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Trade: FTM/USDT/720/KCU/DCM/3271

Strategy
FTM/USDT/720/KCU/DCM/3271
Pair
FTM_USDT
Interval
12h
Score
421835
Daily Profit
0.375490
Profit Factor
1.837013
Profitability
46.511628
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-28 05:33
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2031594.354 95852.9923 -2127447.3463 -1416478.1242 211812926.3955 -213229404.5196
Total P&L (%) -2031.5944 95.853 -2127.4473 -1416.4781 211812.9264 -213229.4045
Avg Daily Profit (%) -0.9942 0.0469 -1.0411 0 0.3755 0
Buy And Hold Return (%) 4510.4153 4510.4153 4510.4153 4510.4153 4510.4153 4510.4153
Max Trade Drawdown -2278330 -96090 -2285529 -503895863 -143781433 -467766575
Profit Factor 0.2745 1.3276 0.1516 0.9981 1.837 0.5693
Total Trades 87 43 44 87 43 44
Winning Trades 54 25 29 40 20 20
Losing Trades 33 18 15 47 23 24
Profitability (%) 62.069 58.1395 65.9091 45.977 46.5116 45.4545
Ratio Avg Win / Avg Loss 0.1678 0.9559 0.0784 1.1728 2.1126 0.6831
Largest Winning Trade 75535 75535 65050 331978650 331978650 160313728
Largest Losing Trade -1169612 -74075 -1169612 -224391220 -74730552 -224391220
Avg Bars in Trades 45 30 59 45 30 59
Avg Bars in Winners 23 18 27 59 41 76
Avg Bars in Losers 80 47 120 32 20 44
Bars Traded 3926 1310 2616 3926 1310 2616
Profit Streak 262.1068 407.1068 262.1068 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 -577733 -295388 -578067 -580443 421835 -582487
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565956800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759026823885,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 134,
            "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": [
        [
            -2031594.3539880197,
            95852.9923223657,
            -2127447.3463103855,
            -1416478.1241614104,
            211812926.39545012,
            -213229404.51961166
        ],
        [
            -2031.594354,
            95.852992,
            -2127.447346,
            -1416.478124,
            211812.926395,
            -213229.40452
        ],
        [
            -0.994174,
            0.046906,
            -1.04108,
            0,
            0.37549,
            0
        ],
        [
            4510.415293,
            4510.415293,
            4510.415293,
            4510.415293,
            4510.415293,
            4510.415293
        ],
        [
            -2278330,
            -96090,
            -2285529,
            -503895863,
            -143781433,
            -467766575
        ],
        [
            0.274508,
            1.327588,
            0.151633,
            0.998107,
            1.837013,
            0.569278
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            54,
            25,
            29,
            40,
            20,
            20
        ],
        [
            33,
            18,
            15,
            47,
            23,
            24
        ],
        [
            62.068966,
            58.139535,
            65.909091,
            45.977011,
            46.511628,
            45.454545
        ],
        [
            0.167755,
            0.955863,
            0.078431,
            1.172775,
            2.112565,
            0.683134
        ],
        [
            75535,
            75535,
            65050,
            331978650,
            331978650,
            160313728
        ],
        [
            -1169612,
            -74075,
            -1169612,
            -224391220,
            -74730552,
            -224391220
        ],
        [
            45,
            30,
            59,
            45,
            30,
            59
        ],
        [
            23,
            18,
            27,
            59,
            41,
            76
        ],
        [
            80,
            47,
            120,
            32,
            20,
            44
        ],
        [
            3926,
            1310,
            2616,
            3926,
            1310,
            2616
        ],
        [
            262.106758,
            407.106758,
            262.106758,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577733,
            -295388,
            -578067,
            -580443,
            421835,
            -582487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565956800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759026823885,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 134,
            "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)