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Trade: FTM/USDT/720/HL2/KCB/3244

Strategy
FTM/USDT/720/HL2/KCB/3244
Pair
FTM_USDT
Interval
12h
Score
336449
Daily Profit
0.255381
Profit Factor
2.359911
Profitability
42.553191
Streak
414.158479
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-11 18:48
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2366213.672 -41213.1987 -2325000.4734 -96427.1507 18247156.6738 -18343583.8245
Total P&L (%) -2366.2137 -41.2132 -2325.0005 -96.4272 18247.1567 -18343.5838
Avg Daily Profit (%) -1.1579 -0.0202 -1.1378 -0.1629 0.2554 0
Buy And Hold Return (%) 4085.5177 4085.5177 4085.5177 4085.5177 4085.5177 4085.5177
Max Trade Drawdown -2382799 -128377 -2347869 -38214286 -12324993 -27235586
Profit Factor 0.1703 0.8618 0.0895 0.9977 2.3599 0.3442
Total Trades 95 47 48 95 47 48
Winning Trades 69 34 35 39 20 19
Losing Trades 26 13 13 56 27 29
Profitability (%) 72.6316 72.3404 72.9167 41.0526 42.5532 39.5833
Ratio Avg Win / Avg Loss 0.0642 0.3295 0.0332 1.4326 3.1859 0.5253
Largest Winning Trade 31953 31953 22356 27745912 27745912 4675595
Largest Losing Trade -1318572 -80932 -1318572 -16571852 -4054065 -16571852
Avg Bars in Trades 38 42 35 38 42 35
Avg Bars in Winners 9 9 10 47 57 37
Avg Bars in Losers 115 128 103 32 31 34
Bars Traded 3693 1992 1701 3693 1992 1701
Profit Streak 0 414.1585 0 0 414.1585 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 -577313 -576838 -577718 -582337 336449 -584740
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566820800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760197692594,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 154,
            "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": [
        [
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            -41213.1986718086,
            -2325000.473366424,
            -96427.1507002023,
            18247156.67376921,
            -18343583.82446942
        ],
        [
            -2366.213672,
            -41.213199,
            -2325.000473,
            -96.427151,
            18247.156674,
            -18343.583824
        ],
        [
            -1.157922,
            -0.020168,
            -1.137754,
            -0.162911,
            0.255381,
            0
        ],
        [
            4085.517654,
            4085.517654,
            4085.517654,
            4085.517654,
            4085.517654,
            4085.517654
        ],
        [
            -2382799,
            -128377,
            -2347869,
            -38214286,
            -12324993,
            -27235586
        ],
        [
            0.170267,
            0.861836,
            0.089479,
            0.99767,
            2.359911,
            0.344188
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            69,
            34,
            35,
            39,
            20,
            19
        ],
        [
            26,
            13,
            13,
            56,
            27,
            29
        ],
        [
            72.631579,
            72.340426,
            72.916667,
            41.052632,
            42.553191,
            39.583333
        ],
        [
            0.064158,
            0.329526,
            0.033235,
            1.432552,
            3.185879,
            0.525339
        ],
        [
            31953,
            31953,
            22356,
            27745912,
            27745912,
            4675595
        ],
        [
            -1318572,
            -80932,
            -1318572,
            -16571852,
            -4054065,
            -16571852
        ],
        [
            38,
            42,
            35,
            38,
            42,
            35
        ],
        [
            9,
            9,
            10,
            47,
            57,
            37
        ],
        [
            115,
            128,
            103,
            32,
            31,
            34
        ],
        [
            3693,
            1992,
            1701,
            3693,
            1992,
            1701
        ],
        [
            0,
            414.158479,
            0,
            0,
            414.158479,
            0
        ],
        [
            0,
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            0,
            0,
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        ],
        [
            0.8,
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        ],
        [
            -577313,
            -576838,
            -577718,
            -582337,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1566820800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760197692594,
    "expiration_time": 1742023152000,
    "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": 154,
            "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)