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Trade: FTM/USDT/480/HILO/KCL/2544

Strategy
FTM/USDT/480/HILO/KCL/2544
Pair
FTM_USDT
Interval
8h
Score
472883
Daily Profit
0.350417
Profit Factor
1.558872
Profitability
50.000000
Streak
438.803662
Best Strategy
Training Data Length
2043.330000
Evaluation Time
2025-10-03 14:17
Expiration Time
2025-03-15 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2474384.2162 41536.9878 -2515921.204 -971870.3659 127013382.2135 -127985252.5794
Total P&L (%) -2474.3842 41.537 -2515.9212 -971.8704 127013.3822 -127985.2526
Avg Daily Profit (%) -1.211 0.0203 -1.2313 0 0.3504 0
Buy And Hold Return (%) 3180.4878 3180.4878 3180.4878 3180.4878 3180.4878 3180.4878
Max Trade Drawdown -2631893 -77708 -2645502 -377058030 -84522182 -352326794
Profit Factor 0.2314 1.1481 0.1439 0.9985 1.5589 0.6926
Total Trades 93 46 47 93 46 47
Winning Trades 55 20 35 43 23 20
Losing Trades 38 26 12 50 23 27
Profitability (%) 59.1398 43.4783 74.4681 46.2366 50 42.5532
Ratio Avg Win / Avg Loss 0.1599 1.4926 0.0494 1.161 1.5589 0.935
Largest Winning Trade 46123 46123 29096 272718066 272718066 102742714
Largest Losing Trade -1596147 -77708 -1596147 -142425836 -39454928 -142425836
Avg Bars in Trades 64 41 86 64 41 86
Avg Bars in Winners 35 23 41 79 55 106
Avg Bars in Losers 106 55 217 51 27 71
Bars Traded 5990 1912 4078 5990 1912 4078
Profit Streak 269.137 0 277.4703 0 438.8037 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578756 -391525 -576936 -580326 472883 -583592
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563638400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759490236419,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 120,
            "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": [
        [
            -2474384.216233409,
            41536.9878098865,
            -2515921.204043296,
            -971870.365933672,
            127013382.21350309,
            -127985252.57943675
        ],
        [
            -2474.384216,
            41.536988,
            -2515.921204,
            -971.870366,
            127013.382214,
            -127985.252579
        ],
        [
            -1.210957,
            0.020328,
            -1.231285,
            0,
            0.350417,
            0
        ],
        [
            3180.487805,
            3180.487805,
            3180.487805,
            3180.487805,
            3180.487805,
            3180.487805
        ],
        [
            -2631893,
            -77708,
            -2645502,
            -377058030,
            -84522182,
            -352326794
        ],
        [
            0.231406,
            1.148131,
            0.14394,
            0.99849,
            1.558872,
            0.692622
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            55,
            20,
            35,
            43,
            23,
            20
        ],
        [
            38,
            26,
            12,
            50,
            23,
            27
        ],
        [
            59.139785,
            43.478261,
            74.468085,
            46.236559,
            50,
            42.553191
        ],
        [
            0.15988,
            1.49257,
            0.049351,
            1.161035,
            1.558872,
            0.93504
        ],
        [
            46123,
            46123,
            29096,
            272718066,
            272718066,
            102742714
        ],
        [
            -1596147,
            -77708,
            -1596147,
            -142425836,
            -39454928,
            -142425836
        ],
        [
            64,
            41,
            86,
            64,
            41,
            86
        ],
        [
            35,
            23,
            41,
            79,
            55,
            106
        ],
        [
            106,
            55,
            217,
            51,
            27,
            71
        ],
        [
            5990,
            1912,
            4078,
            5990,
            1912,
            4078
        ],
        [
            269.136995,
            0,
            277.470329,
            0,
            438.803662,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578756,
            -391525,
            -576936,
            -580326,
            472883,
            -583592
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6130,
    "evaluation_days": 2043.33,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1563638400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759490236419,
    "expiration_time": 1742022720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 120,
            "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)