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Trade: FTM/USDT/60/HL2/KCU/6171

Strategy
FTM/USDT/60/HL2/KCU/6171
Pair
FTM_USDT
Interval
1h
Score
420684
Daily Profit
0.288943
Profit Factor
1.704147
Profitability
71.814672
Streak
312.571559
Best Strategy
Training Data Length
787.080000
Evaluation Time
2025-10-02 11:43
Expiration Time
2025-03-10 20:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307520.2955 293092.173 14428.1225 868842.9193 763088.8275 105754.0918
Total P&L (%) 307.5203 293.0922 14.4281 868.8429 763.0888 105.7541
Avg Daily Profit (%) 0.3907 0.3724 0.0183 0.2889 0.2742 0.0917
Buy And Hold Return (%) 311.6539 311.6539 311.6539 311.6539 311.6539 311.6539
Max Trade Drawdown -93149 -89253 -26475 -292362 -283494 -70940
Profit Factor 1.7535 1.9609 1.1399 1.7041 1.7833 1.4072
Total Trades 259 129 130 259 129 130
Winning Trades 186 107 79 186 107 79
Losing Trades 73 22 51 73 22 51
Profitability (%) 71.8147 82.9457 60.7692 71.8147 82.9457 60.7692
Ratio Avg Win / Avg Loss 0.6882 0.4032 0.7359 0.6688 0.3667 0.9084
Largest Winning Trade 30146 30146 5539 172533 172533 27411
Largest Losing Trade -35750 -35750 -12833 -173242 -173242 -46414
Avg Bars in Trades 69 134 5 69 134 5
Avg Bars in Winners 34 58 2 34 58 2
Avg Bars in Losers 157 502 9 157 502 9
Bars Traded 18026 17323 703 18026 17323 703
Profit Streak 312.5716 328.5299 312.5716 312.5716 328.5299 312.5716
Trades During Streak 14 10 7 14 10 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150243 -150007 -399506 420684 399816 -234336
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 18890,
    "evaluation_days": 787.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669017600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759394582741,
    "expiration_time": 1741629888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 81,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            307520.2954545338,
            293092.1729560112,
            14428.1224985225,
            868842.9193187364,
            763088.8275094891,
            105754.0918092471
        ],
        [
            307.520295,
            293.092173,
            14.428122,
            868.842919,
            763.088828,
            105.754092
        ],
        [
            0.39071,
            0.372379,
            0.018331,
            0.288943,
            0.274216,
            0.091711
        ],
        [
            311.653914,
            311.653914,
            311.653914,
            311.653914,
            311.653914,
            311.653914
        ],
        [
            -93149,
            -89253,
            -26475,
            -292362,
            -283494,
            -70940
        ],
        [
            1.753533,
            1.960945,
            1.139942,
            1.704147,
            1.783309,
            1.407204
        ],
        [
            259,
            129,
            130,
            259,
            129,
            130
        ],
        [
            186,
            107,
            79,
            186,
            107,
            79
        ],
        [
            73,
            22,
            51,
            73,
            22,
            51
        ],
        [
            71.814672,
            82.945736,
            60.769231,
            71.814672,
            82.945736,
            60.769231
        ],
        [
            0.688215,
            0.403185,
            0.735912,
            0.668832,
            0.366662,
            0.908448
        ],
        [
            30146,
            30146,
            5539,
            172533,
            172533,
            27411
        ],
        [
            -35750,
            -35750,
            -12833,
            -173242,
            -173242,
            -46414
        ],
        [
            69,
            134,
            5,
            69,
            134,
            5
        ],
        [
            34,
            58,
            2,
            34,
            58,
            2
        ],
        [
            157,
            502,
            9,
            157,
            502,
            9
        ],
        [
            18026,
            17323,
            703,
            18026,
            17323,
            703
        ],
        [
            312.571559,
            328.529893,
            312.571559,
            312.571559,
            328.529893,
            312.571559
        ],
        [
            14,
            10,
            7,
            14,
            10,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150243,
            -150007,
            -399506,
            420684,
            399816,
            -234336
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 18890,
    "evaluation_days": 787.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669017600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759394582741,
    "expiration_time": 1741629888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 81,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)