132,
            127,
            137,
            132,
            127,
            137
        ],
        [
            217,
            240,
            200,
            217,
            240,
            200
        ],
        [
            53,
            52,
            55,
            53,
            52,
            55
        ],
        [
            7969,
            3832,
            4137,
            7969,
            3832,
            4137
        ],
        [
            322.085695,
            387.585695,
            0,
            322.085695,
            387.585695,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -250172,
            -97913,
            -256225,
            -163732,
            372276,
            -579961
        ]
    ]
}
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": 1562911200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759068204028,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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)