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Trade: FTM/USDT/120/HILO/KCL/4243

Strategy
FTM/USDT/120/HILO/KCL/4243
Pair
FTM_USDT
Interval
2h
Score
393419
Daily Profit
0.339372
Profit Factor
1.613960
Profitability
53.906250
Streak
0.000000
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-03 19:08
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 -3259359.9581 -17744.4663 -3241615.4918 900582.0702 48842238.9442 -47941656.874
Total P&L (%) -3259.36 -17.7445 -3241.6155 900.5821 48842.2389 -47941.6569
Avg Daily Profit (%) -1.783 -0.0097 -1.7733 0.1261 0.3394 0
Buy And Hold Return (%) 7884.0183 7884.0183 7884.0183 7884.0183 7884.0183 7884.0183
Max Trade Drawdown -3331944 -130133 -3285557 -112426218 -35122438 -112291295
Profit Factor 0.2298 0.9565 0.1523 1.0036 1.614 0.7241
Total Trades 257 128 129 257 128 129
Winning Trades 157 70 87 131 69 62
Losing Trades 100 58 42 126 59 67
Profitability (%) 61.0895 54.6875 67.4419 50.9728 53.9063 48.062
Ratio Avg Win / Avg Loss 0.1463 0.7925 0.0735 0.9653 1.3801 0.7825
Largest Winning Trade 31653 26380 31653 62487241 52905236 62487241
Largest Losing Trade -1792809 -56025 -1792809 -26243068 -13169708 -26243068
Avg Bars in Trades 84 50 117 84 50 117
Avg Bars in Winners 43 29 55 75 48 106
Avg Bars in Losers 147 75 247 92 52 127
Bars Traded 21609 6431 15178 21609 6431 15178
Profit Streak 271.3392 0 285.4226 271.3392 0 285.4226
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577406 -580384 -577760 -406293 393419 -580775
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580414400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759507709728,
    "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": 235,
            "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": [
        [
            -3259359.958091327,
            -17744.4662674867,
            -3241615.491823842,
            900582.0701852149,
            48842238.94418307,
            -47941656.873997785
        ],
        [
            -3259.359958,
            -17.744466,
            -3241.615492,
            900.58207,
            48842.238944,
            -47941.656874
        ],
        [
            -1.78302,
            -0.009707,
            -1.773313,
            0.126073,
            0.339372,
            0
        ],
        [
            7884.018265,
            7884.018265,
            7884.018265,
            7884.018265,
            7884.018265,
            7884.018265
        ],
        [
            -3331944,
            -130133,
            -3285557,
            -112426218,
            -35122438,
            -112291295
        ],
        [
            0.22976,
            0.956485,
            0.152261,
            1.003555,
            1.61396,
            0.724111
        ],
        [
            257,
            128,
            129,
            257,
            128,
            129
        ],
        [
            157,
            70,
            87,
            131,
            69,
            62
        ],
        [
            100,
            58,
            42,
            126,
            59,
            67
        ],
        [
            61.089494,
            54.6875,
            67.44186,
            50.972763,
            53.90625,
            48.062016
        ],
        [
            0.146344,
            0.792516,
            0.073505,
            0.965251,
            1.380052,
            0.782507
        ],
        [
            31653,
            26380,
            31653,
            62487241,
            52905236,
            62487241
        ],
        [
            -1792809,
            -56025,
            -1792809,
            -26243068,
            -13169708,
            -26243068
        ],
        [
            84,
            50,
            117,
            84,
            50,
            117
        ],
        [
            43,
            29,
            55,
            75,
            48,
            106
        ],
        [
            147,
            75,
            247,
            92,
            52,
            127
        ],
        [
            21609,
            6431,
            15178,
            21609,
            6431,
            15178
        ],
        [
            271.339233,
            0,
            285.422566,
            271.339233,
            0,
            285.422566
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577406,
            -580384,
            -577760,
            -406293,
            393419,
            -580775
        ]
    ]
}
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": 1580414400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759507709728,
    "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": 235,
            "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)