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Trade: FTM/USDT/480/FWMA/KCL/8438

Strategy
FTM/USDT/480/FWMA/KCL/8438
Pair
FTM_USDT
Interval
8h
Score
641260
Daily Profit
0.333495
Profit Factor
4.597063
Profitability
51.515152
Streak
399.114163
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-09-25 13:44
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2503095.1713 -58839.1009 -2444256.0704 5533187.2977 89960799.4302 -84427612.1325
Total P&L (%) -2503.0952 -58.8391 -2444.2561 5533.1873 89960.7994 -84427.6121
Avg Daily Profit (%) -1.225 -0.0288 -1.1962 0.1975 0.3335 0
Buy And Hold Return (%) 4225.2938 4225.2938 4225.2938 4225.2938 4225.2938 4225.2938
Max Trade Drawdown -2600137 -151047 -2534476 -139957410 -14228561 -144411159
Profit Factor 0.1635 0.7815 0.1024 1.0294 4.5971 0.4826
Total Trades 67 33 34 67 33 34
Winning Trades 50 23 27 36 17 19
Losing Trades 17 10 7 31 16 15
Profitability (%) 74.6269 69.697 79.4118 53.7313 51.5152 55.8824
Ratio Avg Win / Avg Loss 0.0556 0.3398 0.0266 0.8864 4.3266 0.381
Largest Winning Trade 26670 26670 21678 81960461 81960461 27438085
Largest Losing Trade -1542491 -71722 -1542491 -118311728 -7042487 -118311728
Avg Bars in Trades 87 76 98 87 76 98
Avg Bars in Winners 22 22 23 86 81 90
Avg Bars in Losers 277 200 387 88 70 108
Bars Traded 5857 2513 3344 5857 2513 3344
Profit Streak 269.1142 399.1142 269.1142 269.1142 399.1142 269.1142
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -697615 -577286 -576393 -370859 641260 -579443

Evaluation Data

{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1567353600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758797063704,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 249,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -2503095.1712702597,
            -58839.100867361,
            -2444256.070402899,
            5533187.297680823,
            89960799.43019256,
            -84427612.13251173
        ],
        [
            -2503.095171,
            -58.839101,
            -2444.25607,
            5533.187298,
            89960.79943,
            -84427.612133
        ],
        [
            -1.225008,
            -0.028796,
            -1.196212,
            0.197484,
            0.333495,
            0
        ],
        [
            4225.293754,
            4225.293754,
            4225.293754,
            4225.293754,
            4225.293754,
            4225.293754
        ],
        [
            -2600137,
            -151047,
            -2534476,
            -139957410,
            -14228561,
            -144411159
        ],
        [
            0.163539,
            0.781487,
            0.102437,
            1.029401,
            4.597063,
            0.482635
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            50,
            23,
            27,
            36,
            17,
            19
        ],
        [
            17,
            10,
            7,
            31,
            16,
            15
        ],
        [
            74.626866,
            69.69697,
            79.411765,
            53.731343,
            51.515152,
            55.882353
        ],
        [
            0.055603,
            0.339777,
            0.026558,
            0.886429,
            4.326648,
            0.381028
        ],
        [
            26670,
            26670,
            21678,
            81960461,
            81960461,
            27438085
        ],
        [
            -1542491,
            -71722,
            -1542491,
            -118311728,
            -7042487,
            -118311728
        ],
        [
            87,
            76,
            98,
            87,
            76,
            98
        ],
        [
            22,
            22,
            23,
            86,
            81,
            90
        ],
        [
            277,
            200,
            387,
            88,
            70,
            108
        ],
        [
            5857,
            2513,
            3344,
            5857,
            2513,
            3344
        ],
        [
            269.114163,
            399.114163,
            269.114163,
            269.114163,
            399.114163,
            269.114163
        ],
        [
            2,
            2,
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            2,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -697615,
            -577286,
            -576393,
            -370859,
            641260,
            -579443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1567353600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758797063704,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 249,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)