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Trade: FTM/USDT/30/KCB/VWMA/4258

Strategy
FTM/USDT/30/KCB/VWMA/4258
Pair
FTM_USDT
Interval
30m
Score
444456
Daily Profit
0.623481
Profit Factor
1.783067
Profitability
45.555556
Streak
272.492855
Best Strategy
Training Data Length
266.310000
Evaluation Time
2025-10-11 18:49
Expiration Time
2025-02-20 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 166039.3365 105181.9456 60857.3908 232655.0048 166190.9263 66464.0785
Total P&L (%) 166.0393 105.1819 60.8574 232.655 166.1909 66.4641
Avg Daily Profit (%) 0.6235 0.395 0.2285 0.4524 0.3683 0.1915
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45703 -21438 -43735 -118971 -68476 -118695
Profit Factor 1.7831 1.946 1.6034 1.5573 1.7469 1.3409
Total Trades 90 45 45 90 45 45
Winning Trades 41 17 24 41 17 24
Losing Trades 49 28 21 49 28 21
Profitability (%) 45.5556 37.7778 53.3333 45.5556 37.7778 53.3333
Ratio Avg Win / Avg Loss 2.131 3.2052 1.403 1.8612 2.8773 1.1733
Largest Winning Trade 63797 63797 21622 121444 121444 58544
Largest Losing Trade -15084 -15084 -11793 -40094 -40094 -22923
Avg Bars in Trades 138 148 129 138 148 129
Avg Bars in Winners 193 234 164 193 234 164
Avg Bars in Losers 93 96 90 93 96 90
Bars Traded 12509 6671 5837 12509 6671 5837
Profit Streak 272.4929 0 302.9304 272.4929 0 302.9304
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444456 249105 348064 369694 227073 292905
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713961800000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760197782674,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 82,
            "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": [
        [
            166039.3364824553,
            105181.9456337946,
            60857.3908486607,
            232655.0048340951,
            166190.9263369264,
            66464.0784971687
        ],
        [
            166.039336,
            105.181946,
            60.857391,
            232.655005,
            166.190926,
            66.464078
        ],
        [
            0.623481,
            0.394961,
            0.228521,
            0.45235,
            0.36831,
            0.191543
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45703,
            -21438,
            -43735,
            -118971,
            -68476,
            -118695
        ],
        [
            1.783067,
            1.946026,
            1.603419,
            1.557322,
            1.746949,
            1.340914
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            41,
            17,
            24,
            41,
            17,
            24
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            45.555556,
            37.777778,
            53.333333,
            45.555556,
            37.777778,
            53.333333
        ],
        [
            2.130983,
            3.205219,
            1.402992,
            1.86119,
            2.877327,
            1.1733
        ],
        [
            63797,
            63797,
            21622,
            121444,
            121444,
            58544
        ],
        [
            -15084,
            -15084,
            -11793,
            -40094,
            -40094,
            -22923
        ],
        [
            138,
            148,
            129,
            138,
            148,
            129
        ],
        [
            193,
            234,
            164,
            193,
            234,
            164
        ],
        [
            93,
            96,
            90,
            93,
            96,
            90
        ],
        [
            12509,
            6671,
            5837,
            12509,
            6671,
            5837
        ],
        [
            272.492855,
            0,
            302.930355,
            272.492855,
            0,
            302.930355
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444456,
            249105,
            348064,
            369694,
            227073,
            292905
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 12783,
    "evaluation_days": 266.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713961800000,
    "last_datapoint_time": 1736735400000,
    "evaluation_time": 1760197782674,
    "expiration_time": 1740048753600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 82,
            "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)