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Trade: FTM/USDT/360/VWAP/KCL/3816

Strategy
FTM/USDT/360/VWAP/KCL/3816
Pair
FTM_USDT
Interval
6h
Score
413208
Daily Profit
0.379538
Profit Factor
2.233148
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-27 13:15
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 -2158712.0896 65994.1427 -2224706.2323 -205015757.0913 229800880.5755 -434816637.6669
Total P&L (%) -2158.7121 65.9941 -2224.7062 -205015.7571 229800.8806 -434816.6377
Avg Daily Profit (%) -1.0565 0.0323 -1.0888 0 0.3795 0
Buy And Hold Return (%) 3063.2745 3063.2745 3063.2745 3063.2745 3063.2745 3063.2745
Max Trade Drawdown -2332310 -53414 -2364105 -1187113090 -71831141 -1161309847
Profit Factor 0.2259 1.7573 0.1765 0.8992 2.2331 0.7648
Total Trades 73 37 36 73 37 36
Winning Trades 57 28 29 32 16 16
Losing Trades 16 9 7 41 21 20
Profitability (%) 78.0822 75.6757 80.5556 43.8356 43.2432 44.4444
Ratio Avg Win / Avg Loss 0.0634 0.5648 0.0426 1.1522 2.931 0.956
Largest Winning Trade 47294 14406 47294 647276068 169521869 647276068
Largest Losing Trade -953588 -41299 -953588 -1161309847 -25803242 -1161309847
Avg Bars in Trades 107 5 212 107 5 212
Avg Bars in Winners 47 4 89 129 5 252
Avg Bars in Losers 322 11 723 91 5 180
Bars Traded 7866 212 7654 7866 212 7654
Profit Streak 269.9274 447.6774 0 0 0 0
Trades During Streak 1 4 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -652548 -309996 -576837 -657786 413208 -582940
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": 1561442400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758968125437,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
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            65994.142698868,
            -2224706.2322680377,
            -205015757.09131968,
            229800880.57554227,
            -434816637.666862
        ],
        [
            -2158.71209,
            65.994143,
            -2224.706232,
            -205015.757091,
            229800.880576,
            -434816.637667
        ],
        [
            -1.056509,
            0.032299,
            -1.088808,
            0,
            0.379538,
            0
        ],
        [
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536,
            3063.274536
        ],
        [
            -2332310,
            -53414,
            -2364105,
            -1187113090,
            -71831141,
            -1161309847
        ],
        [
            0.225866,
            1.7573,
            0.176464,
            0.899246,
            2.233148,
            0.764769
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            57,
            28,
            29,
            32,
            16,
            16
        ],
        [
            16,
            9,
            7,
            41,
            21,
            20
        ],
        [
            78.082192,
            75.675676,
            80.555556,
            43.835616,
            43.243243,
            44.444444
        ],
        [
            0.063401,
            0.564847,
            0.042595,
            1.152159,
            2.931007,
            0.955961
        ],
        [
            47294,
            14406,
            47294,
            647276068,
            169521869,
            647276068
        ],
        [
            -953588,
            -41299,
            -953588,
            -1161309847,
            -25803242,
            -1161309847
        ],
        [
            107,
            5,
            212,
            107,
            5,
            212
        ],
        [
            47,
            4,
            89,
            129,
            5,
            252
        ],
        [
            322,
            11,
            723,
            91,
            5,
            180
        ],
        [
            7866,
            212,
            7654,
            7866,
            212,
            7654
        ],
        [
            269.927378,
            447.677378,
            0,
            0,
            0,
            0
        ],
        [
            1,
            4,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -652548,
            -309996,
            -576837,
            -657786,
            413208,
            -582940
        ]
    ]
}
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": 1561442400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758968125437,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)