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Trade: FTM/USDT/720/KCU/MIDPRICE/1196

Strategy
FTM/USDT/720/KCU/MIDPRICE/1196
Pair
FTM_USDT
Interval
12h
Score
423428
Daily Profit
0.273670
Profit Factor
1.896305
Profitability
47.169811
Streak
264.891766
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-28 00:24
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 -2377556.1355 -32805.1565 -2344750.979 -46612.4299 26534753.5257 -26581365.9556
Total P&L (%) -2377.5561 -32.8052 -2344.751 -46.6124 26534.7535 -26581.366
Avg Daily Profit (%) -1.1635 -0.0161 -1.1474 -0.0307 0.2737 0
Buy And Hold Return (%) 3668.319 3668.319 3668.319 3668.319 3668.319 3668.319
Max Trade Drawdown -2546228 -139534 -2475335 -72357664 -12661878 -61288466
Profit Factor 0.2736 0.938 0.1455 0.9996 1.8963 0.6407
Total Trades 213 106 107 213 106 107
Winning Trades 113 54 59 105 50 55
Losing Trades 100 52 48 108 56 52
Profitability (%) 53.0516 50.9434 55.1402 49.2958 47.1698 51.4019
Ratio Avg Win / Avg Loss 0.2421 0.9032 0.1184 1.0281 2.1239 0.6057
Largest Winning Trade 65002 65002 48654 15861777 15861777 13860323
Largest Losing Trade -1405938 -76787 -1405938 -53229402 -8067419 -53229402
Avg Bars in Trades 18 15 21 18 15 21
Avg Bars in Winners 8 10 7 23 19 26
Avg Bars in Losers 29 19 39 13 11 15
Bars Traded 3909 1613 2296 3909 1613 2296
Profit Streak 264.8918 264.8918 265.8918 264.8918 264.8918 265.8918
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577638 -580060 -579133 -576641 423428 -579617
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": 1567425600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759008248553,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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": [
        [
            -2377556.1355093895,
            -32805.1564713232,
            -2344750.979038066,
            -46612.4298539567,
            26534753.52571807,
            -26581365.955572013
        ],
        [
            -2377.556136,
            -32.805156,
            -2344.750979,
            -46.61243,
            26534.753526,
            -26581.365956
        ],
        [
            -1.163473,
            -0.016053,
            -1.147419,
            -0.030707,
            0.27367,
            0
        ],
        [
            3668.318966,
            3668.318966,
            3668.318966,
            3668.318966,
            3668.318966,
            3668.318966
        ],
        [
            -2546228,
            -139534,
            -2475335,
            -72357664,
            -12661878,
            -61288466
        ],
        [
            0.273595,
            0.937975,
            0.145543,
            0.99955,
            1.896305,
            0.640656
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            113,
            54,
            59,
            105,
            50,
            55
        ],
        [
            100,
            52,
            48,
            108,
            56,
            52
        ],
        [
            53.051643,
            50.943396,
            55.140187,
            49.295775,
            47.169811,
            51.401869
        ],
        [
            0.242119,
            0.903235,
            0.118408,
            1.028109,
            2.123862,
            0.605711
        ],
        [
            65002,
            65002,
            48654,
            15861777,
            15861777,
            13860323
        ],
        [
            -1405938,
            -76787,
            -1405938,
            -53229402,
            -8067419,
            -53229402
        ],
        [
            18,
            15,
            21,
            18,
            15,
            21
        ],
        [
            8,
            10,
            7,
            23,
            19,
            26
        ],
        [
            29,
            19,
            39,
            13,
            11,
            15
        ],
        [
            3909,
            1613,
            2296,
            3909,
            1613,
            2296
        ],
        [
            264.891766,
            264.891766,
            265.891766,
            264.891766,
            264.891766,
            265.891766
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577638,
            -580060,
            -579133,
            -576641,
            423428,
            -579617
        ]
    ]
}
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": 1567425600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759008248553,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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)