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Trade: FTM/USDT/360/SSF/KCB/9494

Strategy
FTM/USDT/360/SSF/KCB/9494
Pair
FTM_USDT
Interval
6h
Score
638407
Daily Profit
0.287050
Profit Factor
4.772080
Profitability
52.777778
Streak
328.416194
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-27 18:59
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 -2264629.8017 178415.7558 -2443045.5576 -74401.2002 34858408.135 -34932809.3353
Total P&L (%) -2264.6298 178.4158 -2443.0456 -74.4012 34858.4081 -34932.8093
Avg Daily Profit (%) -1.1083 0.0873 -1.1957 -0.0667 0.2871 0
Buy And Hold Return (%) 2828.8107 2828.8107 2828.8107 2828.8107 2828.8107 2828.8107
Max Trade Drawdown -2370646 -148636 -2496602 -50706466 -7215818 -60084183
Profit Factor 0.2971 1.4406 0.1328 0.999 4.7721 0.441
Total Trades 73 36 37 73 36 37
Winning Trades 42 18 24 38 19 19
Losing Trades 31 18 13 35 17 18
Profitability (%) 57.5342 50 64.8649 52.0548 52.7778 51.3514
Ratio Avg Win / Avg Loss 0.2193 1.4406 0.0719 0.9201 4.2698 0.4177
Largest Winning Trade 175398 175398 60649 24547231 24547231 20353707
Largest Losing Trade -1422992 -70934 -1422992 -48933607 -4006361 -48933607
Avg Bars in Trades 108 119 97 108 119 97
Avg Bars in Winners 57 64 52 109 121 97
Avg Bars in Losers 176 174 179 106 117 97
Bars Traded 7894 4300 3594 7894 4300 3594
Profit Streak 308.1662 328.4162 308.1662 308.1662 328.4162 308.1662
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -654834 -240250 -578257 -655822 638407 -580009
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": 1562781600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758988759158,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 59,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 120,
            "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": [
        [
            -2264629.801736508,
            178415.7558155247,
            -2443045.5575520326,
            -74401.2002309001,
            34858408.13502717,
            -34932809.33525806
        ],
        [
            -2264.629802,
            178.415756,
            -2443.045558,
            -74.4012,
            34858.408135,
            -34932.809335
        ],
        [
            -1.108347,
            0.08732,
            -1.195666,
            -0.066667,
            0.28705,
            0
        ],
        [
            2828.81072,
            2828.81072,
            2828.81072,
            2828.81072,
            2828.81072,
            2828.81072
        ],
        [
            -2370646,
            -148636,
            -2496602,
            -50706466,
            -7215818,
            -60084183
        ],
        [
            0.297129,
            1.440589,
            0.132756,
            0.998963,
            4.77208,
            0.440952
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            42,
            18,
            24,
            38,
            19,
            19
        ],
        [
            31,
            18,
            13,
            35,
            17,
            18
        ],
        [
            57.534247,
            50,
            64.864865,
            52.054795,
            52.777778,
            51.351351
        ],
        [
            0.219309,
            1.440589,
            0.071909,
            0.920097,
            4.269756,
            0.417744
        ],
        [
            175398,
            175398,
            60649,
            24547231,
            24547231,
            20353707
        ],
        [
            -1422992,
            -70934,
            -1422992,
            -48933607,
            -4006361,
            -48933607
        ],
        [
            108,
            119,
            97,
            108,
            119,
            97
        ],
        [
            57,
            64,
            52,
            109,
            121,
            97
        ],
        [
            176,
            174,
            179,
            106,
            117,
            97
        ],
        [
            7894,
            4300,
            3594,
            7894,
            4300,
            3594
        ],
        [
            308.166194,
            328.416194,
            308.166194,
            308.166194,
            328.416194,
            308.166194
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -654834,
            -240250,
            -578257,
            -655822,
            638407,
            -580009
        ]
    ]
}
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": 1562781600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758988759158,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 59,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 120,
            "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)