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Trade: FTM/USDT/360/HL2/KCB/4006

Strategy
FTM/USDT/360/HL2/KCB/4006
Pair
FTM_USDT
Interval
6h
Score
590675
Daily Profit
0.258769
Profit Factor
3.627528
Profitability
58.585859
Streak
318.917745
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-05 07:01
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2818073.5814 -59748.2311 -2758325.3503 -99453.2875 19546279.2957 -19645732.5832
Total P&L (%) -2818.0736 -59.7482 -2758.3254 -99.4533 19546.2793 -19645.7326
Avg Daily Profit (%) -1.3792 -0.0292 -1.35 -0.2546 0.2588 0
Buy And Hold Return (%) 3293.4983 3293.4983 3293.4983 3293.4983 3293.4983 3293.4983
Max Trade Drawdown -2877630 -164649 -2830886 -34058635 -4423746 -30152183
Profit Factor 0.2227 0.8767 0.1218 0.9978 3.6275 0.469
Total Trades 199 99 100 199 99 100
Winning Trades 149 73 76 119 58 61
Losing Trades 50 26 24 80 41 39
Profitability (%) 74.8744 73.7374 76 59.799 58.5859 61
Ratio Avg Win / Avg Loss 0.0747 0.3122 0.0385 0.6708 2.5643 0.2999
Largest Winning Trade 23512 23512 19116 13536096 13536096 5558992
Largest Losing Trade -1542081 -77750 -1542081 -24440739 -2659935 -24440739
Avg Bars in Trades 39 44 35 39 44 35
Avg Bars in Winners 10 12 9 28 31 25
Avg Bars in Losers 125 134 117 56 62 51
Bars Traded 7898 4367 3531 7898 4367 3531
Profit Streak 289.4177 318.9177 289.4177 289.4177 318.9177 289.4177
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575543 -576746 -576829 -577497 590675 -579051
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563753600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759636893172,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 165,
            "offset": 131,
            "scalar": 3
        }
    }
}
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": [
        [
            -2818073.58139492,
            -59748.231134567,
            -2758325.350260353,
            -99453.2875204307,
            19546279.29572184,
            -19645732.583242297
        ],
        [
            -2818.073581,
            -59.748231,
            -2758.32535,
            -99.453288,
            19546.279296,
            -19645.732583
        ],
        [
            -1.379211,
            -0.029242,
            -1.34997,
            -0.254612,
            0.258769,
            0
        ],
        [
            3293.498302,
            3293.498302,
            3293.498302,
            3293.498302,
            3293.498302,
            3293.498302
        ],
        [
            -2877630,
            -164649,
            -2830886,
            -34058635,
            -4423746,
            -30152183
        ],
        [
            0.222672,
            0.876681,
            0.121785,
            0.997762,
            3.627528,
            0.469012
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            149,
            73,
            76,
            119,
            58,
            61
        ],
        [
            50,
            26,
            24,
            80,
            41,
            39
        ],
        [
            74.874372,
            73.737374,
            76,
            59.798995,
            58.585859,
            61
        ],
        [
            0.074722,
            0.312243,
            0.038458,
            0.670764,
            2.564287,
            0.29986
        ],
        [
            23512,
            23512,
            19116,
            13536096,
            13536096,
            5558992
        ],
        [
            -1542081,
            -77750,
            -1542081,
            -24440739,
            -2659935,
            -24440739
        ],
        [
            39,
            44,
            35,
            39,
            44,
            35
        ],
        [
            10,
            12,
            9,
            28,
            31,
            25
        ],
        [
            125,
            134,
            117,
            56,
            62,
            51
        ],
        [
            7898,
            4367,
            3531,
            7898,
            4367,
            3531
        ],
        [
            289.417745,
            318.917745,
            289.417745,
            289.417745,
            318.917745,
            289.417745
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575543,
            -576746,
            -576829,
            -577497,
            590675,
            -579051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563753600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759636893172,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 165,
            "offset": 131,
            "scalar": 3
        }
    }
}

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)