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Trade: FTM/USDT/240/WMA/KCL/5448

Strategy
FTM/USDT/240/WMA/KCL/5448
Pair
FTM_USDT
Interval
4h
Score
572546
Daily Profit
0.278067
Profit Factor
2.796497
Profitability
56.250000
Streak
402.950335
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-28 05:48
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 -3077551.603 -110176.2395 -2967375.3635 -99972.1052 28964501.4875 -29064473.5927
Total P&L (%) -3077.5516 -110.1762 -2967.3754 -99.9721 28964.5015 -29064.4736
Avg Daily Profit (%) -1.5066 -0.0539 -1.4527 -0.3999 0.2781 0
Buy And Hold Return (%) 3087.7849 3087.7849 3087.7849 3087.7849 3087.7849 3087.7849
Max Trade Drawdown -3173869 -145860 -3063762 -49090633 -11698078 -41169928
Profit Factor 0.1676 0.7267 0.0992 0.9983 2.7965 0.3207
Total Trades 97 48 49 97 48 49
Winning Trades 66 31 35 52 27 25
Losing Trades 31 17 14 45 21 24
Profitability (%) 68.0412 64.5833 71.4286 53.6082 56.25 51.0204
Ratio Avg Win / Avg Loss 0.0787 0.3985 0.0397 0.8639 2.1751 0.3079
Largest Winning Trade 28329 28329 17887 32729002 32729002 8795691
Largest Losing Trade -1627172 -77965 -1627172 -20133647 -4905660 -20133647
Avg Bars in Trades 122 118 125 122 118 125
Avg Bars in Winners 43 39 46 109 114 102
Avg Bars in Losers 289 263 322 137 123 149
Bars Traded 11845 5697 6148 11845 5697 6148
Profit Streak 0 402.9503 0 0 402.9503 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577903 -577835 -577903 -580051 572546 -580549
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": 1563120000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759027708943,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 202,
            "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": [
        [
            -3077551.6030212254,
            -110176.2394753028,
            -2967375.3635459226,
            -99972.1052397939,
            28964501.48748445,
            -29064473.592724252
        ],
        [
            -3077.551603,
            -110.176239,
            -2967.375364,
            -99.972105,
            28964.501487,
            -29064.473593
        ],
        [
            -1.506632,
            -0.053937,
            -1.452694,
            -0.399874,
            0.278067,
            0
        ],
        [
            3087.784868,
            3087.784868,
            3087.784868,
            3087.784868,
            3087.784868,
            3087.784868
        ],
        [
            -3173869,
            -145860,
            -3063762,
            -49090633,
            -11698078,
            -41169928
        ],
        [
            0.167603,
            0.726746,
            0.099161,
            0.998303,
            2.796497,
            0.320688
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            66,
            31,
            35,
            52,
            27,
            25
        ],
        [
            31,
            17,
            14,
            45,
            21,
            24
        ],
        [
            68.041237,
            64.583333,
            71.428571,
            53.608247,
            56.25,
            51.020408
        ],
        [
            0.078723,
            0.398538,
            0.039665,
            0.863916,
            2.175053,
            0.307861
        ],
        [
            28329,
            28329,
            17887,
            32729002,
            32729002,
            8795691
        ],
        [
            -1627172,
            -77965,
            -1627172,
            -20133647,
            -4905660,
            -20133647
        ],
        [
            122,
            118,
            125,
            122,
            118,
            125
        ],
        [
            43,
            39,
            46,
            109,
            114,
            102
        ],
        [
            289,
            263,
            322,
            137,
            123,
            149
        ],
        [
            11845,
            5697,
            6148,
            11845,
            5697,
            6148
        ],
        [
            0,
            402.950335,
            0,
            0,
            402.950335,
            0
        ],
        [
            0,
            2,
            0,
            0,
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            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -577903,
            -577835,
            -577903,
            -580051,
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            -580549
        ]
    ]
}
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": 1563120000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759027708943,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 202,
            "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)