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Trade: FTM/USDT/720/SINWMA/KCL/4361

Strategy
FTM/USDT/720/SINWMA/KCL/4361
Pair
FTM_USDT
Interval
12h
Score
513763
Daily Profit
0.411469
Profit Factor
1.861451
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-30 21:54
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 -2624703.7161 120722.9062 -2745426.6223 -178623165.3111 440671379.6077 -619294544.9188
Total P&L (%) -2624.7037 120.7229 -2745.4266 -178623.1653 440671.3796 -619294.5449
Avg Daily Profit (%) -1.2844 0.0591 -1.3435 0 0.4115 0
Buy And Hold Return (%) 2327.6293 2327.6293 2327.6293 2327.6293 2327.6293 2327.6293
Max Trade Drawdown -2856518 -59453 -2915951 -1829402559 -358046195 -1807826811
Profit Factor 0.2124 2.1527 0.1494 0.9518 1.8615 0.8063
Total Trades 58 29 29 58 29 29
Winning Trades 39 19 20 29 16 13
Losing Trades 19 10 9 29 13 16
Profitability (%) 67.2414 65.5172 68.9655 50 55.1724 44.8276
Ratio Avg Win / Avg Loss 0.1035 1.133 0.0672 0.9518 1.5124 0.9923
Largest Winning Trade 63334 33315 63334 1384237866 395863468 1384237866
Largest Losing Trade -1607392 -59453 -1607392 -1784069885 -133151583 -1784069885
Avg Bars in Trades 68 13 123 68 13 123
Avg Bars in Winners 31 10 51 79 13 160
Avg Bars in Losers 143 18 281 56 12 92
Bars Traded 3949 381 3568 3949 381 3568
Profit Streak 273.7877 463.2877 273.7877 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 -757073 -273259 -577785 -760277 513763 -582844
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": 1562284800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759258458882,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 49,
            "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": [
        [
            -2624703.7161040865,
            120722.9061516783,
            -2745426.6222557654,
            -178623165.31108427,
            440671379.60773474,
            -619294544.9188193
        ],
        [
            -2624.703716,
            120.722906,
            -2745.426622,
            -178623.165311,
            440671.379608,
            -619294.544919
        ],
        [
            -1.284416,
            0.059077,
            -1.343492,
            0,
            0.411469,
            0
        ],
        [
            2327.629295,
            2327.629295,
            2327.629295,
            2327.629295,
            2327.629295,
            2327.629295
        ],
        [
            -2856518,
            -59453,
            -2915951,
            -1829402559,
            -358046195,
            -1807826811
        ],
        [
            0.212392,
            2.152686,
            0.149435,
            0.951827,
            1.861451,
            0.806251
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            39,
            19,
            20,
            29,
            16,
            13
        ],
        [
            19,
            10,
            9,
            29,
            13,
            16
        ],
        [
            67.241379,
            65.517241,
            68.965517,
            50,
            55.172414,
            44.827586
        ],
        [
            0.103473,
            1.132992,
            0.067246,
            0.951827,
            1.512429,
            0.992309
        ],
        [
            63334,
            33315,
            63334,
            1384237866,
            395863468,
            1384237866
        ],
        [
            -1607392,
            -59453,
            -1607392,
            -1784069885,
            -133151583,
            -1784069885
        ],
        [
            68,
            13,
            123,
            68,
            13,
            123
        ],
        [
            31,
            10,
            51,
            79,
            13,
            160
        ],
        [
            143,
            18,
            281,
            56,
            12,
            92
        ],
        [
            3949,
            381,
            3568,
            3949,
            381,
            3568
        ],
        [
            273.787718,
            463.287718,
            273.787718,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -757073,
            -273259,
            -577785,
            -760277,
            513763,
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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": 1562284800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759258458882,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 49,
            "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)