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Trade: FTM/USDT/120/HILO/KCL/3478

Strategy
FTM/USDT/120/HILO/KCL/3478
Pair
FTM_USDT
Interval
2h
Score
466234
Daily Profit
0.389746
Profit Factor
1.607749
Profitability
53.061224
Streak
284.663434
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-02 14:55
Expiration Time
2025-03-19 23:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3384687.9364 -24429.0767 -3360258.8597 904918554.2355 122402600.5303 782515953.7052
Total P&L (%) -3384.6879 -24.4291 -3360.2589 904918.5542 122402.6005 782515.9537
Avg Daily Profit (%) -1.8516 -0.0134 -1.8382 0.4996 0.3897 0.4916
Buy And Hold Return (%) 7301.0582 7301.0582 7301.0582 7301.0582 7301.0582 7301.0582
Max Trade Drawdown -3506068 -59477 -3465092 -851065516 -74586817 -837953103
Profit Factor 0.1573 0.7916 0.1382 1.4527 1.6077 1.4353
Total Trades 97 49 48 97 49 48
Winning Trades 47 21 26 49 26 23
Losing Trades 50 28 22 48 23 25
Profitability (%) 48.4536 42.8571 54.1667 50.5155 53.0612 47.9167
Ratio Avg Win / Avg Loss 0.1673 1.0554 0.117 1.4231 1.4222 1.5601
Largest Winning Trade 65768 16573 65768 1354878467 59326089 1354878467
Largest Losing Trade -1168667 -17144 -1168667 -563020957 -64388857 -563020957
Avg Bars in Trades 219 11 431 219 11 431
Avg Bars in Winners 113 10 196 215 14 441
Avg Bars in Losers 318 11 708 223 7 421
Bars Traded 21244 556 20688 21244 556 20688
Profit Streak 284.6634 284.6634 285.8301 284.6634 284.6634 422.8301
Trades During Streak 2 1 1 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -580152 -580926 -579560 464745 466234 460553
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579140000000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759406120684,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -3384687.9363971106,
            -24429.0766844747,
            -3360258.8597126356,
            904918554.2355472,
            122402600.53030828,
            782515953.705239
        ],
        [
            -3384.687936,
            -24.429077,
            -3360.25886,
            904918.554236,
            122402.60053,
            782515.953705
        ],
        [
            -1.85158,
            -0.013364,
            -1.838216,
            0.499632,
            0.389746,
            0.491644
        ],
        [
            7301.058201,
            7301.058201,
            7301.058201,
            7301.058201,
            7301.058201,
            7301.058201
        ],
        [
            -3506068,
            -59477,
            -3465092,
            -851065516,
            -74586817,
            -837953103
        ],
        [
            0.157296,
            0.791574,
            0.13823,
            1.452705,
            1.607749,
            1.435334
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            47,
            21,
            26,
            49,
            26,
            23
        ],
        [
            50,
            28,
            22,
            48,
            23,
            25
        ],
        [
            48.453608,
            42.857143,
            54.166667,
            50.515464,
            53.061224,
            47.916667
        ],
        [
            0.167336,
            1.055432,
            0.116964,
            1.423058,
            1.422239,
            1.560145
        ],
        [
            65768,
            16573,
            65768,
            1354878467,
            59326089,
            1354878467
        ],
        [
            -1168667,
            -17144,
            -1168667,
            -563020957,
            -64388857,
            -563020957
        ],
        [
            219,
            11,
            431,
            219,
            11,
            431
        ],
        [
            113,
            10,
            196,
            215,
            14,
            441
        ],
        [
            318,
            11,
            708,
            223,
            7,
            421
        ],
        [
            21244,
            556,
            20688,
            21244,
            556,
            20688
        ],
        [
            284.663434,
            284.663434,
            285.8301,
            284.663434,
            284.663434,
            422.8301
        ],
        [
            2,
            1,
            1,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -580152,
            -580926,
            -579560,
            464745,
            466234,
            460553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579140000000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759406120684,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)