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Trade: FTM/USDT/360/KCU/SWMA/6487

Strategy
FTM/USDT/360/KCU/SWMA/6487
Pair
FTM_USDT
Interval
6h
Score
681274
Daily Profit
0.390606
Profit Factor
4.935990
Profitability
62.068966
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-12 06:17
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 -2895488.7933 -52206.7691 -2843282.0242 -140091.9723 287888704.4372 -288028796.4095
Total P&L (%) -2895.4888 -52.2068 -2843.282 -140.092 287888.7044 -288028.7964
Avg Daily Profit (%) -1.4171 -0.0256 -1.3915 0 0.3906 0
Buy And Hold Return (%) 3246.4115 3246.4115 3246.4115 3246.4115 3246.4115 3246.4115
Max Trade Drawdown -3033401 -148681 -2962708 -394598313 -41911046 -405919923
Profit Factor 0.1809 0.847 0.1097 0.9997 4.936 0.3241
Total Trades 59 29 30 59 29 30
Winning Trades 36 16 20 36 18 18
Losing Trades 23 13 10 23 11 12
Profitability (%) 61.0169 55.1724 66.6667 61.0169 62.069 60
Ratio Avg Win / Avg Loss 0.1156 0.6882 0.0549 0.6387 3.0164 0.2161
Largest Winning Trade 42949 39842 42949 189848245 189848245 79611518
Largest Losing Trade -1493526 -71073 -1493526 -352687267 -41911046 -352687267
Avg Bars in Trades 134 107 159 134 107 159
Avg Bars in Winners 71 56 82 138 126 150
Avg Bars in Losers 232 170 314 127 77 174
Bars Traded 7916 3124 4793 7916 3124 4793
Profit Streak 0 447.6371 0 337.3871 0 436.1371
Trades During Streak 0 2 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758849 -579201 -578665 -758262 681274 -578567
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": 1563688800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760239044463,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 162,
            "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": [
        [
            -2895488.7932793107,
            -52206.7690540221,
            -2843282.0242252885,
            -140091.9722882804,
            287888704.4371781,
            -288028796.4094664
        ],
        [
            -2895.488793,
            -52.206769,
            -2843.282024,
            -140.091972,
            287888.704437,
            -288028.796409
        ],
        [
            -1.4171,
            -0.025551,
            -1.391549,
            0,
            0.390606,
            0
        ],
        [
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483
        ],
        [
            -3033401,
            -148681,
            -2962708,
            -394598313,
            -41911046,
            -405919923
        ],
        [
            0.180896,
            0.846972,
            0.109746,
            0.999719,
            4.93599,
            0.32412
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            36,
            16,
            20,
            36,
            18,
            18
        ],
        [
            23,
            13,
            10,
            23,
            11,
            12
        ],
        [
            61.016949,
            55.172414,
            66.666667,
            61.016949,
            62.068966,
            60
        ],
        [
            0.115572,
            0.688164,
            0.054873,
            0.63871,
            3.016439,
            0.21608
        ],
        [
            42949,
            39842,
            42949,
            189848245,
            189848245,
            79611518
        ],
        [
            -1493526,
            -71073,
            -1493526,
            -352687267,
            -41911046,
            -352687267
        ],
        [
            134,
            107,
            159,
            134,
            107,
            159
        ],
        [
            71,
            56,
            82,
            138,
            126,
            150
        ],
        [
            232,
            170,
            314,
            127,
            77,
            174
        ],
        [
            7916,
            3124,
            4793,
            7916,
            3124,
            4793
        ],
        [
            0,
            447.637089,
            0,
            337.387089,
            0,
            436.137089
        ],
        [
            0,
            2,
            0,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -758849,
            -579201,
            -578665,
            -758262,
            681274,
            -578567
        ]
    ]
}
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": 1563688800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760239044463,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 162,
            "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)