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Trade: FTM/USDT/720/VWAP/KCL/2360

Strategy
FTM/USDT/720/VWAP/KCL/2360
Pair
FTM_USDT
Interval
12h
Score
556760
Daily Profit
0.320272
Profit Factor
2.893038
Profitability
50.000000
Streak
411.598370
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-01 17:21
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 -32858292.8526 -18702.4236 -32839590.429 37583114.0477 68735833.6238 -31152719.576
Total P&L (%) -32858.2929 -18.7024 -32839.5904 37583.114 68735.8336 -31152.7196
Avg Daily Profit (%) -16.0794 -0.0092 -16.0703 0.2907 0.3203 0
Buy And Hold Return (%) 3945.1128 3945.1128 3945.1128 3945.1128 3945.1128 3945.1128
Max Trade Drawdown -33042447 -95395 -32979261 -116964112 -17205879 -142004381
Profit Factor 0.0122 0.877 0.0082 1.1957 2.893 0.8
Total Trades 75 38 37 75 38 37
Winning Trades 61 28 33 33 19 14
Losing Trades 14 10 4 42 19 23
Profitability (%) 81.3333 73.6842 89.1892 44 50 37.8378
Ratio Avg Win / Avg Loss 0.0028 0.3132 0.001 1.5217 2.893 1.3143
Largest Winning Trade 35415 14749 35415 80374672 80374672 59238618
Largest Losing Trade -32877193 -68918 -32877193 -88083109 -8347518 -88083109
Avg Bars in Trades 47 20 76 47 20 76
Avg Bars in Winners 12 5 18 54 29 87
Avg Bars in Losers 200 61 548 42 10 69
Bars Traded 3577 760 2818 3577 760 2818
Profit Streak 411.5984 411.5984 470.5984 411.5984 411.5984 724.5984
Trades During Streak 2 1 5 2 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -636796 -576831 -574617 -58032 556760 -582457
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": 1568030400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759328499178,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 182,
            "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": [
        [
            -32858292.852559343,
            -18702.4235820176,
            -32839590.428977318,
            37583114.047713846,
            68735833.62375292,
            -31152719.576039158
        ],
        [
            -32858.292853,
            -18.702424,
            -32839.590429,
            37583.114048,
            68735.833624,
            -31152.719576
        ],
        [
            -16.079419,
            -0.009152,
            -16.070267,
            0.290698,
            0.320272,
            0
        ],
        [
            3945.112782,
            3945.112782,
            3945.112782,
            3945.112782,
            3945.112782,
            3945.112782
        ],
        [
            -33042447,
            -95395,
            -32979261,
            -116964112,
            -17205879,
            -142004381
        ],
        [
            0.012201,
            0.876961,
            0.008232,
            1.195654,
            2.893038,
            0.800021
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            61,
            28,
            33,
            33,
            19,
            14
        ],
        [
            14,
            10,
            4,
            42,
            19,
            23
        ],
        [
            81.333333,
            73.684211,
            89.189189,
            44,
            50,
            37.837838
        ],
        [
            0.0028,
            0.3132,
            0.000998,
            1.521742,
            2.893038,
            1.31432
        ],
        [
            35415,
            14749,
            35415,
            80374672,
            80374672,
            59238618
        ],
        [
            -32877193,
            -68918,
            -32877193,
            -88083109,
            -8347518,
            -88083109
        ],
        [
            47,
            20,
            76,
            47,
            20,
            76
        ],
        [
            12,
            5,
            18,
            54,
            29,
            87
        ],
        [
            200,
            61,
            548,
            42,
            10,
            69
        ],
        [
            3577,
            760,
            2818,
            3577,
            760,
            2818
        ],
        [
            411.59837,
            411.59837,
            470.59837,
            411.59837,
            411.59837,
            724.59837
        ],
        [
            2,
            1,
            5,
            2,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -636796,
            -576831,
            -574617,
            -58032,
            556760,
            -582457
        ]
    ]
}
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": 1568030400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759328499178,
    "expiration_time": 1742023152000,
    "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": 182,
            "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)