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Trade: FTM/USDT/480/ZLMA/KCL/4297

Strategy
FTM/USDT/480/ZLMA/KCL/4297
Pair
FTM_USDT
Interval
8h
Score
561096
Daily Profit
0.435413
Profit Factor
2.560813
Profitability
50.476190
Streak
276.009695
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-05 03:13
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 -2683217.307 -18652.1344 -2664565.1726 -89302.8119 716860940.2819 -716950243.0938
Total P&L (%) -2683.2173 -18.6521 -2664.5652 -89.3028 716860.9403 -716950.2431
Avg Daily Profit (%) -1.3132 -0.0091 -1.304 -0.1093 0.4354 0
Buy And Hold Return (%) 2597.2619 2597.2619 2597.2619 2597.2619 2597.2619 2597.2619
Max Trade Drawdown -2865426 -161798 -2796431 -1150841415 -326276434 -1018770568
Profit Factor 0.2374 0.9502 0.1525 0.9999 2.5608 0.4001
Total Trades 210 105 105 210 105 105
Winning Trades 163 75 88 105 53 52
Losing Trades 47 30 17 105 52 53
Profitability (%) 77.619 71.4286 83.8095 50 50.4762 49.5238
Ratio Avg Win / Avg Loss 0.0684 0.3801 0.0295 0.9999 2.5125 0.4078
Largest Winning Trade 25092 21296 25092 828377948 828377948 233660177
Largest Losing Trade -1343893 -77028 -1343893 -479794806 -84370600 -479794806
Avg Bars in Trades 28 20 35 28 20 35
Avg Bars in Winners 9 5 12 29 24 35
Avg Bars in Losers 94 58 156 26 17 36
Bars Traded 5932 2171 3760 5932 2171 3760
Profit Streak 276.0097 276.0097 282.343 276.0097 276.0097 282.343
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574471 -577130 -575546 -578051 561096 -580268
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": 1564185600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759623237679,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 139,
            "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": [
        [
            -2683217.3070448656,
            -18652.1344189697,
            -2664565.172625895,
            -89302.811915607,
            716860940.2818602,
            -716950243.0937757
        ],
        [
            -2683.217307,
            -18.652134,
            -2664.565173,
            -89.302812,
            716860.940282,
            -716950.243094
        ],
        [
            -1.313159,
            -0.009128,
            -1.304031,
            -0.10933,
            0.435413,
            0
        ],
        [
            2597.261859,
            2597.261859,
            2597.261859,
            2597.261859,
            2597.261859,
            2597.261859
        ],
        [
            -2865426,
            -161798,
            -2796431,
            -1150841415,
            -326276434,
            -1018770568
        ],
        [
            0.237371,
            0.950152,
            0.152544,
            0.999946,
            2.560813,
            0.400112
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            163,
            75,
            88,
            105,
            53,
            52
        ],
        [
            47,
            30,
            17,
            105,
            52,
            53
        ],
        [
            77.619048,
            71.428571,
            83.809524,
            50,
            50.47619,
            49.52381
        ],
        [
            0.068444,
            0.380061,
            0.029469,
            0.999946,
            2.512495,
            0.407806
        ],
        [
            25092,
            21296,
            25092,
            828377948,
            828377948,
            233660177
        ],
        [
            -1343893,
            -77028,
            -1343893,
            -479794806,
            -84370600,
            -479794806
        ],
        [
            28,
            20,
            35,
            28,
            20,
            35
        ],
        [
            9,
            5,
            12,
            29,
            24,
            35
        ],
        [
            94,
            58,
            156,
            26,
            17,
            36
        ],
        [
            5932,
            2171,
            3760,
            5932,
            2171,
            3760
        ],
        [
            276.009695,
            276.009695,
            282.343029,
            276.009695,
            276.009695,
            282.343029
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574471,
            -577130,
            -575546,
            -578051,
            561096,
            -580268
        ]
    ]
}
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": 1564185600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759623237679,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 139,
            "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)