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Trade: FTM/USDT/240/HILO/KCL/2061

Strategy
FTM/USDT/240/HILO/KCL/2061
Pair
FTM_USDT
Interval
4h
Score
463706
Daily Profit
0.249649
Profit Factor
1.590828
Profitability
51.366120
Streak
276.336613
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-09-26 23:04
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2886143.216 165920.6888 -3052063.9048 -1175533.2355 16190380.3486 -17365913.5842
Total P&L (%) -2886.1432 165.9207 -3052.0639 -1175.5332 16190.3803 -17365.9136
Avg Daily Profit (%) -1.4129 0.0812 -1.4942 0 0.2496 0
Buy And Hold Return (%) 2287.0307 2287.0307 2287.0307 2287.0307 2287.0307 2287.0307
Max Trade Drawdown -3174535 -153301 -3250827 -64652265 -9332331 -63857330
Profit Factor 0.3872 1.2641 0.2522 0.991 1.5908 0.8329
Total Trades 367 183 184 367 183 184
Winning Trades 185 78 107 189 94 95
Losing Trades 182 105 77 178 89 89
Profitability (%) 50.4087 42.623 58.1522 51.4986 51.3661 51.6304
Ratio Avg Win / Avg Loss 0.3809 1.7017 0.1815 0.9334 1.5062 0.7803
Largest Winning Trade 60762 60762 37154 26671106 4158930 26671106
Largest Losing Trade -2396581 -40760 -2396581 -63777128 -4197128 -63777128
Avg Bars in Trades 33 19 47 33 19 47
Avg Bars in Winners 26 18 32 34 22 46
Avg Bars in Losers 40 20 67 31 15 47
Bars Traded 12173 3516 8657 12173 3516 8657
Profit Streak 265.0033 0 280.3366 0 276.3366 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578217 -251494 -578344 -578665 463706 -580158

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1560960000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758917083328,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 52,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -2886143.2159978105,
            165920.6887854522,
            -3052063.9047832647,
            -1175533.2355473074,
            16190380.34860724,
            -17365913.58415453
        ],
        [
            -2886.143216,
            165.920689,
            -3052.063905,
            -1175.533236,
            16190.380349,
            -17365.913584
        ],
        [
            -1.412927,
            0.081227,
            -1.494154,
            0,
            0.249649,
            0
        ],
        [
            2287.030717,
            2287.030717,
            2287.030717,
            2287.030717,
            2287.030717,
            2287.030717
        ],
        [
            -3174535,
            -153301,
            -3250827,
            -64652265,
            -9332331,
            -63857330
        ],
        [
            0.387199,
            1.264116,
            0.252229,
            0.991049,
            1.590828,
            0.832902
        ],
        [
            367,
            183,
            184,
            367,
            183,
            184
        ],
        [
            185,
            78,
            107,
            189,
            94,
            95
        ],
        [
            182,
            105,
            77,
            178,
            89,
            89
        ],
        [
            50.408719,
            42.622951,
            58.152174,
            51.498638,
            51.36612,
            51.630435
        ],
        [
            0.38092,
            1.701695,
            0.18151,
            0.933369,
            1.50621,
            0.780297
        ],
        [
            60762,
            60762,
            37154,
            26671106,
            4158930,
            26671106
        ],
        [
            -2396581,
            -40760,
            -2396581,
            -63777128,
            -4197128,
            -63777128
        ],
        [
            33,
            19,
            47,
            33,
            19,
            47
        ],
        [
            26,
            18,
            32,
            34,
            22,
            46
        ],
        [
            40,
            20,
            67,
            31,
            15,
            47
        ],
        [
            12173,
            3516,
            8657,
            12173,
            3516,
            8657
        ],
        [
            265.003279,
            0,
            280.336612,
            0,
            276.336613,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578217,
            -251494,
            -578344,
            -578665,
            463706,
            -580158
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1560960000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758917083328,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 52,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)