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Trade: FTM/USDT/360/KCL/MIDPOINT/8735

Strategy
FTM/USDT/360/KCL/MIDPOINT/8735
Pair
FTM_USDT
Interval
6h
Score
382676
Daily Profit
0.358203
Profit Factor
1.383736
Profitability
46.666667
Streak
258.254623
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-26 09:06
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3330955.4223 3186642.4265 144312.9958 148806078.5882 137084292.6851 11721785.9031
Total P&L (%) 3330.9554 3186.6424 144.313 148806.0786 137084.2927 11721.7859
Avg Daily Profit (%) 1.6302 1.5596 0.0706 0.3582 0.3542 0.2338
Buy And Hold Return (%) 2839.8907 2839.8907 2839.8907 2839.8907 2839.8907 2839.8907
Max Trade Drawdown -91033 -77641 -49622 -187495031 -123545841 -69262742
Profit Factor 8.6282 11.3923 2.1099 1.3837 1.5205 1.0942
Total Trades 90 45 45 90 45 45
Winning Trades 42 19 23 42 19 23
Losing Trades 48 26 22 48 26 22
Profitability (%) 46.6667 42.2222 51.1111 46.6667 42.2222 51.1111
Ratio Avg Win / Avg Loss 9.8608 15.5895 2.0181 1.5814 2.0806 1.0467
Largest Winning Trade 1962951 1962951 61636 139281493 139281493 47490181
Largest Losing Trade -55560 -55560 -22855 -119248945 -119248945 -28145362
Avg Bars in Trades 86 151 21 86 151 21
Avg Bars in Winners 132 261 26 132 261 26
Avg Bars in Losers 45 70 15 45 70 15
Bars Traded 7744 6799 945 7744 6799 945
Profit Streak 258.2546 416.0046 0 258.2546 416.0046 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90033 -107056 -259912 382676 370023 -110162

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1562846400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758866799428,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 123,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 62,
            "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": [
        [
            3330955.4222611603,
            3186642.4265103424,
            144312.9957508191,
            148806078.58820763,
            137084292.68510172,
            11721785.903105915
        ],
        [
            3330.955422,
            3186.642427,
            144.312996,
            148806.078588,
            137084.292685,
            11721.785903
        ],
        [
            1.630224,
            1.559595,
            0.070629,
            0.358203,
            0.354176,
            0.233848
        ],
        [
            2839.89071,
            2839.89071,
            2839.89071,
            2839.89071,
            2839.89071,
            2839.89071
        ],
        [
            -91033,
            -77641,
            -49622,
            -187495031,
            -123545841,
            -69262742
        ],
        [
            8.628191,
            11.392291,
            2.109855,
            1.383736,
            1.520453,
            1.094235
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            46.666667,
            42.222222,
            51.111111,
            46.666667,
            42.222222,
            51.111111
        ],
        [
            9.86079,
            15.589451,
            2.018123,
            1.581412,
            2.08062,
            1.04666
        ],
        [
            1962951,
            1962951,
            61636,
            139281493,
            139281493,
            47490181
        ],
        [
            -55560,
            -55560,
            -22855,
            -119248945,
            -119248945,
            -28145362
        ],
        [
            86,
            151,
            21,
            86,
            151,
            21
        ],
        [
            132,
            261,
            26,
            132,
            261,
            26
        ],
        [
            45,
            70,
            15,
            45,
            70,
            15
        ],
        [
            7744,
            6799,
            945,
            7744,
            6799,
            945
        ],
        [
            258.254623,
            416.004623,
            0,
            258.254623,
            416.004623,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90033,
            -107056,
            -259912,
            382676,
            370023,
            -110162
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1562846400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758866799428,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 123,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 62,
            "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)