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Trade: FTM/USDT/240/MIDPOINT/KCL/6137

Strategy
FTM/USDT/240/MIDPOINT/KCL/6137
Pair
FTM_USDT
Interval
4h
Score
338103
Daily Profit
0.277749
Profit Factor
1.418612
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-29 22:46
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 -1964748.8863 29994.1838 -1994743.0701 -91002.2614 28777083.4103 -28868085.6717
Total P&L (%) -1964.7489 29.9942 -1994.7431 -91.0023 28777.0834 -28868.0857
Avg Daily Profit (%) -0.9619 0.0147 -0.9765 -0.1178 0.2777 0
Buy And Hold Return (%) 3185.1104 3185.1104 3185.1104 3185.1104 3185.1104 3185.1104
Max Trade Drawdown -2124039 -90580 -2118026 -102171981 -30417436 -109046674
Profit Factor 0.2648 1.113 0.1713 0.9996 1.4186 0.7894
Total Trades 91 45 46 91 45 46
Winning Trades 59 26 33 39 21 18
Losing Trades 32 19 13 52 24 28
Profitability (%) 64.8352 57.7778 71.7391 42.8571 46.6667 39.1304
Ratio Avg Win / Avg Loss 0.1436 0.8134 0.0675 1.3327 1.6213 1.2279
Largest Winning Trade 41256 41256 34736 58375452 58375452 42046789
Largest Losing Trade -934645 -69757 -934645 -50917646 -16640747 -50917646
Avg Bars in Trades 130 107 153 130 107 153
Avg Bars in Winners 56 43 66 148 134 164
Avg Bars in Losers 267 194 373 117 83 146
Bars Traded 11883 4822 7061 11883 4822 7061
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578334 -435813 -577886 -581646 338103 -583264
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": 1563638400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759175204348,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 238,
            "offset": 0,
            "scalar": 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": [
        [
            -1964748.8863474263,
            29994.1837834415,
            -1994743.0701308683,
            -91002.2613764707,
            28777083.410292104,
            -28868085.67166854
        ],
        [
            -1964.748886,
            29.994184,
            -1994.74307,
            -91.002261,
            28777.08341,
            -28868.085672
        ],
        [
            -0.961853,
            0.014684,
            -0.976537,
            -0.117825,
            0.277749,
            0
        ],
        [
            3185.11038,
            3185.11038,
            3185.11038,
            3185.11038,
            3185.11038,
            3185.11038
        ],
        [
            -2124039,
            -90580,
            -2118026,
            -102171981,
            -30417436,
            -109046674
        ],
        [
            0.2648,
            1.113011,
            0.171271,
            0.999558,
            1.418612,
            0.789381
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            59,
            26,
            33,
            39,
            21,
            18
        ],
        [
            32,
            19,
            13,
            52,
            24,
            28
        ],
        [
            64.835165,
            57.777778,
            71.73913,
            42.857143,
            46.666667,
            39.130435
        ],
        [
            0.14362,
            0.813354,
            0.06747,
            1.332744,
            1.621271,
            1.227927
        ],
        [
            41256,
            41256,
            34736,
            58375452,
            58375452,
            42046789
        ],
        [
            -934645,
            -69757,
            -934645,
            -50917646,
            -16640747,
            -50917646
        ],
        [
            130,
            107,
            153,
            130,
            107,
            153
        ],
        [
            56,
            43,
            66,
            148,
            134,
            164
        ],
        [
            267,
            194,
            373,
            117,
            83,
            146
        ],
        [
            11883,
            4822,
            7061,
            11883,
            4822,
            7061
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -578334,
            -435813,
            -577886,
            -581646,
            338103,
            -583264
        ]
    ]
}
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": 1563638400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759175204348,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 238,
            "offset": 0,
            "scalar": 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)