← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: FTM/USDT/720/KCB/PWMA/1257

Strategy
FTM/USDT/720/KCB/PWMA/1257
Pair
FTM_USDT
Interval
12h
Score
307608
Daily Profit
0.313987
Profit Factor
1.381871
Profitability
44.444444
Streak
0.000000
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 -2650356.6805 40932.2025 -2691288.883 -220850.322 60462720.0214 -60683570.3434
Total P&L (%) -2650.3567 40.9322 -2691.2889 -220.8503 60462.72 -60683.5703
Avg Daily Profit (%) -1.297 0.02 -1.317 0 0.314 0
Buy And Hold Return (%) 3975.7576 3975.7576 3975.7576 3975.7576 3975.7576 3975.7576
Max Trade Drawdown -2784321 -126960 -2778813 -204094259 -81250044 -181612318
Profit Factor 0.2402 1.0955 0.1204 0.9994 1.3819 0.6945
Total Trades 73 36 37 73 36 37
Winning Trades 40 19 21 32 16 16
Losing Trades 33 17 16 41 20 21
Profitability (%) 54.7945 52.7778 56.7568 43.8356 44.4444 43.2432
Ratio Avg Win / Avg Loss 0.1981 0.9802 0.0917 1.2805 1.7273 0.9115
Largest Winning Trade 62013 62013 52749 101752035 101752035 63430913
Largest Losing Trade -1344628 -69128 -1344628 -101055625 -49749181 -101055625
Avg Bars in Trades 53 49 58 53 49 58
Avg Bars in Winners 34 33 35 62 63 61
Avg Bars in Losers 77 67 88 47 38 55
Bars Traded 3929 1778 2151 3929 1778 2151
Profit Streak 336.4659 336.4659 348.9659 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -654812 -448039 -578931 -657786 307608 -583400
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": 1565352000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759619454046,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "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": [
        [
            -2650356.6805467103,
            40932.2024659832,
            -2691288.8830126943,
            -220850.321983058,
            60462720.02144672,
            -60683570.34342976
        ],
        [
            -2650.356681,
            40.932202,
            -2691.288883,
            -220.850322,
            60462.720021,
            -60683.570343
        ],
        [
            -1.296969,
            0.02003,
            -1.317,
            0,
            0.313987,
            0
        ],
        [
            3975.757576,
            3975.757576,
            3975.757576,
            3975.757576,
            3975.757576,
            3975.757576
        ],
        [
            -2784321,
            -126960,
            -2778813,
            -204094259,
            -81250044,
            -181612318
        ],
        [
            0.240159,
            1.095534,
            0.120374,
            0.999381,
            1.381871,
            0.694499
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            40,
            19,
            21,
            32,
            16,
            16
        ],
        [
            33,
            17,
            16,
            41,
            20,
            21
        ],
        [
            54.794521,
            52.777778,
            56.756757,
            43.835616,
            44.444444,
            43.243243
        ],
        [
            0.198131,
            0.980214,
            0.091713,
            1.280457,
            1.727338,
            0.911529
        ],
        [
            62013,
            62013,
            52749,
            101752035,
            101752035,
            63430913
        ],
        [
            -1344628,
            -69128,
            -1344628,
            -101055625,
            -49749181,
            -101055625
        ],
        [
            53,
            49,
            58,
            53,
            49,
            58
        ],
        [
            34,
            33,
            35,
            62,
            63,
            61
        ],
        [
            77,
            67,
            88,
            47,
            38,
            55
        ],
        [
            3929,
            1778,
            2151,
            3929,
            1778,
            2151
        ],
        [
            336.465903,
            336.465903,
            348.965903,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -654812,
            -448039,
            -578931,
            -657786,
            307608,
            -583400
        ]
    ]
}
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": 1565352000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759619454046,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "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)