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Trade: FTM/USDT/120/DEMA/KCL/2360

Strategy
FTM/USDT/120/DEMA/KCL/2360
Pair
FTM_USDT
Interval
2h
Score
557549
Daily Profit
0.344371
Profit Factor
2.557171
Profitability
50.000000
Streak
423.925172
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-10 17:12
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 -2052566.7903 86873.1393 -2139439.9296 247500.4636 53508376.7432 -53260876.2796
Total P&L (%) -2052.5668 86.8731 -2139.4399 247.5005 53508.3767 -53260.8763
Avg Daily Profit (%) -1.1228 0.0475 -1.1704 0.0682 0.3444 0
Buy And Hold Return (%) 7155.1867 7155.1867 7155.1867 7155.1867 7155.1867 7155.1867
Max Trade Drawdown -2143249 -56801 -2213629 -171657216 -24234486 -219493027
Profit Factor 0.2241 1.8839 0.1601 1.0009 2.5572 0.7864
Total Trades 67 34 33 67 34 33
Winning Trades 48 26 22 34 17 17
Losing Trades 19 8 11 33 17 16
Profitability (%) 71.6418 76.4706 66.6667 50.7463 50 51.5152
Ratio Avg Win / Avg Loss 0.0887 0.5797 0.08 0.9714 2.5572 0.7402
Largest Winning Trade 58553 58553 50784 164114721 75647291 164114721
Largest Losing Trade -922181 -56801 -922181 -96310743 -6532061 -96310743
Avg Bars in Trades 318 67 577 318 67 577
Avg Bars in Winners 116 42 204 267 66 469
Avg Bars in Losers 829 151 1323 371 69 692
Bars Traded 21358 2311 19047 21358 2311 19047
Profit Streak 286.2585 423.9252 286.2585 286.2585 423.9252 286.2585
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -697623 -289648 -578053 -608489 557549 -580018
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580126400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1760105534903,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -2052566.7903247487,
            86873.1393111871,
            -2139439.9296359364,
            247500.463567207,
            53508376.743200235,
            -53260876.27963304
        ],
        [
            -2052.56679,
            86.873139,
            -2139.43993,
            247.500464,
            53508.376743,
            -53260.87628
        ],
        [
            -1.122848,
            0.047524,
            -1.170372,
            0.068163,
            0.344371,
            0
        ],
        [
            7155.186722,
            7155.186722,
            7155.186722,
            7155.186722,
            7155.186722,
            7155.186722
        ],
        [
            -2143249,
            -56801,
            -2213629,
            -171657216,
            -24234486,
            -219493027
        ],
        [
            0.224102,
            1.883888,
            0.160057,
            1.000872,
            2.557171,
            0.786443
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            48,
            26,
            22,
            34,
            17,
            17
        ],
        [
            19,
            8,
            11,
            33,
            17,
            16
        ],
        [
            71.641791,
            76.470588,
            66.666667,
            50.746269,
            50,
            51.515152
        ],
        [
            0.088707,
            0.579658,
            0.080028,
            0.971435,
            2.557171,
            0.740181
        ],
        [
            58553,
            58553,
            50784,
            164114721,
            75647291,
            164114721
        ],
        [
            -922181,
            -56801,
            -922181,
            -96310743,
            -6532061,
            -96310743
        ],
        [
            318,
            67,
            577,
            318,
            67,
            577
        ],
        [
            116,
            42,
            204,
            267,
            66,
            469
        ],
        [
            829,
            151,
            1323,
            371,
            69,
            692
        ],
        [
            21358,
            2311,
            19047,
            21358,
            2311,
            19047
        ],
        [
            286.258506,
            423.925172,
            286.258506,
            286.258506,
            423.925172,
            286.258506
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -697623,
            -289648,
            -578053,
            -608489,
            557549,
            -580018
        ]
    ]
}
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": 1580126400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1760105534903,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)