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Trade: FTM/USDT/120/SUPERTREND/KCL/1263

Strategy
FTM/USDT/120/SUPERTREND/KCL/1263
Pair
FTM_USDT
Interval
2h
Score
498683
Daily Profit
0.492057
Profit Factor
2.336323
Profitability
47.191011
Streak
0.000000
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-09-29 09:46
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 -3952199.7314 4881.7881 -3957081.5196 -2519133.2855 788420037.537 -790939170.8225
Total P&L (%) -3952.1997 4.8818 -3957.0815 -2519.1333 788420.0375 -790939.1708
Avg Daily Profit (%) -2.162 0.0027 -2.1647 0 0.4921 0
Buy And Hold Return (%) 7162.7207 7162.7207 7162.7207 7162.7207 7162.7207 7162.7207
Max Trade Drawdown -4051916 -88373 -4049095 -1725883805 -203215420 -1788131985
Profit Factor 0.21 1.0176 0.1625 0.9993 2.3363 0.7453
Total Trades 177 89 88 177 89 88
Winning Trades 99 49 50 84 42 42
Losing Trades 78 40 38 93 47 46
Profitability (%) 55.9322 55.0562 56.8182 47.4576 47.191 47.7273
Ratio Avg Win / Avg Loss 0.1655 0.8307 0.1235 1.1064 2.6145 0.8162
Largest Winning Trade 47136 23849 47136 797337790 560811525 797337790
Largest Losing Trade -1945025 -34190 -1945025 -756737674 -97762878 -756737674
Avg Bars in Trades 121 13 231 121 13 231
Avg Bars in Winners 75 10 138 127 13 240
Avg Bars in Losers 181 17 353 116 13 222
Bars Traded 21555 1214 20341 21555 1214 20341
Profit Streak 280.3659 280.3659 282.1992 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578113 -556689 -579624 -579173 498683 -581980
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579485600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759128410524,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 61,
            "offset": 0,
            "multiplier": 2.98108
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 106,
            "offset": 56,
            "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": [
        [
            -3952199.73142506,
            4881.7881436504,
            -3957081.5195687115,
            -2519133.2855367996,
            788420037.5369899,
            -790939170.822527
        ],
        [
            -3952.199731,
            4.881788,
            -3957.08152,
            -2519.133286,
            788420.037537,
            -790939.170823
        ],
        [
            -2.162035,
            0.002671,
            -2.164705,
            0,
            0.492057,
            0
        ],
        [
            7162.720665,
            7162.720665,
            7162.720665,
            7162.720665,
            7162.720665,
            7162.720665
        ],
        [
            -4051916,
            -88373,
            -4049095,
            -1725883805,
            -203215420,
            -1788131985
        ],
        [
            0.210042,
            1.017565,
            0.162546,
            0.999318,
            2.336323,
            0.745252
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            99,
            49,
            50,
            84,
            42,
            42
        ],
        [
            78,
            40,
            38,
            93,
            47,
            46
        ],
        [
            55.932203,
            55.05618,
            56.818182,
            47.457627,
            47.191011,
            47.727273
        ],
        [
            0.165488,
            0.830666,
            0.123535,
            1.106388,
            2.614457,
            0.816228
        ],
        [
            47136,
            23849,
            47136,
            797337790,
            560811525,
            797337790
        ],
        [
            -1945025,
            -34190,
            -1945025,
            -756737674,
            -97762878,
            -756737674
        ],
        [
            121,
            13,
            231,
            121,
            13,
            231
        ],
        [
            75,
            10,
            138,
            127,
            13,
            240
        ],
        [
            181,
            17,
            353,
            116,
            13,
            222
        ],
        [
            21555,
            1214,
            20341,
            21555,
            1214,
            20341
        ],
        [
            280.365862,
            280.365862,
            282.199196,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578113,
            -556689,
            -579624,
            -579173,
            498683,
            -581980
        ]
    ]
}
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": 1579485600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759128410524,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 61,
            "offset": 0,
            "multiplier": 2.98108
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 106,
            "offset": 56,
            "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)