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Trade: FTM/USDT/720/KCB/OHLC4/9600

Strategy
FTM/USDT/720/KCB/OHLC4/9600
Pair
FTM_USDT
Interval
12h
Score
487099
Daily Profit
0.398458
Profit Factor
2.368209
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 22:11
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 -3260875.8297 6676.079 -3267551.9087 -680523.2648 338132523.6092 -338813046.874
Total P&L (%) -3260.8758 6.6761 -3267.5519 -680.5233 338132.5236 -338813.0469
Avg Daily Profit (%) -1.5957 0.0033 -1.599 0 0.3985 0
Buy And Hold Return (%) 3246.4115 3246.4115 3246.4115 3246.4115 3246.4115 3246.4115
Max Trade Drawdown -3450460 -162237 -3394724 -567416084 -177005765 -426799033
Profit Factor 0.2403 1.0124 0.1299 0.9991 2.3682 0.3144
Total Trades 175 87 88 175 87 88
Winning Trades 96 46 50 88 42 46
Losing Trades 79 41 38 87 45 42
Profitability (%) 54.8571 52.8736 56.8182 50.2857 48.2759 52.2727
Ratio Avg Win / Avg Loss 0.1978 0.9024 0.0987 0.9877 2.5374 0.2871
Largest Winning Trade 89849 89849 57636 236739705 236739705 26625140
Largest Losing Trade -1344626 -75529 -1344626 -241704806 -84119021 -241704806
Avg Bars in Trades 22 21 23 22 21 23
Avg Bars in Winners 15 15 15 23 25 21
Avg Bars in Losers 31 28 34 21 18 25
Bars Traded 3966 1902 2063 3966 1902 2063
Profit Streak 315.8 319.8 315.8 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577987 -561454 -579347 -579546 487099 -580524
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": 1563667200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759518716135,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 81,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 78
        }
    }
}
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": [
        [
            -3260875.8297463013,
            6676.0789672028,
            -3267551.9087135037,
            -680523.26479163,
            338132523.6091971,
            -338813046.87398875
        ],
        [
            -3260.87583,
            6.676079,
            -3267.551909,
            -680.523265,
            338132.523609,
            -338813.046874
        ],
        [
            -1.595731,
            0.003267,
            -1.598998,
            0,
            0.398458,
            0
        ],
        [
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483,
            3246.411483
        ],
        [
            -3450460,
            -162237,
            -3394724,
            -567416084,
            -177005765,
            -426799033
        ],
        [
            0.240318,
            1.012429,
            0.129875,
            0.999082,
            2.368209,
            0.314405
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            96,
            46,
            50,
            88,
            42,
            46
        ],
        [
            79,
            41,
            38,
            87,
            45,
            42
        ],
        [
            54.857143,
            52.873563,
            56.818182,
            50.285714,
            48.275862,
            52.272727
        ],
        [
            0.197762,
            0.902382,
            0.098705,
            0.987729,
            2.537367,
            0.287066
        ],
        [
            89849,
            89849,
            57636,
            236739705,
            236739705,
            26625140
        ],
        [
            -1344626,
            -75529,
            -1344626,
            -241704806,
            -84119021,
            -241704806
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            15,
            15,
            15,
            23,
            25,
            21
        ],
        [
            31,
            28,
            34,
            21,
            18,
            25
        ],
        [
            3966,
            1902,
            2063,
            3966,
            1902,
            2063
        ],
        [
            315.799955,
            319.799955,
            315.799955,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577987,
            -561454,
            -579347,
            -579546,
            487099,
            -580524
        ]
    ]
}
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": 1563667200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759518716135,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 81,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 78
        }
    }
}

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)