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Trade: FTM/USDT/720/HWMA/KCL/3211

Strategy
FTM/USDT/720/HWMA/KCL/3211
Pair
FTM_USDT
Interval
12h
Score
611953
Daily Profit
0.383476
Profit Factor
2.991132
Profitability
56.666667
Streak
415.465902
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-05 02:10
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1621167.5458 168646.0154 -1789813.5612 117271019.2004 249228023.7338 -131957004.5334
Total P&L (%) -1621.1675 168.646 -1789.8136 117271.0192 249228.0237 -131957.0045
Avg Daily Profit (%) -0.7933 0.0825 -0.8759 0.3465 0.3835 0
Buy And Hold Return (%) 3662.2378 3662.2378 3662.2378 3662.2378 3662.2378 3662.2378
Max Trade Drawdown -1903767 -85868 -1971344 -453927018 -86295284 -419771560
Profit Factor 0.2951 2.3861 0.1783 1.2013 2.9911 0.7116
Total Trades 59 30 29 59 30 29
Winning Trades 44 22 22 30 17 13
Losing Trades 15 8 7 29 13 16
Profitability (%) 74.5763 73.3333 75.8621 50.8475 56.6667 44.8276
Ratio Avg Win / Avg Loss 0.1006 0.8677 0.0567 1.1612 2.2873 0.8758
Largest Winning Trade 58208 52142 58208 285894328 285894328 155633939
Largest Losing Trade -1107526 -68169 -1107526 -202104956 -47716611 -202104956
Avg Bars in Trades 61 27 97 61 27 97
Avg Bars in Winners 28 14 41 78 37 132
Avg Bars in Losers 160 61 273 44 14 69
Bars Traded 3640 815 2825 3640 815 2825
Profit Streak 395.4659 415.4659 0 395.4659 415.4659 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -756506 -242938 -577480 -170034 611953 -582844
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1567512000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759619453958,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 170,
            "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": [
        [
            -1621167.5457676472,
            168646.0153881308,
            -1789813.5611557788,
            117271019.20035772,
            249228023.73378807,
            -131957004.53343037
        ],
        [
            -1621.167546,
            168.646015,
            -1789.813561,
            117271.0192,
            249228.023734,
            -131957.004533
        ],
        [
            -0.793329,
            0.082528,
            -0.875857,
            0.346472,
            0.383476,
            0
        ],
        [
            3662.237762,
            3662.237762,
            3662.237762,
            3662.237762,
            3662.237762,
            3662.237762
        ],
        [
            -1903767,
            -85868,
            -1971344,
            -453927018,
            -86295284,
            -419771560
        ],
        [
            0.295099,
            2.386121,
            0.1783,
            1.201264,
            2.991132,
            0.711572
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            44,
            22,
            22,
            30,
            17,
            13
        ],
        [
            15,
            8,
            7,
            29,
            13,
            16
        ],
        [
            74.576271,
            73.333333,
            75.862069,
            50.847458,
            56.666667,
            44.827586
        ],
        [
            0.100602,
            0.86768,
            0.056732,
            1.161222,
            2.287336,
            0.875781
        ],
        [
            58208,
            52142,
            58208,
            285894328,
            285894328,
            155633939
        ],
        [
            -1107526,
            -68169,
            -1107526,
            -202104956,
            -47716611,
            -202104956
        ],
        [
            61,
            27,
            97,
            61,
            27,
            97
        ],
        [
            28,
            14,
            41,
            78,
            37,
            132
        ],
        [
            160,
            61,
            273,
            44,
            14,
            69
        ],
        [
            3640,
            815,
            2825,
            3640,
            815,
            2825
        ],
        [
            395.465902,
            415.465902,
            0,
            395.465902,
            415.465902,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -756506,
            -242938,
            -577480,
            -170034,
            611953,
            -582844
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1567512000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759619453958,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 170,
            "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)