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Trade: FTM/USDT/720/KCB/TEMA/3009

Strategy
FTM/USDT/720/KCB/TEMA/3009
Pair
FTM_USDT
Interval
12h
Score
484723
Daily Profit
0.328036
Profit Factor
2.011538
Profitability
53.658537
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-09-30 21:54
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 -5359007.7953 -74316.1933 -5284691.602 -815301.4151 80528681.9547 -81343983.3697
Total P&L (%) -5359.0078 -74.3162 -5284.6916 -815.3014 80528.682 -81343.9834
Avg Daily Profit (%) -2.6225 -0.0364 -2.5861 0 0.328 0
Buy And Hold Return (%) 5913.7575 5913.7575 5913.7575 5913.7575 5913.7575 5913.7575
Max Trade Drawdown -5461714 -177029 -5355097 -186852505 -55222877 -138401749
Profit Factor 0.099 0.814 0.0475 0.9966 2.0115 0.4917
Total Trades 82 41 41 82 41 41
Winning Trades 36 18 18 47 22 25
Losing Trades 46 23 23 35 19 16
Profitability (%) 43.9024 43.9024 43.9024 57.3171 53.6585 60.9756
Ratio Avg Win / Avg Loss 0.1265 1.0401 0.0607 0.7421 1.7372 0.3147
Largest Winning Trade 100208 100208 54467 93357183 93357183 15982685
Largest Losing Trade -4261850 -63548 -4261850 -101723909 -55222877 -101723909
Avg Bars in Trades 45 39 51 45 39 51
Avg Bars in Winners 32 28 35 42 41 42
Avg Bars in Losers 56 48 63 50 37 64
Bars Traded 3743 1633 2110 3743 1633 2110
Profit Streak 308.7876 367.7876 0 0 0 506.7876
Trades During Streak 1 1 0 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -591339 -580860 -583113 -588607 484723 -577948
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": 1569628800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759258451709,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 12,
            "offset": 134
        }
    }
}
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": [
        [
            -5359007.795294471,
            -74316.1932884058,
            -5284691.602006065,
            -815301.4150678304,
            80528681.95465235,
            -81343983.36972016
        ],
        [
            -5359.007795,
            -74.316193,
            -5284.691602,
            -815.301415,
            80528.681955,
            -81343.98337
        ],
        [
            -2.622465,
            -0.036367,
            -2.586098,
            0,
            0.328036,
            0
        ],
        [
            5913.757524,
            5913.757524,
            5913.757524,
            5913.757524,
            5913.757524,
            5913.757524
        ],
        [
            -5461714,
            -177029,
            -5355097,
            -186852505,
            -55222877,
            -138401749
        ],
        [
            0.099013,
            0.813974,
            0.047535,
            0.996598,
            2.011538,
            0.491654
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            36,
            18,
            18,
            47,
            22,
            25
        ],
        [
            46,
            23,
            23,
            35,
            19,
            16
        ],
        [
            43.902439,
            43.902439,
            43.902439,
            57.317073,
            53.658537,
            60.97561
        ],
        [
            0.126517,
            1.040078,
            0.06074,
            0.742147,
            1.737237,
            0.314659
        ],
        [
            100208,
            100208,
            54467,
            93357183,
            93357183,
            15982685
        ],
        [
            -4261850,
            -63548,
            -4261850,
            -101723909,
            -55222877,
            -101723909
        ],
        [
            45,
            39,
            51,
            45,
            39,
            51
        ],
        [
            32,
            28,
            35,
            42,
            41,
            42
        ],
        [
            56,
            48,
            63,
            50,
            37,
            64
        ],
        [
            3743,
            1633,
            2110,
            3743,
            1633,
            2110
        ],
        [
            308.787635,
            367.787635,
            0,
            0,
            0,
            506.787635
        ],
        [
            1,
            1,
            0,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -591339,
            -580860,
            -583113,
            -588607,
            484723,
            -577948
        ]
    ]
}
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": 1569628800000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759258451709,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 12,
            "offset": 134
        }
    }
}

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)