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Trade: FTM/USDT/720/FWMA/KCB/4099

Strategy
FTM/USDT/720/FWMA/KCB/4099
Pair
FTM_USDT
Interval
12h
Score
528318
Daily Profit
0.264084
Profit Factor
4.108331
Profitability
47.619048
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-10 16:07
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2689393.4398 -65072.3592 -2624321.0806 -100043.1119 21807989.6322 -21908032.7441
Total P&L (%) -2689.3934 -65.0724 -2624.3211 -100.0431 21807.9896 -21908.0327
Avg Daily Profit (%) -1.3161 -0.0318 -1.2842 0 0.2641 0
Buy And Hold Return (%) 3232.0629 3232.0629 3232.0629 3232.0629 3232.0629 3232.0629
Max Trade Drawdown -2727484 -138120 -2681353 -32370157 -4481894 -33718756
Profit Factor 0.1871 0.8305 0.1027 0.9976 4.1083 0.3596
Total Trades 85 42 43 85 42 43
Winning Trades 62 29 33 36 20 16
Losing Trades 23 13 10 49 22 27
Profitability (%) 72.9412 69.0476 76.7442 42.3529 47.619 37.2093
Ratio Avg Win / Avg Loss 0.0694 0.3723 0.0311 1.3578 4.5192 0.6069
Largest Winning Trade 50642 50642 22356 19651971 19651971 8404134
Largest Losing Trade -1526809 -76578 -1526809 -23502259 -3512074 -23502259
Avg Bars in Trades 46 52 40 46 52 40
Avg Bars in Winners 17 17 17 56 65 45
Avg Bars in Losers 124 129 118 38 40 37
Bars Traded 3942 2189 1753 3942 2189 1753
Profit Streak 0 414.5471 0 323.0471 0 323.5471
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577299 -576907 -577260 -581270 528318 -585114
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563926400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760101673430,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 87,
            "offset": 75,
            "scalar": 5
        }
    }
}
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": [
        [
            -2689393.439795378,
            -65072.359183267,
            -2624321.080612112,
            -100043.1119003803,
            21807989.63223307,
            -21908032.744133435
        ],
        [
            -2689.39344,
            -65.072359,
            -2624.321081,
            -100.043112,
            21807.989632,
            -21908.032744
        ],
        [
            -1.316072,
            -0.031844,
            -1.284229,
            0,
            0.264084,
            0
        ],
        [
            3232.062887,
            3232.062887,
            3232.062887,
            3232.062887,
            3232.062887,
            3232.062887
        ],
        [
            -2727484,
            -138120,
            -2681353,
            -32370157,
            -4481894,
            -33718756
        ],
        [
            0.187133,
            0.830523,
            0.102664,
            0.997573,
            4.108331,
            0.359626
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            62,
            29,
            33,
            36,
            20,
            16
        ],
        [
            23,
            13,
            10,
            49,
            22,
            27
        ],
        [
            72.941176,
            69.047619,
            76.744186,
            42.352941,
            47.619048,
            37.209302
        ],
        [
            0.06942,
            0.372303,
            0.03111,
            1.357808,
            4.519165,
            0.606868
        ],
        [
            50642,
            50642,
            22356,
            19651971,
            19651971,
            8404134
        ],
        [
            -1526809,
            -76578,
            -1526809,
            -23502259,
            -3512074,
            -23502259
        ],
        [
            46,
            52,
            40,
            46,
            52,
            40
        ],
        [
            17,
            17,
            17,
            56,
            65,
            45
        ],
        [
            124,
            129,
            118,
            38,
            40,
            37
        ],
        [
            3942,
            2189,
            1753,
            3942,
            2189,
            1753
        ],
        [
            0,
            414.547146,
            0,
            323.047146,
            0,
            323.547146
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577299,
            -576907,
            -577260,
            -581270,
            528318,
            -585114
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563926400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760101673430,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 87,
            "offset": 75,
            "scalar": 5
        }
    }
}

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)