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Trade: FTM/USDT/720/KCU/HWMA/1314

Strategy
FTM/USDT/720/KCU/HWMA/1314
Pair
FTM_USDT
Interval
12h
Score
481321
Daily Profit
0.303748
Profit Factor
1.779164
Profitability
51.111111
Streak
388.320430
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-25 10:41
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 -2172401.4704 158082.986 -2330484.4565 21902.1568 49060416.4166 -49038514.2598
Total P&L (%) -2172.4015 158.083 -2330.4845 21.9022 49060.4164 -49038.5143
Avg Daily Profit (%) -1.0631 0.0774 -1.1404 0.0097 0.3037 0
Buy And Hold Return (%) 3007.0635 3007.0635 3007.0635 3007.0635 3007.0635 3007.0635
Max Trade Drawdown -2589366 -198969 -2528101 -132742920 -32715882 -110533965
Profit Factor 0.3815 1.3099 0.2237 1.0001 1.7792 0.657
Total Trades 180 90 90 180 90 90
Winning Trades 97 49 48 97 46 51
Losing Trades 83 41 42 83 44 39
Profitability (%) 53.8889 54.4444 53.3333 53.8889 51.1111 56.6667
Ratio Avg Win / Avg Loss 0.3264 1.096 0.1957 0.8558 1.7018 0.5024
Largest Winning Trade 134652 134652 66149 27100595 27100595 26643493
Largest Losing Trade -1644592 -64426 -1644592 -68430861 -16795244 -68430861
Avg Bars in Trades 21 13 28 21 13 28
Avg Bars in Winners 15 12 18 18 14 21
Avg Bars in Losers 28 15 40 25 13 39
Bars Traded 3855 1248 2607 3855 1248 2607
Profit Streak 319.3204 388.3204 0 319.3204 388.3204 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578466 -253790 -580381 -565426 481321 -579949

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": 1564488000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758786085136,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 99,
            "na": 0.49513,
            "nb": 0.1,
            "nc": 0.94957
        }
    }
}
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": [
        [
            -2172401.470409604,
            158082.9860473491,
            -2330484.4564569537,
            21902.1568050364,
            49060416.41662249,
            -49038514.25981748
        ],
        [
            -2172.40147,
            158.082986,
            -2330.484456,
            21.902157,
            49060.416417,
            -49038.51426
        ],
        [
            -1.063079,
            0.077359,
            -1.140438,
            0.009692,
            0.303748,
            0
        ],
        [
            3007.063527,
            3007.063527,
            3007.063527,
            3007.063527,
            3007.063527,
            3007.063527
        ],
        [
            -2589366,
            -198969,
            -2528101,
            -132742920,
            -32715882,
            -110533965
        ],
        [
            0.381454,
            1.30987,
            0.223676,
            1.000106,
            1.779164,
            0.656954
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            97,
            49,
            48,
            97,
            46,
            51
        ],
        [
            83,
            41,
            42,
            83,
            44,
            39
        ],
        [
            53.888889,
            54.444444,
            53.333333,
            53.888889,
            51.111111,
            56.666667
        ],
        [
            0.326399,
            1.096013,
            0.195716,
            0.855761,
            1.701809,
            0.502377
        ],
        [
            134652,
            134652,
            66149,
            27100595,
            27100595,
            26643493
        ],
        [
            -1644592,
            -64426,
            -1644592,
            -68430861,
            -16795244,
            -68430861
        ],
        [
            21,
            13,
            28,
            21,
            13,
            28
        ],
        [
            15,
            12,
            18,
            18,
            14,
            21
        ],
        [
            28,
            15,
            40,
            25,
            13,
            39
        ],
        [
            3855,
            1248,
            2607,
            3855,
            1248,
            2607
        ],
        [
            319.32043,
            388.32043,
            0,
            319.32043,
            388.32043,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578466,
            -253790,
            -580381,
            -565426,
            481321,
            -579949
        ]
    ]
}
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": 1564488000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1758786085136,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 99,
            "na": 0.49513,
            "nb": 0.1,
            "nc": 0.94957
        }
    }
}

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)