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Trade: FTM/USDT/360/KCU/SSF/9847

Strategy
FTM/USDT/360/KCU/SSF/9847
Pair
FTM_USDT
Interval
6h
Score
538428
Daily Profit
0.331960
Profit Factor
2.147057
Profitability
55.882353
Streak
450.341640
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-11 05:11
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3245010.7164 -60982.4854 -3184028.231 19595.7108 87165856.1515 -87146260.4407
Total P&L (%) -3245.0107 -60.9825 -3184.0282 19.5957 87165.8562 -87146.2604
Avg Daily Profit (%) -1.5882 -0.0298 -1.5583 0.0088 0.332 0
Buy And Hold Return (%) 2360.943 2360.943 2360.943 2360.943 2360.943 2360.943
Max Trade Drawdown -3255486 -85463 -3227437 -168690636 -44472457 -232944916
Profit Factor 0.1718 0.8271 0.1069 1.0001 2.1471 0.6624
Total Trades 69 34 35 69 34 35
Winning Trades 44 20 24 38 19 19
Losing Trades 25 14 11 31 15 16
Profitability (%) 63.7681 58.8235 68.5714 55.0725 55.8824 54.2857
Ratio Avg Win / Avg Loss 0.0976 0.579 0.049 0.8158 1.695 0.5578
Largest Winning Trade 45516 45516 40148 141069473 105001078 141069473
Largest Losing Trade -1659706 -69907 -1659706 -148349968 -27618847 -148349968
Avg Bars in Trades 114 86 141 114 86 141
Avg Bars in Winners 60 36 80 84 72 97
Avg Bars in Losers 210 158 276 151 105 194
Bars Traded 7918 2949 4969 7918 2949 4969
Profit Streak 0 450.3416 0 0 450.3416 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -684993 -578690 -578380 -674378 538428 -580232
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1560729600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760148717692,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 25,
            "offset": 15,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 236,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -3245010.7164410646,
            -60982.4854029737,
            -3184028.23103809,
            19595.7107502564,
            87165856.1514905,
            -87146260.44074029
        ],
        [
            -3245.010716,
            -60.982485,
            -3184.028231,
            19.595711,
            87165.856151,
            -87146.260441
        ],
        [
            -1.588161,
            -0.029846,
            -1.558316,
            0.008758,
            0.33196,
            0
        ],
        [
            2360.942998,
            2360.942998,
            2360.942998,
            2360.942998,
            2360.942998,
            2360.942998
        ],
        [
            -3255486,
            -85463,
            -3227437,
            -168690636,
            -44472457,
            -232944916
        ],
        [
            0.171758,
            0.827083,
            0.106935,
            1.000059,
            2.147057,
            0.662405
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            44,
            20,
            24,
            38,
            19,
            19
        ],
        [
            25,
            14,
            11,
            31,
            15,
            16
        ],
        [
            63.768116,
            58.823529,
            68.571429,
            55.072464,
            55.882353,
            54.285714
        ],
        [
            0.09759,
            0.578958,
            0.049012,
            0.815837,
            1.695045,
            0.557814
        ],
        [
            45516,
            45516,
            40148,
            141069473,
            105001078,
            141069473
        ],
        [
            -1659706,
            -69907,
            -1659706,
            -148349968,
            -27618847,
            -148349968
        ],
        [
            114,
            86,
            141,
            114,
            86,
            141
        ],
        [
            60,
            36,
            80,
            84,
            72,
            97
        ],
        [
            210,
            158,
            276,
            151,
            105,
            194
        ],
        [
            7918,
            2949,
            4969,
            7918,
            2949,
            4969
        ],
        [
            0,
            450.34164,
            0,
            0,
            450.34164,
            0
        ],
        [
            0,
            2,
            0,
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            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -684993,
            -578690,
            -578380,
            -674378,
            538428,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1560729600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760148717692,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 25,
            "offset": 15,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 236,
            "offset": 0,
            "poles": 3
        }
    }
}

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)