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Trade: FTM/USDT/120/ZLMA/KCL/1701

Strategy
FTM/USDT/120/ZLMA/KCL/1701
Pair
FTM_USDT
Interval
2h
Score
592292
Daily Profit
0.445265
Profit Factor
2.746281
Profitability
58.333333
Streak
0.000000
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-10-01 16:32
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 -2909903.4563 20691.5013 -2930594.9576 -154620.9577 336465236.0817 -336619857.0394
Total P&L (%) -2909.9035 20.6915 -2930.595 -154.621 336465.2361 -336619.857
Avg Daily Profit (%) -1.5919 0.0113 -1.6032 0 0.4453 0
Buy And Hold Return (%) 7893.1429 7893.1429 7893.1429 7893.1429 7893.1429 7893.1429
Max Trade Drawdown -2943307 -101445 -2973116 -687407540 -183434352 -584942539
Profit Factor 0.168 1.1179 0.1178 0.9998 2.7463 0.4442
Total Trades 72 36 36 72 36 36
Winning Trades 44 19 25 42 21 21
Losing Trades 28 17 11 30 15 15
Profitability (%) 61.1111 52.7778 69.4444 58.3333 58.3333 58.3333
Ratio Avg Win / Avg Loss 0.1069 1.0002 0.0518 0.7141 1.9616 0.3173
Largest Winning Trade 42521 39885 42521 464437035 464437035 209398749
Largest Losing Trade -1472540 -70329 -1472540 -208592812 -65542910 -208592812
Avg Bars in Trades 294 121 466 294 121 466
Avg Bars in Winners 146 74 201 229 111 347
Avg Bars in Losers 525 174 1068 384 136 633
Bars Traded 21175 4378 16797 21175 4378 16797
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -662837 -433977 -578259 -663197 592292 -579699
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21936,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580349600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759325558607,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 226,
            "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": [
        [
            -2909903.4563240344,
            20691.5012964561,
            -2930594.9576204885,
            -154620.9577096916,
            336465236.0817206,
            -336619857.0394304
        ],
        [
            -2909.903456,
            20.691501,
            -2930.594958,
            -154.620958,
            336465.236082,
            -336619.857039
        ],
        [
            -1.591851,
            0.011319,
            -1.60317,
            0,
            0.445265,
            0
        ],
        [
            7893.142857,
            7893.142857,
            7893.142857,
            7893.142857,
            7893.142857,
            7893.142857
        ],
        [
            -2943307,
            -101445,
            -2973116,
            -687407540,
            -183434352,
            -584942539
        ],
        [
            0.16801,
            1.117894,
            0.117826,
            0.999806,
            2.746281,
            0.444176
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            44,
            19,
            25,
            42,
            21,
            21
        ],
        [
            28,
            17,
            11,
            30,
            15,
            15
        ],
        [
            61.111111,
            52.777778,
            69.444444,
            58.333333,
            58.333333,
            58.333333
        ],
        [
            0.106916,
            1.000221,
            0.051844,
            0.714147,
            1.96163,
            0.317268
        ],
        [
            42521,
            39885,
            42521,
            464437035,
            464437035,
            209398749
        ],
        [
            -1472540,
            -70329,
            -1472540,
            -208592812,
            -65542910,
            -208592812
        ],
        [
            294,
            121,
            466,
            294,
            121,
            466
        ],
        [
            146,
            74,
            201,
            229,
            111,
            347
        ],
        [
            525,
            174,
            1068,
            384,
            136,
            633
        ],
        [
            21175,
            4378,
            16797,
            21175,
            4378,
            16797
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -662837,
            -433977,
            -578259,
            -663197,
            592292,
            -579699
        ]
    ]
}
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": 1580349600000,
    "last_datapoint_time": 1736733600000,
    "evaluation_time": 1759325558607,
    "expiration_time": 1742419411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 226,
            "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)