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Trade: FTM/USDT/720/KCU/SWMA/2350

Strategy
FTM/USDT/720/KCU/SWMA/2350
Pair
FTM_USDT
Interval
12h
Score
620237
Daily Profit
0.382219
Profit Factor
3.728829
Profitability
53.061224
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-30 15:02
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 -3499617.9785 -142588.8302 -3357029.1483 -101104.592 242929066.4101 -243030171.0021
Total P&L (%) -3499.618 -142.5888 -3357.0291 -101.1046 242929.0664 -243030.171
Avg Daily Profit (%) -1.7126 -0.0698 -1.6428 0 0.3822 0
Buy And Hold Return (%) 3046.1988 3046.1988 3046.1988 3046.1988 3046.1988 3046.1988
Max Trade Drawdown -3710120 -211210 -3505338 -324208905 -69150129 -350362467
Profit Factor 0.1301 0.5715 0.0903 0.9998 3.7288 0.3545
Total Trades 98 49 49 98 49 49
Winning Trades 66 32 34 56 26 30
Losing Trades 32 17 15 42 23 19
Profitability (%) 67.3469 65.3061 69.3878 57.1429 53.0612 61.2245
Ratio Avg Win / Avg Loss 0.0631 0.3036 0.0398 0.7498 3.2986 0.2245
Largest Winning Trade 27168 21635 27168 206050336 206050336 65305933
Largest Losing Trade -1743590 -75982 -1743590 -243612220 -32425940 -243612220
Avg Bars in Trades 40 27 52 40 27 52
Avg Bars in Winners 17 14 21 33 27 39
Avg Bars in Losers 86 52 124 48 27 73
Bars Traded 3936 1345 2591 3936 1345 2591
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577990 -578419 -578168 -579591 620237 -579226
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": 1565092800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759233722753,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    }
}
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": [
        [
            -3499617.9785260987,
            -142588.830244259,
            -3357029.1482818397,
            -101104.5920306905,
            242929066.41009635,
            -243030171.0021269
        ],
        [
            -3499.617979,
            -142.58883,
            -3357.029148,
            -101.104592,
            242929.06641,
            -243030.171002
        ],
        [
            -1.712561,
            -0.069777,
            -1.642784,
            0,
            0.382219,
            0
        ],
        [
            3046.19883,
            3046.19883,
            3046.19883,
            3046.19883,
            3046.19883,
            3046.19883
        ],
        [
            -3710120,
            -211210,
            -3505338,
            -324208905,
            -69150129,
            -350362467
        ],
        [
            0.130098,
            0.571531,
            0.090289,
            0.999783,
            3.728829,
            0.354509
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            66,
            32,
            34,
            56,
            26,
            30
        ],
        [
            32,
            17,
            15,
            42,
            23,
            19
        ],
        [
            67.346939,
            65.306122,
            69.387755,
            57.142857,
            53.061224,
            61.22449
        ],
        [
            0.063078,
            0.303626,
            0.039833,
            0.749837,
            3.29858,
            0.224522
        ],
        [
            27168,
            21635,
            27168,
            206050336,
            206050336,
            65305933
        ],
        [
            -1743590,
            -75982,
            -1743590,
            -243612220,
            -32425940,
            -243612220
        ],
        [
            40,
            27,
            52,
            40,
            27,
            52
        ],
        [
            17,
            14,
            21,
            33,
            27,
            39
        ],
        [
            86,
            52,
            124,
            48,
            27,
            73
        ],
        [
            3936,
            1345,
            2591,
            3936,
            1345,
            2591
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577990,
            -578419,
            -578168,
            -579591,
            620237,
            -579226
        ]
    ]
}
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": 1565092800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759233722753,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    }
}

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)