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Trade: FTM/USDT/120/JMA/KCL/1503

Strategy
FTM/USDT/120/JMA/KCL/1503
Pair
FTM_USDT
Interval
2h
Score
373401
Daily Profit
0.403980
Profit Factor
1.613331
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-10 10:16
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 -2693873.0731 200385.7822 -2894258.8553 -3886720.4095 158643168.6343 -162529889.0438
Total P&L (%) -2693.8731 200.3858 -2894.2589 -3886.7204 158643.1686 -162529.889
Avg Daily Profit (%) -1.4737 0.1096 -1.5833 0 0.404 0
Buy And Hold Return (%) 7874.9145 7874.9145 7874.9145 7874.9145 7874.9145 7874.9145
Max Trade Drawdown -2901715 -58615 -2977624 -562667981 -86987510 -602477186
Profit Factor 0.2364 2.5206 0.1478 0.9973 1.6133 0.8618
Total Trades 64 32 32 64 32 32
Winning Trades 41 20 21 25 14 11
Losing Trades 23 12 11 39 18 21
Profitability (%) 64.0625 62.5 65.625 39.0625 43.75 34.375
Ratio Avg Win / Avg Loss 0.1326 1.5124 0.0774 1.5558 2.0743 1.6452
Largest Winning Trade 76658 72670 76658 321469464 237009190 321469464
Largest Losing Trade -1700233 -50190 -1700233 -364251203 -43726712 -364251203
Avg Bars in Trades 333 104 563 333 104 563
Avg Bars in Winners 179 91 262 442 130 839
Avg Bars in Losers 609 125 1136 263 83 418
Bars Traded 21358 3342 18016 21358 3342 18016
Profit Streak 282.3864 479.3031 282.3864 0 0 0
Trades During Streak 2 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -721486 -204676 -578196 -726031 373401 -584108
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580464800000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1760080586217,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 242,
            "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": [
        [
            -2693873.0730884285,
            200385.7822191062,
            -2894258.8553075343,
            -3886720.409507703,
            158643168.6343069,
            -162529889.04381454
        ],
        [
            -2693.873073,
            200.385782,
            -2894.258855,
            -3886.72041,
            158643.168634,
            -162529.889044
        ],
        [
            -1.473672,
            0.10962,
            -1.583293,
            0,
            0.40398,
            0
        ],
        [
            7874.914481,
            7874.914481,
            7874.914481,
            7874.914481,
            7874.914481,
            7874.914481
        ],
        [
            -2901715,
            -58615,
            -2977624,
            -562667981,
            -86987510,
            -602477186
        ],
        [
            0.236408,
            2.520628,
            0.147775,
            0.997291,
            1.613331,
            0.861794
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            41,
            20,
            21,
            25,
            14,
            11
        ],
        [
            23,
            12,
            11,
            39,
            18,
            21
        ],
        [
            64.0625,
            62.5,
            65.625,
            39.0625,
            43.75,
            34.375
        ],
        [
            0.132619,
            1.512377,
            0.077406,
            1.555774,
            2.074283,
            1.645243
        ],
        [
            76658,
            72670,
            76658,
            321469464,
            237009190,
            321469464
        ],
        [
            -1700233,
            -50190,
            -1700233,
            -364251203,
            -43726712,
            -364251203
        ],
        [
            333,
            104,
            563,
            333,
            104,
            563
        ],
        [
            179,
            91,
            262,
            442,
            130,
            839
        ],
        [
            609,
            125,
            1136,
            263,
            83,
            418
        ],
        [
            21358,
            3342,
            18016,
            21358,
            3342,
            18016
        ],
        [
            282.386414,
            479.303081,
            282.386414,
            0,
            0,
            0
        ],
        [
            2,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -721486,
            -204676,
            -578196,
            -726031,
            373401,
            -584108
        ]
    ]
}
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": 1580464800000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1760080586217,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 242,
            "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)