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Trade: FTM/USDT/480/KCB/PWMA/7244

Strategy
FTM/USDT/480/KCB/PWMA/7244
Pair
FTM_USDT
Interval
8h
Score
556683
Daily Profit
0.295480
Profit Factor
2.980991
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-03 14:17
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3041714.3026 -34223.8084 -3007490.4942 -460708.5913 -41879261.0569 41418552.4656
Total P&L (%) -3041.7143 -34.2238 -3007.4905 -460.7086 -41879.2611 41418.5525
Avg Daily Profit (%) -1.4886 -0.0167 -1.4719 0 0 0.2955
Buy And Hold Return (%) 4547.1761 4547.1761 4547.1761 4547.1761 4547.1761 4547.1761
Max Trade Drawdown -3223587 -147445 -3131196 -59328066 -56107325 -10923477
Profit Factor 0.205 0.92 0.115 0.9944 0.3179 2.981
Total Trades 70 35 35 70 35 35
Winning Trades 35 15 20 33 13 20
Losing Trades 35 20 15 37 22 15
Profitability (%) 50 42.8571 57.1429 47.1429 37.1429 57.1429
Ratio Avg Win / Avg Loss 0.205 1.2266 0.0863 1.1149 0.5381 2.2357
Largest Winning Trade 63659 63659 48818 30976179 10621206 30976179
Largest Losing Trade -1671148 -70401 -1671148 -27792396 -27792396 -4813885
Avg Bars in Trades 83 69 97 83 69 97
Avg Bars in Winners 61 55 65 73 61 81
Avg Bars in Losers 106 80 140 92 74 118
Bars Traded 5856 2442 3414 5856 2442 3414
Profit Streak 342.137 420.8037 342.137 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -678590 -580936 -579274 -679000 -585787 556683
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566518400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759490238186,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "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": [
        [
            -3041714.3026109464,
            -34223.8084036536,
            -3007490.4942072923,
            -460708.5912948368,
            -41879261.05691175,
            41418552.46561693
        ],
        [
            -3041.714303,
            -34.223808,
            -3007.490494,
            -460.708591,
            -41879.261057,
            41418.552466
        ],
        [
            -1.488606,
            -0.016749,
            -1.471857,
            0,
            0,
            0.29548
        ],
        [
            4547.17608,
            4547.17608,
            4547.17608,
            4547.17608,
            4547.17608,
            4547.17608
        ],
        [
            -3223587,
            -147445,
            -3131196,
            -59328066,
            -56107325,
            -10923477
        ],
        [
            0.205001,
            0.919962,
            0.115045,
            0.994403,
            0.317944,
            2.980991
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            35,
            15,
            20,
            33,
            13,
            20
        ],
        [
            35,
            20,
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            37,
            22,
            15
        ],
        [
            50,
            42.857143,
            57.142857,
            47.142857,
            37.142857,
            57.142857
        ],
        [
            0.205001,
            1.226616,
            0.086283,
            1.114936,
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            2.235743
        ],
        [
            63659,
            63659,
            48818,
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            10621206,
            30976179
        ],
        [
            -1671148,
            -70401,
            -1671148,
            -27792396,
            -27792396,
            -4813885
        ],
        [
            83,
            69,
            97,
            83,
            69,
            97
        ],
        [
            61,
            55,
            65,
            73,
            61,
            81
        ],
        [
            106,
            80,
            140,
            92,
            74,
            118
        ],
        [
            5856,
            2442,
            3414,
            5856,
            2442,
            3414
        ],
        [
            342.137016,
            420.803683,
            342.137016,
            0,
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        ],
        [
            2,
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        ],
        [
            0.8,
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        ],
        [
            -678590,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566518400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759490238186,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "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)