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Trade: FTM/USDT/720/KCL/FWMA/4545

Strategy
FTM/USDT/720/KCL/FWMA/4545
Pair
FTM_USDT
Interval
12h
Score
326288
Daily Profit
0.283501
Profit Factor
3.668380
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-05 21:14
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 2263712.18 2200955.0264 62757.1536 34372927.7068 32443253.4786 1929674.2281
Total P&L (%) 2263.7122 2200.955 62.7572 34372.9277 32443.2535 1929.6742
Avg Daily Profit (%) 1.1078 1.0771 0.0307 0.2863 0.2835 0.1474
Buy And Hold Return (%) 3554.1275 3554.1275 3554.1275 3554.1275 3554.1275 3554.1275
Max Trade Drawdown -89266 -90201 -77704 -6734308 -6138308 -6443812
Profit Factor 6.4219 10.9958 1.318 2.3185 3.6684 1.1387
Total Trades 65 33 32 65 33 32
Winning Trades 20 11 9 20 11 9
Losing Trades 45 22 23 45 22 23
Profitability (%) 30.7692 33.3333 28.125 30.7692 33.3333 28.125
Ratio Avg Win / Avg Loss 14.4492 21.9916 3.3683 5.2166 7.3368 2.91
Largest Winning Trade 1256698 1256698 72833 11778479 11778479 7206838
Largest Losing Trade -19231 -19231 -15204 -3379165 -3355143 -3379165
Avg Bars in Trades 58 61 54 58 61 54
Avg Bars in Winners 159 166 150 159 166 150
Avg Bars in Losers 13 9 16 13 9 16
Bars Traded 3774 2032 1742 3774 2032 1742
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -287572 -150349 -332404 -130565 326288 -244507
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": 1567555200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759688055354,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 5,
            "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": [
        [
            2263712.1799778794,
            2200955.0263744555,
            62757.1536034234,
            34372927.70678243,
            32443253.478644174,
            1929674.2281382512
        ],
        [
            2263.71218,
            2200.955026,
            62.757154,
            34372.927707,
            32443.253479,
            1929.674228
        ],
        [
            1.107762,
            1.077052,
            0.030711,
            0.286328,
            0.283501,
            0.147427
        ],
        [
            3554.127482,
            3554.127482,
            3554.127482,
            3554.127482,
            3554.127482,
            3554.127482
        ],
        [
            -89266,
            -90201,
            -77704,
            -6734308,
            -6138308,
            -6443812
        ],
        [
            6.421863,
            10.995802,
            1.318035,
            2.318487,
            3.66838,
            1.13871
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            20,
            11,
            9,
            20,
            11,
            9
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            30.769231,
            33.333333,
            28.125,
            30.769231,
            33.333333,
            28.125
        ],
        [
            14.449192,
            21.991604,
            3.368313,
            5.216597,
            7.336761,
            2.910037
        ],
        [
            1256698,
            1256698,
            72833,
            11778479,
            11778479,
            7206838
        ],
        [
            -19231,
            -19231,
            -15204,
            -3379165,
            -3355143,
            -3379165
        ],
        [
            58,
            61,
            54,
            58,
            61,
            54
        ],
        [
            159,
            166,
            150,
            159,
            166,
            150
        ],
        [
            13,
            9,
            16,
            13,
            9,
            16
        ],
        [
            3774,
            2032,
            1742,
            3774,
            2032,
            1742
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -287572,
            -150349,
            -332404,
            -130565,
            326288,
            -244507
        ]
    ]
}
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": 1567555200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759688055354,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 5,
            "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)