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Trade: FTM/USDT/240/DCM/KCU/3731

Strategy
FTM/USDT/240/DCM/KCU/3731
Pair
FTM_USDT
Interval
4h
Score
385934
Daily Profit
0.271295
Profit Factor
1.553425
Profitability
45.864662
Streak
413.505641
Best Strategy
Training Data Length
2042.670000
Evaluation Time
2025-10-02 11:08
Expiration Time
2025-03-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2779514.2385 2696665.6841 82848.5543 25219407.7711 27795751.0445 -2576343.2734
Total P&L (%) 2779.5142 2696.6657 82.8486 25219.4078 27795.751 -2576.3433
Avg Daily Profit (%) 1.3607 1.3202 0.0406 0.2713 0.2761 0
Buy And Hold Return (%) 2888.8889 2888.8889 2888.8889 2888.8889 2888.8889 2888.8889
Max Trade Drawdown -135333 -128030 -71569 -14127116 -10411497 -6473875
Profit Factor 4.1371 6.2038 1.2253 1.5534 2.0365 0.8626
Total Trades 133 67 66 133 67 66
Winning Trades 61 26 35 61 26 35
Losing Trades 72 41 31 72 41 31
Profitability (%) 45.8647 38.806 53.0303 45.8647 38.806 53.0303
Ratio Avg Win / Avg Loss 4.8831 9.7829 1.0852 1.8336 3.2114 0.764
Largest Winning Trade 951421 951421 60889 15060536 15060536 3958685
Largest Losing Trade -40380 -40380 -39665 -5462262 -5462262 -3046314
Avg Bars in Trades 90 141 37 90 141 37
Avg Bars in Winners 112 210 39 112 210 39
Avg Bars in Losers 71 97 36 71 97 36
Bars Traded 11994 9494 2500 11994 9494 2500
Profit Streak 413.5056 418.6723 0 413.5056 418.6723 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145633 -264358 -428665 385934 -108167 -704565
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1562587200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759392487379,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            2779514.2384864264,
            2696665.6841486343,
            82848.554337791,
            25219407.771089114,
            27795751.044503935,
            -2576343.2734148214
        ],
        [
            2779.514238,
            2696.665684,
            82.848554,
            25219.407771,
            27795.751045,
            -2576.343273
        ],
        [
            1.360726,
            1.320167,
            0.040559,
            0.271295,
            0.276052,
            0
        ],
        [
            2888.888889,
            2888.888889,
            2888.888889,
            2888.888889,
            2888.888889,
            2888.888889
        ],
        [
            -135333,
            -128030,
            -71569,
            -14127116,
            -10411497,
            -6473875
        ],
        [
            4.137083,
            6.203801,
            1.22525,
            1.553425,
            2.036524,
            0.86262
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            61,
            26,
            35,
            61,
            26,
            35
        ],
        [
            72,
            41,
            31,
            72,
            41,
            31
        ],
        [
            45.864662,
            38.80597,
            53.030303,
            45.864662,
            38.80597,
            53.030303
        ],
        [
            4.883115,
            9.782917,
            1.085221,
            1.83355,
            3.211442,
            0.764035
        ],
        [
            951421,
            951421,
            60889,
            15060536,
            15060536,
            3958685
        ],
        [
            -40380,
            -40380,
            -39665,
            -5462262,
            -5462262,
            -3046314
        ],
        [
            90,
            141,
            37,
            90,
            141,
            37
        ],
        [
            112,
            210,
            39,
            112,
            210,
            39
        ],
        [
            71,
            97,
            36,
            71,
            97,
            36
        ],
        [
            11994,
            9494,
            2500,
            11994,
            9494,
            2500
        ],
        [
            413.505641,
            418.672308,
            0,
            413.505641,
            418.672308,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145633,
            -264358,
            -428665,
            385934,
            -108167,
            -704565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12256,
    "evaluation_days": 2042.67,
    "actual_first_datapoint_time": 1560225600000,
    "first_datapoint_time": 1562587200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759392487379,
    "expiration_time": 1742020992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)