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Trade: FTM/USDT/120/SINWMA/KCL/6716

Strategy
FTM/USDT/120/SINWMA/KCL/6716
Pair
FTM_USDT
Interval
2h
Score
490634
Daily Profit
0.439553
Profit Factor
1.892912
Profitability
56.043956
Streak
278.306762
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-08 10:21
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 -3515809.9121 24769.3298 -3540579.2419 9709051.2369 303237261.9227 -293528210.6857
Total P&L (%) -3515.8099 24.7693 -3540.5792 9709.0512 303237.2619 -293528.2107
Avg Daily Profit (%) -1.9233 0.0136 -1.9369 0.2512 0.4396 0
Buy And Hold Return (%) 6929.1457 6929.1457 6929.1457 6929.1457 6929.1457 6929.1457
Max Trade Drawdown -3627144 -118610 -3647527 -652518763 -168416361 -715147434
Profit Factor 0.2245 1.0776 0.1599 1.0065 1.8929 0.7462
Total Trades 181 91 90 181 91 90
Winning Trades 110 51 59 96 51 45
Losing Trades 71 40 31 85 40 45
Profitability (%) 60.7735 56.044 65.5556 53.0387 56.044 50
Ratio Avg Win / Avg Loss 0.1449 0.8452 0.084 0.8912 1.4846 0.7462
Largest Winning Trade 58539 28128 58539 394599251 219554409 394599251
Largest Losing Trade -2075699 -53408 -2075699 -283180549 -68922012 -283180549
Avg Bars in Trades 119 38 201 119 38 201
Avg Bars in Winners 74 34 110 99 40 166
Avg Bars in Losers 189 45 375 142 37 236
Bars Traded 21686 3547 18138 21686 3547 18138
Profit Streak 278.3068 278.3068 291.7234 278.3068 278.3068 291.7234
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577464 -476238 -577829 -245233 490634 -580123
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579413600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759908104279,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 96,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -3515809.912077513,
            24769.3298146533,
            -3540579.241892168,
            9709051.236948345,
            303237261.92267454,
            -293528210.68572634
        ],
        [
            -3515.809912,
            24.76933,
            -3540.579242,
            9709.051237,
            303237.261923,
            -293528.210686
        ],
        [
            -1.92331,
            0.01355,
            -1.93686,
            0.251184,
            0.439553,
            0
        ],
        [
            6929.145729,
            6929.145729,
            6929.145729,
            6929.145729,
            6929.145729,
            6929.145729
        ],
        [
            -3627144,
            -118610,
            -3647527,
            -652518763,
            -168416361,
            -715147434
        ],
        [
            0.224464,
            1.077647,
            0.159884,
            1.006489,
            1.892912,
            0.74624
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            110,
            51,
            59,
            96,
            51,
            45
        ],
        [
            71,
            40,
            31,
            85,
            40,
            45
        ],
        [
            60.773481,
            56.043956,
            65.555556,
            53.038674,
            56.043956,
            50
        ],
        [
            0.144882,
            0.845213,
            0.084007,
            0.891162,
            1.484636,
            0.74624
        ],
        [
            58539,
            28128,
            58539,
            394599251,
            219554409,
            394599251
        ],
        [
            -2075699,
            -53408,
            -2075699,
            -283180549,
            -68922012,
            -283180549
        ],
        [
            119,
            38,
            201,
            119,
            38,
            201
        ],
        [
            74,
            34,
            110,
            99,
            40,
            166
        ],
        [
            189,
            45,
            375,
            142,
            37,
            236
        ],
        [
            21686,
            3547,
            18138,
            21686,
            3547,
            18138
        ],
        [
            278.306762,
            278.306762,
            291.723429,
            278.306762,
            278.306762,
            291.723429
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577464,
            -476238,
            -577829,
            -245233,
            490634,
            -580123
        ]
    ]
}
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": 1579413600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759908104279,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 96,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)