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Trade: FTM/USDT/360/HMA/KCB/5744

Strategy
FTM/USDT/360/HMA/KCB/5744
Pair
FTM_USDT
Interval
6h
Score
482537
Daily Profit
0.262561
Profit Factor
3.477681
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-05 09:14
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 -2402463.4736 72692.4198 -2475155.8934 -109709.465 21124753.9655 -21234463.4305
Total P&L (%) -2402.4635 72.6924 -2475.1559 -109.7095 21124.754 -21234.4634
Avg Daily Profit (%) -1.1758 0.0356 -1.2114 0 0.2626 0
Buy And Hold Return (%) 3188.1993 3188.1993 3188.1993 3188.1993 3188.1993 3188.1993
Max Trade Drawdown -2598271 -207080 -2562726 -35903240 -6267532 -34316242
Profit Factor 0.2481 1.18 0.1133 0.9975 3.4777 0.4031
Total Trades 75 37 38 75 37 38
Winning Trades 52 24 28 34 17 17
Losing Trades 23 13 10 41 20 21
Profitability (%) 69.3333 64.8649 73.6842 45.3333 45.9459 44.7368
Ratio Avg Win / Avg Loss 0.1097 0.6392 0.0404 1.2029 4.0914 0.4979
Largest Winning Trade 95942 95942 27374 15543019 15543019 7516050
Largest Losing Trade -1401804 -76507 -1401804 -27945775 -6267532 -27945775
Avg Bars in Trades 105 117 93 105 117 93
Avg Bars in Winners 43 44 43 102 126 79
Avg Bars in Losers 244 252 233 107 109 104
Bars Traded 7892 4339 3553 7892 4339 3553
Profit Streak 0 408.7601 0 316.2601 0 317.0101
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -639271 -332075 -577694 -641616 482537 -582224
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": 1563429600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759644874999,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 150,
            "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": [
        [
            -2402463.4736035676,
            72692.4197537882,
            -2475155.8933573565,
            -109709.4650219596,
            21124753.965482347,
            -21234463.430504303
        ],
        [
            -2402.463474,
            72.69242,
            -2475.155893,
            -109.709465,
            21124.753965,
            -21234.463431
        ],
        [
            -1.175805,
            0.035577,
            -1.211382,
            0,
            0.262561,
            0
        ],
        [
            3188.199342,
            3188.199342,
            3188.199342,
            3188.199342,
            3188.199342,
            3188.199342
        ],
        [
            -2598271,
            -207080,
            -2562726,
            -35903240,
            -6267532,
            -34316242
        ],
        [
            0.248097,
            1.179978,
            0.113255,
            0.997512,
            3.477681,
            0.403099
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            52,
            24,
            28,
            34,
            17,
            17
        ],
        [
            23,
            13,
            10,
            41,
            20,
            21
        ],
        [
            69.333333,
            64.864865,
            73.684211,
            45.333333,
            45.945946,
            44.736842
        ],
        [
            0.109735,
            0.639155,
            0.040448,
            1.202882,
            4.09139,
            0.497945
        ],
        [
            95942,
            95942,
            27374,
            15543019,
            15543019,
            7516050
        ],
        [
            -1401804,
            -76507,
            -1401804,
            -27945775,
            -6267532,
            -27945775
        ],
        [
            105,
            117,
            93,
            105,
            117,
            93
        ],
        [
            43,
            44,
            43,
            102,
            126,
            79
        ],
        [
            244,
            252,
            233,
            107,
            109,
            104
        ],
        [
            7892,
            4339,
            3553,
            7892,
            4339,
            3553
        ],
        [
            0,
            408.760127,
            0,
            316.260127,
            0,
            317.010127
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -639271,
            -332075,
            -577694,
            -641616,
            482537,
            -582224
        ]
    ]
}
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": 1563429600000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759644874999,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 150,
            "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)