← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FTM/USDT/360/VWAP/KCL/5080

Strategy
FTM/USDT/360/VWAP/KCL/5080
Pair
FTM_USDT
Interval
6h
Score
658676
Daily Profit
0.278428
Profit Factor
3.633734
Profitability
61.176471
Streak
412.028299
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-02 03:40
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 -3400387.9557 -184903.4482 -3215484.5075 -96739.6833 29226215.3326 -29322955.0159
Total P&L (%) -3400.388 -184.9034 -3215.4845 -96.7397 29226.2153 -29322.955
Avg Daily Profit (%) -1.6642 -0.0905 -1.5737 -0.1674 0.2784 0
Buy And Hold Return (%) 2597.2619 2597.2619 2597.2619 2597.2619 2597.2619 2597.2619
Max Trade Drawdown -3540909 -231085 -3336958 -37707758 -6744938 -38064239
Profit Factor 0.158 0.6009 0.1006 0.9983 3.6337 0.3447
Total Trades 170 85 85 170 85 85
Winning Trades 121 51 70 105 52 53
Losing Trades 49 34 15 65 33 32
Profitability (%) 71.1765 60 82.3529 61.7647 61.1765 62.3529
Ratio Avg Win / Avg Loss 0.064 0.4006 0.0215 0.618 2.306 0.2081
Largest Winning Trade 15373 15373 12381 21373993 21373993 5537175
Largest Losing Trade -1747689 -76819 -1747689 -28068049 -3076341 -28068049
Avg Bars in Trades 46 43 50 46 43 50
Avg Bars in Winners 15 11 18 34 31 37
Avg Bars in Losers 123 90 198 66 62 70
Bars Traded 7959 3681 4278 7959 3681 4278
Profit Streak 286.0283 412.0283 286.0283 286.0283 412.0283 286.0283
Trades During Streak 4 6 2 4 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575772 -578135 -575740 -576992 658676 -578257
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": 1562889600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759365645061,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "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": [
        [
            -3400387.9556729714,
            -184903.4481733374,
            -3215484.5074996343,
            -96739.683254353,
            29226215.332647976,
            -29322955.015902318
        ],
        [
            -3400.387956,
            -184.903448,
            -3215.484507,
            -96.739683,
            29226.215333,
            -29322.955016
        ],
        [
            -1.664206,
            -0.090495,
            -1.573711,
            -0.167404,
            0.278428,
            0
        ],
        [
            2597.261859,
            2597.261859,
            2597.261859,
            2597.261859,
            2597.261859,
            2597.261859
        ],
        [
            -3540909,
            -231085,
            -3336958,
            -37707758,
            -6744938,
            -38064239
        ],
        [
            0.157969,
            0.600923,
            0.100561,
            0.998268,
            3.633734,
            0.344679
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            121,
            51,
            70,
            105,
            52,
            53
        ],
        [
            49,
            34,
            15,
            65,
            33,
            32
        ],
        [
            71.176471,
            60,
            82.352941,
            61.764706,
            61.176471,
            62.352941
        ],
        [
            0.063971,
            0.400615,
            0.021549,
            0.617975,
            2.306023,
            0.208108
        ],
        [
            15373,
            15373,
            12381,
            21373993,
            21373993,
            5537175
        ],
        [
            -1747689,
            -76819,
            -1747689,
            -28068049,
            -3076341,
            -28068049
        ],
        [
            46,
            43,
            50,
            46,
            43,
            50
        ],
        [
            15,
            11,
            18,
            34,
            31,
            37
        ],
        [
            123,
            90,
            198,
            66,
            62,
            70
        ],
        [
            7959,
            3681,
            4278,
            7959,
            3681,
            4278
        ],
        [
            286.028299,
            412.028299,
            286.028299,
            286.028299,
            412.028299,
            286.028299
        ],
        [
            4,
            6,
            2,
            4,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575772,
            -578135,
            -575740,
            -576992,
            658676,
            -578257
        ]
    ]
}
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": 1562889600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759365645061,
    "expiration_time": 1742022504000,
    "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": 125,
            "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)