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Trade: FTM/USDT/120/KCB/MIDPRICE/7789

Strategy
FTM/USDT/120/KCB/MIDPRICE/7789
Pair
FTM_USDT
Interval
2h
Score
302696
Daily Profit
0.284976
Profit Factor
2.006316
Profitability
46.060606
Streak
275.263496
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-03 11:19
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1721848.5631 1855212.472 -133363.9088 275375.5628 18062754.1414 -17787378.5786
Total P&L (%) 1721.8486 1855.2125 -133.3639 275.3756 18062.7541 -17787.3786
Avg Daily Profit (%) 0.9419 1.0149 -0.073 0.0724 0.285 0
Buy And Hold Return (%) 7155.1867 7155.1867 7155.1867 7155.1867 7155.1867 7155.1867
Max Trade Drawdown -210054 -127921 -274344 -21799794 -8974473 -18800508
Profit Factor 2.0024 3.2124 0.8483 1.0068 2.0063 0.214
Total Trades 329 165 164 329 165 164
Winning Trades 150 76 74 150 76 74
Losing Trades 179 89 90 179 89 90
Profitability (%) 45.5927 46.0606 45.122 45.5927 46.0606 45.122
Ratio Avg Win / Avg Loss 2.3895 3.7619 1.0317 1.2014 2.3495 0.2603
Largest Winning Trade 947761 947761 62878 19922898 19922898 348936
Largest Losing Trade -67239 -50372 -67239 -13227549 -4861371 -13227549
Avg Bars in Trades 65 77 54 65 77 54
Avg Bars in Winners 85 105 65 85 105 65
Avg Bars in Losers 48 53 44 48 53 44
Bars Traded 21605 12740 8865 21605 12740 8865
Profit Streak 274.9302 275.2635 0 274.9302 275.2635 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 -148088 -146919 -580704 -474535 302696 -582371
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580090400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759479566060,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 190,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 160,
            "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": [
        [
            1721848.5631215232,
            1855212.4719544107,
            -133363.908832889,
            275375.5627748152,
            18062754.14135514,
            -17787378.57858034
        ],
        [
            1721.848563,
            1855.212472,
            -133.363909,
            275.375563,
            18062.754141,
            -17787.378579
        ],
        [
            0.94193,
            1.014886,
            -0.072956,
            0.072387,
            0.284976,
            0
        ],
        [
            7155.186722,
            7155.186722,
            7155.186722,
            7155.186722,
            7155.186722,
            7155.186722
        ],
        [
            -210054,
            -127921,
            -274344,
            -21799794,
            -8974473,
            -18800508
        ],
        [
            2.002389,
            3.212445,
            0.848314,
            1.006786,
            2.006316,
            0.214032
        ],
        [
            329,
            165,
            164,
            329,
            165,
            164
        ],
        [
            150,
            76,
            74,
            150,
            76,
            74
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            45.592705,
            46.060606,
            45.121951,
            45.592705,
            46.060606,
            45.121951
        ],
        [
            2.389518,
            3.761942,
            1.031733,
            1.201431,
            2.349502,
            0.260309
        ],
        [
            947761,
            947761,
            62878,
            19922898,
            19922898,
            348936
        ],
        [
            -67239,
            -50372,
            -67239,
            -13227549,
            -4861371,
            -13227549
        ],
        [
            65,
            77,
            54,
            65,
            77,
            54
        ],
        [
            85,
            105,
            65,
            85,
            105,
            65
        ],
        [
            48,
            53,
            44,
            48,
            53,
            44
        ],
        [
            21605,
            12740,
            8865,
            21605,
            12740,
            8865
        ],
        [
            274.930163,
            275.263496,
            0,
            274.930163,
            275.263496,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148088,
            -146919,
            -580704,
            -474535,
            302696,
            -582371
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580090400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759479566060,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 190,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 160,
            "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)