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Trade: FTM/USDT/360/SINWMA/KCL/2496

Strategy
FTM/USDT/360/SINWMA/KCL/2496
Pair
FTM_USDT
Interval
6h
Score
361434
Daily Profit
0.451936
Profit Factor
1.784132
Profitability
56.097561
Streak
324.091832
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-28 11:12
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 -2772413.4028 283579.6166 -3055993.0194 -3059400.6713 1002947827.6825 -1006007228.3538
Total P&L (%) -2772.4134 283.5796 -3055.993 -3059.4007 1002947.8277 -1006007.2284
Avg Daily Profit (%) -1.3569 0.1388 -1.4957 0 0.4519 0
Buy And Hold Return (%) 2842.3643 2842.3643 2842.3643 2842.3643 2842.3643 2842.3643
Max Trade Drawdown -3070574 -83502 -3259299 -2241889820 -407339869 -2187508666
Profit Factor 0.3315 1.9696 0.2073 0.9995 1.7841 0.7834
Total Trades 164 82 82 164 82 82
Winning Trades 102 45 57 92 46 46
Losing Trades 62 37 25 72 36 36
Profitability (%) 62.1951 54.878 69.5122 56.0976 56.0976 56.0976
Ratio Avg Win / Avg Loss 0.2015 1.6195 0.0909 0.7822 1.3963 0.6131
Largest Winning Trade 62427 60300 62427 1441285258 886332062 1441285258
Largest Losing Trade -2162409 -54037 -2162409 -1252590902 -362581569 -1252590902
Avg Bars in Trades 49 20 78 49 20 78
Avg Bars in Winners 37 19 51 47 23 70
Avg Bars in Losers 69 21 140 52 15 89
Bars Traded 8110 1656 6454 8110 1656 6454
Profit Streak 266.0918 0 280.3418 0 324.0918 0
Trades During Streak 1 0 2 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577748 -173338 -581460 -579128 361434 -584445
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": 1561140000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759047134280,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 44,
            "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": [
        [
            -2772413.4027805473,
            283579.6165784954,
            -3055993.019359041,
            -3059400.6713376855,
            1002947827.6824725,
            -1006007228.3538104
        ],
        [
            -2772.413403,
            283.579617,
            -3055.993019,
            -3059.400671,
            1002947.827682,
            -1006007.228354
        ],
        [
            -1.356865,
            0.138789,
            -1.495653,
            0,
            0.451936,
            0
        ],
        [
            2842.364325,
            2842.364325,
            2842.364325,
            2842.364325,
            2842.364325,
            2842.364325
        ],
        [
            -3070574,
            -83502,
            -3259299,
            -2241889820,
            -407339869,
            -2187508666
        ],
        [
            0.331535,
            1.969621,
            0.207259,
            0.999483,
            1.784132,
            0.783351
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            102,
            45,
            57,
            92,
            46,
            46
        ],
        [
            62,
            37,
            25,
            72,
            36,
            36
        ],
        [
            62.195122,
            54.878049,
            69.512195,
            56.097561,
            56.097561,
            56.097561
        ],
        [
            0.201521,
            1.619466,
            0.090903,
            0.782204,
            1.396277,
            0.613057
        ],
        [
            62427,
            60300,
            62427,
            1441285258,
            886332062,
            1441285258
        ],
        [
            -2162409,
            -54037,
            -2162409,
            -1252590902,
            -362581569,
            -1252590902
        ],
        [
            49,
            20,
            78,
            49,
            20,
            78
        ],
        [
            37,
            19,
            51,
            47,
            23,
            70
        ],
        [
            69,
            21,
            140,
            52,
            15,
            89
        ],
        [
            8110,
            1656,
            6454,
            8110,
            1656,
            6454
        ],
        [
            266.091832,
            0,
            280.341832,
            0,
            324.091832,
            0
        ],
        [
            1,
            0,
            2,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577748,
            -173338,
            -581460,
            -579128,
            361434,
            -584445
        ]
    ]
}
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": 1561140000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759047134280,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 44,
            "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)