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Trade: FTM/USDT/120/KCL/DCM/9291

Strategy
FTM/USDT/120/KCL/DCM/9291
Pair
FTM_USDT
Interval
2h
Score
371807
Daily Profit
0.357167
Profit Factor
1.287945
Profitability
55.172414
Streak
306.874613
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-10 17:59
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 3211722.8152 3343574.9269 -131852.1117 4238446.7619 67579794.4907 -63341347.7289
Total P&L (%) 3211.7228 3343.5749 -131.8521 4238.4468 67579.7945 -63341.3477
Avg Daily Profit (%) 1.757 1.8291 -0.0721 0.2065 0.3572 0
Buy And Hold Return (%) 7493.9197 7493.9197 7493.9197 7493.9197 7493.9197 7493.9197
Max Trade Drawdown -198288 -139459 -165265 -189881503 -113545111 -80556816
Profit Factor 4.407 6.6393 0.623 1.0125 1.2879 0.3876
Total Trades 175 87 88 175 87 88
Winning Trades 92 48 44 92 48 44
Losing Trades 83 39 44 83 39 44
Profitability (%) 52.5714 55.1724 50 52.5714 55.1724 50
Ratio Avg Win / Avg Loss 3.9759 5.3944 0.623 0.9135 1.0465 0.3876
Largest Winning Trade 2516569 2516569 19128 72242582 72242582 9368177
Largest Losing Trade -79541 -79541 -43100 -68598764 -68598764 -57290088
Avg Bars in Trades 118 219 19 118 219 19
Avg Bars in Winners 111 198 15 111 198 15
Avg Bars in Losers 126 244 22 126 244 22
Bars Traded 20780 19076 1704 20780 19076 1704
Profit Streak 306.8746 306.8746 307.6246 306.8746 306.8746 307.6246
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141824 -142253 -579851 -363493 371807 -579851
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579910400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1760108366542,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 100,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "offset": 0
        }
    }
}
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": [
        [
            3211722.815174564,
            3343574.9268962387,
            -131852.1117216749,
            4238446.761894843,
            67579794.49074537,
            -63341347.72885052
        ],
        [
            3211.722815,
            3343.574927,
            -131.852112,
            4238.446762,
            67579.794491,
            -63341.347729
        ],
        [
            1.75696,
            1.829089,
            -0.072129,
            0.206455,
            0.357167,
            0
        ],
        [
            7493.919653,
            7493.919653,
            7493.919653,
            7493.919653,
            7493.919653,
            7493.919653
        ],
        [
            -198288,
            -139459,
            -165265,
            -189881503,
            -113545111,
            -80556816
        ],
        [
            4.407006,
            6.639264,
            0.623034,
            1.012535,
            1.287945,
            0.387579
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            92,
            48,
            44,
            92,
            48,
            44
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            52.571429,
            55.172414,
            50,
            52.571429,
            55.172414,
            50
        ],
        [
            3.975886,
            5.394402,
            0.623034,
            0.913483,
            1.046455,
            0.387579
        ],
        [
            2516569,
            2516569,
            19128,
            72242582,
            72242582,
            9368177
        ],
        [
            -79541,
            -79541,
            -43100,
            -68598764,
            -68598764,
            -57290088
        ],
        [
            118,
            219,
            19,
            118,
            219,
            19
        ],
        [
            111,
            198,
            15,
            111,
            198,
            15
        ],
        [
            126,
            244,
            22,
            126,
            244,
            22
        ],
        [
            20780,
            19076,
            1704,
            20780,
            19076,
            1704
        ],
        [
            306.874613,
            306.874613,
            307.624613,
            306.874613,
            306.874613,
            307.624613
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141824,
            -142253,
            -579851,
            -363493,
            371807,
            -579851
        ]
    ]
}
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": 1579910400000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1760108366542,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 100,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "offset": 0
        }
    }
}

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)