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Trade: FTM/USDT/120/HLC3/KCL/7145

Strategy
FTM/USDT/120/HLC3/KCL/7145
Pair
FTM_USDT
Interval
2h
Score
499988
Daily Profit
0.328948
Profit Factor
2.092372
Profitability
51.315789
Streak
271.016741
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-08 13:24
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 -3682693.4196 -88174.2887 -3594519.1309 212672.3099 40375973.6313 -40163301.3213
Total P&L (%) -3682.6934 -88.1743 -3594.5191 212.6723 40375.9736 -40163.3013
Avg Daily Profit (%) -2.0146 -0.0482 -1.9664 0.0624 0.3289 0
Buy And Hold Return (%) 7155.1867 7155.1867 7155.1867 7155.1867 7155.1867 7155.1867
Max Trade Drawdown -3756010 -116780 -3666975 -59607777 -10241122 -89596341
Profit Factor 0.2212 0.7955 0.1635 1.0011 2.0924 0.7289
Total Trades 455 228 227 455 228 227
Winning Trades 364 164 200 236 117 119
Losing Trades 91 64 27 219 111 108
Profitability (%) 80 71.9298 88.1057 51.8681 51.3158 52.4229
Ratio Avg Win / Avg Loss 0.0553 0.3104 0.0221 0.929 1.9851 0.6615
Largest Winning Trade 12798 12798 11952 43200218 23640755 43200218
Largest Losing Trade -1893514 -53006 -1893514 -47017669 -2356362 -47017669
Avg Bars in Trades 47 17 78 47 17 78
Avg Bars in Winners 17 5 26 40 15 65
Avg Bars in Losers 169 46 461 55 19 92
Bars Traded 21684 3929 17755 21684 3929 17755
Profit Streak 271.0167 271.0167 292.7667 271.0167 271.0167 292.7667
Trades During Streak 2 1 12 2 1 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573541 -576430 -573661 -492748 499988 -578301
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580090400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759919046417,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 190,
            "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": [
        [
            -3682693.41957611,
            -88174.2886809162,
            -3594519.1308951937,
            212672.3099277245,
            40375973.63126226,
            -40163301.32133452
        ],
        [
            -3682.69342,
            -88.174289,
            -3594.519131,
            212.67231,
            40375.973631,
            -40163.301321
        ],
        [
            -2.014603,
            -0.048235,
            -1.966367,
            0.062382,
            0.328948,
            0
        ],
        [
            7155.186722,
            7155.186722,
            7155.186722,
            7155.186722,
            7155.186722,
            7155.186722
        ],
        [
            -3756010,
            -116780,
            -3666975,
            -59607777,
            -10241122,
            -89596341
        ],
        [
            0.221157,
            0.795466,
            0.163544,
            1.001149,
            2.092372,
            0.728852
        ],
        [
            455,
            228,
            227,
            455,
            228,
            227
        ],
        [
            364,
            164,
            200,
            236,
            117,
            119
        ],
        [
            91,
            64,
            27,
            219,
            111,
            108
        ],
        [
            80,
            71.929825,
            88.105727,
            51.868132,
            51.315789,
            52.422907
        ],
        [
            0.055289,
            0.310426,
            0.022078,
            0.929032,
            1.985071,
            0.661479
        ],
        [
            12798,
            12798,
            11952,
            43200218,
            23640755,
            43200218
        ],
        [
            -1893514,
            -53006,
            -1893514,
            -47017669,
            -2356362,
            -47017669
        ],
        [
            47,
            17,
            78,
            47,
            17,
            78
        ],
        [
            17,
            5,
            26,
            40,
            15,
            65
        ],
        [
            169,
            46,
            461,
            55,
            19,
            92
        ],
        [
            21684,
            3929,
            17755,
            21684,
            3929,
            17755
        ],
        [
            271.016741,
            271.016741,
            292.766741,
            271.016741,
            271.016741,
            292.766741
        ],
        [
            2,
            1,
            12,
            2,
            1,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573541,
            -576430,
            -573661,
            -492748,
            499988,
            -578301
        ]
    ]
}
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": 1580090400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759919046417,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 190,
            "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)