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Trade: FTM/USDT/360/KCB/ALMA/4093

Strategy
FTM/USDT/360/KCB/ALMA/4093
Pair
FTM_USDT
Interval
6h
Score
394239
Daily Profit
0.310120
Profit Factor
1.459199
Profitability
50.000000
Streak
401.207297
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-09-29 13:58
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 -2827860.6159 10091.626 -2837952.2419 -43892.3112 55832363.8679 -55876256.179
Total P&L (%) -2827.8606 10.0916 -2837.9522 -43.8923 55832.3639 -55876.2562
Avg Daily Profit (%) -1.384 0.0049 -1.3889 -0.0283 0.3101 0
Buy And Hold Return (%) 2879.9744 2879.9744 2879.9744 2879.9744 2879.9744 2879.9744
Max Trade Drawdown -2874909 -117925 -2913597 -211072256 -75363965 -183650660
Profit Factor 0.2038 1.0271 0.1073 0.9999 1.4592 0.7279
Total Trades 60 30 30 60 30 30
Winning Trades 33 14 19 29 15 14
Losing Trades 27 16 11 31 15 16
Profitability (%) 55 46.6667 63.3333 48.3333 50 46.6667
Ratio Avg Win / Avg Loss 0.1667 1.1738 0.0621 1.0688 1.4592 0.8318
Largest Winning Trade 96247 96247 52381 101825876 101825876 97747958
Largest Losing Trade -1728669 -70909 -1728669 -135708291 -69057784 -135708291
Avg Bars in Trades 132 135 130 132 135 130
Avg Bars in Winners 61 57 65 139 152 126
Avg Bars in Losers 219 204 241 126 118 133
Bars Traded 7973 4070 3902 7973 4070 3902
Profit Streak 0 401.2073 0 0 401.2073 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -753629 -543110 -579097 -753259 394239 -582121
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": 1562824800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759143510477,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 122,
            "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": [
        [
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            10091.625974885,
            -2837952.241862118,
            -43892.3111520463,
            55832363.86787353,
            -55876256.17902554
        ],
        [
            -2827.860616,
            10.091626,
            -2837.952242,
            -43.892311,
            55832.363868,
            -55876.256179
        ],
        [
            -1.384001,
            0.004939,
            -1.38894,
            -0.028279,
            0.31012,
            0
        ],
        [
            2879.974435,
            2879.974435,
            2879.974435,
            2879.974435,
            2879.974435,
            2879.974435
        ],
        [
            -2874909,
            -117925,
            -2913597,
            -211072256,
            -75363965,
            -183650660
        ],
        [
            0.203767,
            1.027088,
            0.107281,
            0.999866,
            1.459199,
            0.72786
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            33,
            14,
            19,
            29,
            15,
            14
        ],
        [
            27,
            16,
            11,
            31,
            15,
            16
        ],
        [
            55,
            46.666667,
            63.333333,
            48.333333,
            50,
            46.666667
        ],
        [
            0.166718,
            1.173815,
            0.06211,
            1.068822,
            1.459199,
            0.831839
        ],
        [
            96247,
            96247,
            52381,
            101825876,
            101825876,
            97747958
        ],
        [
            -1728669,
            -70909,
            -1728669,
            -135708291,
            -69057784,
            -135708291
        ],
        [
            132,
            135,
            130,
            132,
            135,
            130
        ],
        [
            61,
            57,
            65,
            139,
            152,
            126
        ],
        [
            219,
            204,
            241,
            126,
            118,
            133
        ],
        [
            7973,
            4070,
            3902,
            7973,
            4070,
            3902
        ],
        [
            0,
            401.207297,
            0,
            0,
            401.207297,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            -753629,
            -543110,
            -579097,
            -753259,
            394239,
            -582121
        ]
    ]
}
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": 1562824800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759143510477,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 122,
            "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)