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Trade: FTM/USDT/720/PWMA/KCL/4891

Strategy
FTM/USDT/720/PWMA/KCL/4891
Pair
FTM_USDT
Interval
12h
Score
492721
Daily Profit
0.284916
Profit Factor
2.178839
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-04 02:38
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 -2707305.6699 4004.6755 -2711310.3454 1933144.977 33395025.8564 -31461880.8793
Total P&L (%) -2707.3057 4.0047 -2711.3103 1933.145 33395.0259 -31461.8809
Avg Daily Profit (%) -1.3248 0.002 -1.3268 0.1475 0.2849 0
Buy And Hold Return (%) 4600.2688 4600.2688 4600.2688 4600.2688 4600.2688 4600.2688
Max Trade Drawdown -2838940 -99325 -2813688 -77992201 -18596962 -70975149
Profit Factor 0.1605 1.0188 0.0999 1.0172 2.1788 0.6246
Total Trades 65 32 33 65 32 33
Winning Trades 38 17 21 40 18 22
Losing Trades 27 15 12 25 14 11
Profitability (%) 58.4615 53.125 63.6364 61.5385 56.25 66.6667
Ratio Avg Win / Avg Loss 0.1141 0.8989 0.0571 0.6358 1.6947 0.3123
Largest Winning Trade 38166 23980 38166 53215660 53215660 23998265
Largest Losing Trade -1963158 -76968 -1963158 -43971269 -9024491 -43971269
Avg Bars in Trades 58 45 70 58 45 70
Avg Bars in Winners 22 22 22 53 53 54
Avg Bars in Losers 108 71 154 65 36 102
Bars Traded 3782 1459 2323 3782 1459 2323
Profit Streak 274.4851 0 274.9851 274.4851 0 274.9851
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -715092 -557106 -578446 -498631 492721 -578053
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": 1568851200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759534710206,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 201,
            "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": [
        [
            -2707305.669888583,
            4004.6754950599,
            -2711310.3453836427,
            1933144.9770206762,
            33395025.856358577,
            -31461880.879337896
        ],
        [
            -2707.30567,
            4.004675,
            -2711.310345,
            1933.144977,
            33395.025856,
            -31461.880879
        ],
        [
            -1.324838,
            0.00196,
            -1.326797,
            0.147511,
            0.284916,
            0
        ],
        [
            4600.268817,
            4600.268817,
            4600.268817,
            4600.268817,
            4600.268817,
            4600.268817
        ],
        [
            -2838940,
            -99325,
            -2813688,
            -77992201,
            -18596962,
            -70975149
        ],
        [
            0.160547,
            1.018805,
            0.099867,
            1.01724,
            2.178839,
            0.624564
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            38,
            17,
            21,
            40,
            18,
            22
        ],
        [
            27,
            15,
            12,
            25,
            14,
            11
        ],
        [
            58.461538,
            53.125,
            63.636364,
            61.538462,
            56.25,
            66.666667
        ],
        [
            0.114073,
            0.898945,
            0.057067,
            0.635775,
            1.694653,
            0.312282
        ],
        [
            38166,
            23980,
            38166,
            53215660,
            53215660,
            23998265
        ],
        [
            -1963158,
            -76968,
            -1963158,
            -43971269,
            -9024491,
            -43971269
        ],
        [
            58,
            45,
            70,
            58,
            45,
            70
        ],
        [
            22,
            22,
            22,
            53,
            53,
            54
        ],
        [
            108,
            71,
            154,
            65,
            36,
            102
        ],
        [
            3782,
            1459,
            2323,
            3782,
            1459,
            2323
        ],
        [
            274.485072,
            0,
            274.985072,
            274.485072,
            0,
            274.985072
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -715092,
            -557106,
            -578446,
            -498631,
            492721,
            -578053
        ]
    ]
}
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": 1568851200000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759534710206,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 201,
            "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)