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Trade: FTM/USDT/720/FWMA/KCB/7965

Strategy
FTM/USDT/720/FWMA/KCB/7965
Pair
FTM_USDT
Interval
12h
Score
343309
Daily Profit
0.283476
Profit Factor
2.817343
Profitability
38.235294
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-11 03:14
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 -2674664.7114 5031.2948 -2679696.0063 -161129.0512 32426229.0108 -32587358.0621
Total P&L (%) -2674.6647 5.0313 -2679.696 -161.1291 32426.229 -32587.3581
Avg Daily Profit (%) -1.3089 0.0025 -1.3113 0 0.2835 0
Buy And Hold Return (%) 4085.5177 4085.5177 4085.5177 4085.5177 4085.5177 4085.5177
Max Trade Drawdown -2742469 -131134 -2734396 -60786754 -11224778 -60021788
Profit Factor 0.1849 1.0162 0.0979 0.998 2.8173 0.4646
Total Trades 69 34 35 69 34 35
Winning Trades 50 24 26 26 13 13
Losing Trades 19 10 9 43 21 22
Profitability (%) 72.4638 70.5882 74.2857 37.6812 38.2353 37.1429
Ratio Avg Win / Avg Loss 0.0703 0.4234 0.0339 1.6505 4.5511 0.7862
Largest Winning Trade 31953 31953 25030 33160948 33160948 19043953
Largest Losing Trade -1688585 -76319 -1688585 -43245634 -8365137 -43245634
Avg Bars in Trades 54 59 49 54 59 49
Avg Bars in Winners 16 17 15 84 97 71
Avg Bars in Losers 153 160 145 36 36 36
Bars Traded 3751 2032 1719 3751 2032 1719
Profit Streak 292.5099 414.0099 292.5099 0 0 0
Trades During Streak 2 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -682897 -555702 -577051 -689068 343309 -585787
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": 1566820800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760141652025,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 112,
            "offset": 0,
            "scalar": 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": [
        [
            -2674664.7114292877,
            5031.2948421595,
            -2679696.0062714475,
            -161129.0512151786,
            32426229.010839853,
            -32587358.062055055
        ],
        [
            -2674.664711,
            5.031295,
            -2679.696006,
            -161.129051,
            32426.229011,
            -32587.358062
        ],
        [
            -1.308865,
            0.002462,
            -1.311327,
            0,
            0.283476,
            0
        ],
        [
            4085.517654,
            4085.517654,
            4085.517654,
            4085.517654,
            4085.517654,
            4085.517654
        ],
        [
            -2742469,
            -131134,
            -2734396,
            -60786754,
            -11224778,
            -60021788
        ],
        [
            0.184899,
            1.016183,
            0.097893,
            0.997953,
            2.817343,
            0.464581
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            50,
            24,
            26,
            26,
            13,
            13
        ],
        [
            19,
            10,
            9,
            43,
            21,
            22
        ],
        [
            72.463768,
            70.588235,
            74.285714,
            37.681159,
            38.235294,
            37.142857
        ],
        [
            0.070262,
            0.423409,
            0.033886,
            1.65046,
            4.551093,
            0.786213
        ],
        [
            31953,
            31953,
            25030,
            33160948,
            33160948,
            19043953
        ],
        [
            -1688585,
            -76319,
            -1688585,
            -43245634,
            -8365137,
            -43245634
        ],
        [
            54,
            59,
            49,
            54,
            59,
            49
        ],
        [
            16,
            17,
            15,
            84,
            97,
            71
        ],
        [
            153,
            160,
            145,
            36,
            36,
            36
        ],
        [
            3751,
            2032,
            1719,
            3751,
            2032,
            1719
        ],
        [
            292.509861,
            414.009861,
            292.509861,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
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            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -682897,
            -555702,
            -577051,
            -689068,
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        ]
    ]
}
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": 1566820800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760141652025,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 112,
            "offset": 0,
            "scalar": 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)