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Trade: FTM/USDT/240/KCL/HWMA/3565

Strategy
FTM/USDT/240/KCL/HWMA/3565
Pair
FTM_USDT
Interval
4h
Score
300625
Daily Profit
0.346836
Profit Factor
1.630906
Profitability
35.031847
Streak
289.039229
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-11 15:56
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3204085.0773 3075568.4707 128516.6066 117803264.7032 124111921.581 -6308656.8779
Total P&L (%) 3204.0851 3075.5685 128.5166 117803.2647 124111.9216 -6308.6569
Avg Daily Profit (%) 1.5686 1.5057 0.0629 0.3468 0.3494 0
Buy And Hold Return (%) 3638.108 3638.108 3638.108 3638.108 3638.108 3638.108
Max Trade Drawdown -104436 -90665 -85337 -44868092 -35725998 -41833403
Profit Factor 5.2919 8.4281 1.3865 1.6309 2.2655 0.9288
Total Trades 157 79 78 157 79 78
Winning Trades 55 23 32 55 23 32
Losing Trades 102 56 46 102 56 46
Profitability (%) 35.0318 29.1139 41.0256 35.0318 29.1139 41.0256
Ratio Avg Win / Avg Loss 9.8142 20.5207 1.9931 3.0246 5.516 1.3352
Largest Winning Trade 1624553 1624553 80562 65994736 65994736 20496375
Largest Losing Trade -46049 -46049 -28905 -18746913 -18746913 -16702943
Avg Bars in Trades 76 76 75 76 76 75
Avg Bars in Winners 165 192 146 165 192 146
Avg Bars in Losers 27 29 25 27 29 25
Bars Traded 11937 6075 5862 11937 6075 5862
Profit Streak 289.0392 289.0392 291.5392 289.0392 289.0392 291.5392
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147965 -181523 -310332 300625 -24425 -616471
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563292800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760187389397,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.20451,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            3204085.07726257,
            3075568.470660712,
            128516.6066018563,
            117803264.70316021,
            124111921.58101612,
            -6308656.877855909
        ],
        [
            3204.085077,
            3075.568471,
            128.516607,
            117803.264703,
            124111.921581,
            -6308.656878
        ],
        [
            1.568577,
            1.505661,
            0.062916,
            0.346836,
            0.349396,
            0
        ],
        [
            3638.107964,
            3638.107964,
            3638.107964,
            3638.107964,
            3638.107964,
            3638.107964
        ],
        [
            -104436,
            -90665,
            -85337,
            -44868092,
            -35725998,
            -41833403
        ],
        [
            5.291944,
            8.42813,
            1.386526,
            1.630906,
            2.26551,
            0.928835
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            102,
            56,
            46,
            102,
            56,
            46
        ],
        [
            35.031847,
            29.113924,
            41.025641,
            35.031847,
            29.113924,
            41.025641
        ],
        [
            9.81415,
            20.520665,
            1.993131,
            3.02459,
            5.516025,
            1.3352
        ],
        [
            1624553,
            1624553,
            80562,
            65994736,
            65994736,
            20496375
        ],
        [
            -46049,
            -46049,
            -28905,
            -18746913,
            -18746913,
            -16702943
        ],
        [
            76,
            76,
            75,
            76,
            76,
            75
        ],
        [
            165,
            192,
            146,
            165,
            192,
            146
        ],
        [
            27,
            29,
            25,
            27,
            29,
            25
        ],
        [
            11937,
            6075,
            5862,
            11937,
            6075,
            5862
        ],
        [
            289.039229,
            289.039229,
            291.539229,
            289.039229,
            289.039229,
            291.539229
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147965,
            -181523,
            -310332,
            300625,
            -24425,
            -616471
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1563292800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760187389397,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.20451,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)