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Trade: FTM/USDT/30/KCL/MIDPRICE/5903

Strategy
FTM/USDT/30/KCL/MIDPRICE/5903
Pair
FTM_USDT
Interval
30m
Score
359991
Daily Profit
0.676039
Profit Factor
1.903602
Profitability
36.734694
Streak
262.130857
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-09-26 09:08
Expiration Time
2025-02-20 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 180036.0014 114094.0839 65941.9175 273682.573 162198.1474 111484.4256
Total P&L (%) 180.036 114.0941 65.9419 273.6826 162.1981 111.4844
Avg Daily Profit (%) 0.676 0.4284 0.2476 0.4962 0.3626 0.2816
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34500 -33252 -18083 -117061 -95929 -40510
Profit Factor 1.9036 1.9928 1.782 1.7558 1.7492 1.7656
Total Trades 98 49 49 98 49 49
Winning Trades 36 15 21 36 15 21
Losing Trades 62 34 28 62 34 28
Profitability (%) 36.7347 30.6122 42.8571 36.7347 30.6122 42.8571
Ratio Avg Win / Avg Loss 3.2784 4.5171 2.376 3.0239 3.9648 2.3542
Largest Winning Trade 67482 67482 23908 150347 150347 73322
Largest Losing Trade -13178 -13178 -10463 -58767 -58767 -40510
Avg Bars in Trades 127 155 99 127 155 99
Avg Bars in Winners 239 325 178 239 325 178
Avg Bars in Losers 61 79 39 61 79 39
Bars Traded 12467 7605 4862 12467 7605 4862
Profit Streak 262.1309 262.9017 262.1309 262.1309 262.9017 262.1309
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359991 184638 276047 294397 147461 295120

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714032000000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1758866906087,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 170,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "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": [
        [
            180036.0014038797,
            114094.0838706228,
            65941.9175332569,
            273682.5729684656,
            162198.1474127774,
            111484.4255556882
        ],
        [
            180.036001,
            114.094084,
            65.941918,
            273.682573,
            162.198147,
            111.484426
        ],
        [
            0.676039,
            0.428426,
            0.247613,
            0.496228,
            0.362614,
            0.28164
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34500,
            -33252,
            -18083,
            -117061,
            -95929,
            -40510
        ],
        [
            1.903602,
            1.992828,
            1.782004,
            1.7558,
            1.749178,
            1.765647
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            36.734694,
            30.612245,
            42.857143,
            36.734694,
            30.612245,
            42.857143
        ],
        [
            3.278426,
            4.517077,
            2.376005,
            3.023878,
            3.964803,
            2.354196
        ],
        [
            67482,
            67482,
            23908,
            150347,
            150347,
            73322
        ],
        [
            -13178,
            -13178,
            -10463,
            -58767,
            -58767,
            -40510
        ],
        [
            127,
            155,
            99,
            127,
            155,
            99
        ],
        [
            239,
            325,
            178,
            239,
            325,
            178
        ],
        [
            61,
            79,
            39,
            61,
            79,
            39
        ],
        [
            12467,
            7605,
            4862,
            12467,
            7605,
            4862
        ],
        [
            262.130857,
            262.901691,
            262.130857,
            262.130857,
            262.901691,
            262.130857
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359991,
            184638,
            276047,
            294397,
            147461,
            295120
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714032000000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1758866906087,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 170,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "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)