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Trade: FTM/USDT/480/DCM/KCB/2724

Strategy
FTM/USDT/480/DCM/KCB/2724
Pair
FTM_USDT
Interval
8h
Score
399964
Daily Profit
0.224151
Profit Factor
2.783061
Profitability
51.219512
Streak
339.135911
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-06 06:15
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2656989.8918 -50506.0647 -2606483.8271 -95599.7931 9602949.8427 -9698549.6358
Total P&L (%) -2656.9899 -50.5061 -2606.4838 -95.5998 9602.9498 -9698.5496
Avg Daily Profit (%) -1.3003 -0.0247 -1.2756 -0.1527 0.2242 0
Buy And Hold Return (%) 3345.3202 3345.3202 3345.3202 3345.3202 3345.3202 3345.3202
Max Trade Drawdown -2671354 -170766 -2643041 -16553587 -2398859 -18294700
Profit Factor 0.1949 0.8804 0.0943 0.9961 2.7831 0.4894
Total Trades 83 41 42 83 41 42
Winning Trades 49 23 26 41 21 20
Losing Trades 34 18 16 42 20 22
Profitability (%) 59.0361 56.0976 61.9048 49.3976 51.2195 47.619
Ratio Avg Win / Avg Loss 0.1352 0.689 0.058 1.0204 2.6505 0.5383
Largest Winning Trade 52132 52132 25820 8006580 8006580 6860998
Largest Losing Trade -1546735 -72811 -1546735 -14159577 -1546333 -14159577
Avg Bars in Trades 71 77 65 71 77 65
Avg Bars in Winners 29 27 30 59 67 50
Avg Bars in Losers 131 140 122 82 87 78
Bars Traded 5921 3168 2753 5921 3168 2753
Profit Streak 0 339.1359 0 0 339.1359 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -580606 -579364 -579191 -580623 399964 -581660
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563264000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759720542692,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 107,
            "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": [
        [
            -2656989.891791409,
            -50506.0647229061,
            -2606483.827068504,
            -95599.7930529438,
            9602949.842702327,
            -9698549.635755269
        ],
        [
            -2656.989892,
            -50.506065,
            -2606.483827,
            -95.599793,
            9602.949843,
            -9698.549636
        ],
        [
            -1.300323,
            -0.024718,
            -1.275606,
            -0.152747,
            0.224151,
            0
        ],
        [
            3345.320197,
            3345.320197,
            3345.320197,
            3345.320197,
            3345.320197,
            3345.320197
        ],
        [
            -2671354,
            -170766,
            -2643041,
            -16553587,
            -2398859,
            -18294700
        ],
        [
            0.194904,
            0.880414,
            0.094302,
            0.996079,
            2.783061,
            0.489364
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            49,
            23,
            26,
            41,
            21,
            20
        ],
        [
            34,
            18,
            16,
            42,
            20,
            22
        ],
        [
            59.036145,
            56.097561,
            61.904762,
            49.39759,
            51.219512,
            47.619048
        ],
        [
            0.13524,
            0.68902,
            0.058032,
            1.020373,
            2.650534,
            0.5383
        ],
        [
            52132,
            52132,
            25820,
            8006580,
            8006580,
            6860998
        ],
        [
            -1546735,
            -72811,
            -1546735,
            -14159577,
            -1546333,
            -14159577
        ],
        [
            71,
            77,
            65,
            71,
            77,
            65
        ],
        [
            29,
            27,
            30,
            59,
            67,
            50
        ],
        [
            131,
            140,
            122,
            82,
            87,
            78
        ],
        [
            5921,
            3168,
            2753,
            5921,
            3168,
            2753
        ],
        [
            0,
            339.135911,
            0,
            0,
            339.135911,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -580606,
            -579364,
            -579191,
            -580623,
            399964,
            -581660
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563264000000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759720542692,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 107,
            "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)