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Trade: FTM/USDT/720/KCB/FWMA/7435

Strategy
FTM/USDT/720/KCB/FWMA/7435
Pair
FTM_USDT
Interval
12h
Score
410441
Daily Profit
0.451761
Profit Factor
1.306159
Profitability
45.631068
Streak
341.975626
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-11 02:24
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 -2374978.5546 394325.0994 -2769303.6539 1000499683.4207 1236882169.6465 -236382486.2258
Total P&L (%) -2374.9786 394.3251 -2769.3037 1000499.6834 1236882.1696 -236382.4862
Avg Daily Profit (%) -1.1622 0.193 -1.3552 0.4518 0.4622 0
Buy And Hold Return (%) 4360.4592 4360.4592 4360.4592 4360.4592 4360.4592 4360.4592
Max Trade Drawdown -2870760 -96262 -2932070 -1161880164 -392848708 -1308911108
Profit Factor 0.3515 2.3427 0.1779 1.3062 2.0681 0.888
Total Trades 103 51 52 103 51 52
Winning Trades 57 27 30 47 25 22
Losing Trades 46 24 22 56 26 30
Profitability (%) 55.3398 52.9412 57.6923 45.6311 49.0196 42.3077
Ratio Avg Win / Avg Loss 0.2837 2.0824 0.1305 1.5563 2.1509 1.2109
Largest Winning Trade 119460 119460 80825 747175270 623161517 747175270
Largest Losing Trade -1349851 -56809 -1349851 -384103108 -300250836 -384103108
Avg Bars in Trades 37 28 46 37 28 46
Avg Bars in Winners 33 26 38 40 40 40
Avg Bars in Losers 43 30 56 35 17 50
Bars Traded 3869 1462 2407 3869 1462 2407
Profit Streak 341.9756 398.4756 341.9756 341.9756 398.4756 341.9756
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578407 -331811 -758492 410441 -164608 -760814
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": 1568462400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760138694086,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 69,
            "offset": 90
        }
    }
}
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": [
        [
            -2374978.5545742037,
            394325.0993709699,
            -2769303.653945172,
            1000499683.4206791,
            1236882169.6464527,
            -236382486.2257734
        ],
        [
            -2374.978555,
            394.325099,
            -2769.303654,
            1000499.683421,
            1236882.169646,
            -236382.486226
        ],
        [
            -1.162211,
            0.192966,
            -1.355177,
            0.451761,
            0.462186,
            0
        ],
        [
            4360.459184,
            4360.459184,
            4360.459184,
            4360.459184,
            4360.459184,
            4360.459184
        ],
        [
            -2870760,
            -96262,
            -2932070,
            -1161880164,
            -392848708,
            -1308911108
        ],
        [
            0.351511,
            2.342736,
            0.17792,
            1.306159,
            2.068141,
            0.887967
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            57,
            27,
            30,
            47,
            25,
            22
        ],
        [
            46,
            24,
            22,
            56,
            26,
            30
        ],
        [
            55.339806,
            52.941176,
            57.692308,
            45.631068,
            49.019608,
            42.307692
        ],
        [
            0.283676,
            2.082432,
            0.130475,
            1.556275,
            2.150866,
            1.210864
        ],
        [
            119460,
            119460,
            80825,
            747175270,
            623161517,
            747175270
        ],
        [
            -1349851,
            -56809,
            -1349851,
            -384103108,
            -300250836,
            -384103108
        ],
        [
            37,
            28,
            46,
            37,
            28,
            46
        ],
        [
            33,
            26,
            38,
            40,
            40,
            40
        ],
        [
            43,
            30,
            56,
            35,
            17,
            50
        ],
        [
            3869,
            1462,
            2407,
            3869,
            1462,
            2407
        ],
        [
            341.975626,
            398.475626,
            341.975626,
            341.975626,
            398.475626,
            341.975626
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578407,
            -331811,
            -758492,
            410441,
            -164608,
            -760814
        ]
    ]
}
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": 1568462400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1760138694086,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 69,
            "offset": 90
        }
    }
}

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)