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Trade: FTM/USDT/360/FWMA/KCL/7716

Strategy
FTM/USDT/360/FWMA/KCL/7716
Pair
FTM_USDT
Interval
6h
Score
396397
Daily Profit
0.341733
Profit Factor
1.461416
Profitability
51.190476
Streak
274.265355
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-03 03:22
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2926351.0803 58645.7357 -2984996.816 2420785.5687 106381351.8984 -103960566.3297
Total P&L (%) -2926.3511 58.6457 -2984.9968 2420.7856 106381.3519 -103960.5663
Avg Daily Profit (%) -1.4322 0.0287 -1.4609 0.1581 0.3417 0
Buy And Hold Return (%) 3924.1657 3924.1657 3924.1657 3924.1657 3924.1657 3924.1657
Max Trade Drawdown -3119651 -68237 -3166476 -383277283 -94162896 -469737715
Profit Factor 0.2701 1.2563 0.2104 1.0021 1.4614 0.8888
Total Trades 168 84 84 168 84 84
Winning Trades 119 55 64 89 43 46
Losing Trades 49 29 20 79 41 38
Profitability (%) 70.8333 65.4762 76.1905 52.9762 51.1905 54.7619
Ratio Avg Win / Avg Loss 0.1112 0.6624 0.0658 0.8895 1.3934 0.7342
Largest Winning Trade 49706 20003 49706 381937556 139179732 381937556
Largest Losing Trade -1536221 -42318 -1536221 -220688446 -30171083 -220688446
Avg Bars in Trades 47 9 84 47 9 84
Avg Bars in Winners 23 5 39 43 8 75
Avg Bars in Losers 104 17 230 51 10 95
Bars Traded 7916 788 7128 7916 788 7128
Profit Streak 274.2654 274.2654 287.2654 274.2654 274.2654 287.2654
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576228 -319343 -576086 -375772 396397 -579141
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565416800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759450926674,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 37,
            "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": [
        [
            -2926351.0802734536,
            58645.7357418227,
            -2984996.8160152775,
            2420785.56866133,
            106381351.89835131,
            -103960566.32968989
        ],
        [
            -2926.35108,
            58.645736,
            -2984.996816,
            2420.785569,
            106381.351898,
            -103960.56633
        ],
        [
            -1.432204,
            0.028702,
            -1.460906,
            0.158067,
            0.341733,
            0
        ],
        [
            3924.165708,
            3924.165708,
            3924.165708,
            3924.165708,
            3924.165708,
            3924.165708
        ],
        [
            -3119651,
            -68237,
            -3166476,
            -383277283,
            -94162896,
            -469737715
        ],
        [
            0.270102,
            1.25626,
            0.210403,
            1.002077,
            1.461416,
            0.888789
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            119,
            55,
            64,
            89,
            43,
            46
        ],
        [
            49,
            29,
            20,
            79,
            41,
            38
        ],
        [
            70.833333,
            65.47619,
            76.190476,
            52.97619,
            51.190476,
            54.761905
        ],
        [
            0.111218,
            0.662392,
            0.065751,
            0.889484,
            1.393443,
            0.734217
        ],
        [
            49706,
            20003,
            49706,
            381937556,
            139179732,
            381937556
        ],
        [
            -1536221,
            -42318,
            -1536221,
            -220688446,
            -30171083,
            -220688446
        ],
        [
            47,
            9,
            84,
            47,
            9,
            84
        ],
        [
            23,
            5,
            39,
            43,
            8,
            75
        ],
        [
            104,
            17,
            230,
            51,
            10,
            95
        ],
        [
            7916,
            788,
            7128,
            7916,
            788,
            7128
        ],
        [
            274.265355,
            274.265355,
            287.265355,
            274.265355,
            274.265355,
            287.265355
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576228,
            -319343,
            -576086,
            -375772,
            396397,
            -579141
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565416800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759450926674,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 37,
            "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)