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Trade: FTM/USDT/720/HWMA/KCL/3093

Strategy
FTM/USDT/720/HWMA/KCL/3093
Pair
FTM_USDT
Interval
12h
Score
444625
Daily Profit
0.298104
Profit Factor
2.177612
Profitability
45.833333
Streak
416.979467
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-01 14:30
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1780729.8729 37738.8677 -1818468.7406 31140261.5427 43720824.9187 -12580563.376
Total P&L (%) -1780.7299 37.7389 -1818.4687 31140.2615 43720.8249 -12580.5634
Avg Daily Profit (%) -0.8714 0.0185 -0.8899 0.2815 0.2981 0
Buy And Hold Return (%) 3409.2825 3409.2825 3409.2825 3409.2825 3409.2825 3409.2825
Max Trade Drawdown -1963829 -73108 -1974648 -103976696 -21671122 -132522600
Profit Factor 0.244 1.2283 0.1698 1.169 2.1776 0.9145
Total Trades 95 48 47 95 48 47
Winning Trades 73 31 42 39 22 17
Losing Trades 22 17 5 56 26 30
Profitability (%) 76.8421 64.5833 89.3617 41.0526 45.8333 36.1702
Ratio Avg Win / Avg Loss 0.0735 0.6736 0.0202 1.6786 2.5735 1.6138
Largest Winning Trade 31546 27494 31546 67881072 64659771 67881072
Largest Losing Trade -801788 -68451 -801788 -66603923 -7765405 -66603923
Avg Bars in Trades 38 9 67 38 9 67
Avg Bars in Winners 17 4 27 53 13 106
Avg Bars in Losers 107 20 404 27 7 45
Bars Traded 3650 477 3173 3650 477 3173
Profit Streak 416.9795 416.9795 470.4795 416.9795 416.9795 714.4795
Trades During Streak 2 1 4 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575805 -333138 -574542 -27000 444625 -581934
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565265600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759318225986,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.43598,
            "nb": 0.50039,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 118,
            "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": [
        [
            -1780729.8729154984,
            37738.8676877515,
            -1818468.7406032495,
            31140261.542671356,
            43720824.918699145,
            -12580563.376027798
        ],
        [
            -1780.729873,
            37.738868,
            -1818.468741,
            31140.261543,
            43720.824919,
            -12580.563376
        ],
        [
            -0.871412,
            0.018468,
            -0.889879,
            0.281496,
            0.298104,
            0
        ],
        [
            3409.282489,
            3409.282489,
            3409.282489,
            3409.282489,
            3409.282489,
            3409.282489
        ],
        [
            -1963829,
            -73108,
            -1974648,
            -103976696,
            -21671122,
            -132522600
        ],
        [
            0.244037,
            1.22834,
            0.169764,
            1.169041,
            2.177612,
            0.91447
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            73,
            31,
            42,
            39,
            22,
            17
        ],
        [
            22,
            17,
            5,
            56,
            26,
            30
        ],
        [
            76.842105,
            64.583333,
            89.361702,
            41.052632,
            45.833333,
            36.170213
        ],
        [
            0.073545,
            0.673606,
            0.02021,
            1.678624,
            2.573541,
            1.613771
        ],
        [
            31546,
            27494,
            31546,
            67881072,
            64659771,
            67881072
        ],
        [
            -801788,
            -68451,
            -801788,
            -66603923,
            -7765405,
            -66603923
        ],
        [
            38,
            9,
            67,
            38,
            9,
            67
        ],
        [
            17,
            4,
            27,
            53,
            13,
            106
        ],
        [
            107,
            20,
            404,
            27,
            7,
            45
        ],
        [
            3650,
            477,
            3173,
            3650,
            477,
            3173
        ],
        [
            416.979467,
            416.979467,
            470.479467,
            416.979467,
            416.979467,
            714.479467
        ],
        [
            2,
            1,
            4,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575805,
            -333138,
            -574542,
            -27000,
            444625,
            -581934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565265600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759318225986,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.43598,
            "nb": 0.50039,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 118,
            "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)