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Trade: FTM/USDT/720/VWAP/KCL/1636

Strategy
FTM/USDT/720/VWAP/KCL/1636
Pair
FTM_USDT
Interval
12h
Score
427323
Daily Profit
0.324180
Profit Factor
2.311157
Profitability
43.181818
Streak
389.455583
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 13:56
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 -1812834.7932 60083.5179 -1872918.3112 8136688.6634 74439023.0535 -66302334.3901
Total P&L (%) -1812.8348 60.0835 -1872.9183 8136.6887 74439.0231 -66302.3344
Avg Daily Profit (%) -0.8871 0.0294 -0.9165 0.2161 0.3242 0
Buy And Hold Return (%) 6473.3083 6473.3083 6473.3083 6473.3083 6473.3083 6473.3083
Max Trade Drawdown -1900506 -115993 -1942535 -156775960 -49093200 -111474265
Profit Factor 0.231 1.3003 0.1318 1.0432 2.3112 0.4961
Total Trades 88 44 44 88 44 44
Winning Trades 67 31 36 39 19 20
Losing Trades 21 13 8 49 25 24
Profitability (%) 76.1364 70.4545 81.8182 44.3182 43.1818 45.4545
Ratio Avg Win / Avg Loss 0.0724 0.5453 0.0293 1.3107 3.041 0.5953
Largest Winning Trade 40608 40608 21802 116668306 116668306 31111284
Largest Losing Trade -1117013 -80388 -1117013 -56096610 -12958429 -56096610
Avg Bars in Trades 42 33 51 42 33 51
Avg Bars in Winners 9 9 9 56 49 63
Avg Bars in Losers 149 93 241 32 21 42
Bars Traded 3781 1494 2287 3781 1494 2287
Profit Streak 275.9556 389.4556 275.9556 275.9556 389.4556 275.9556
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575527 -317288 -576065 -251293 427323 -581898
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": 1569974400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759488962397,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 227,
            "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": [
        [
            -1812834.7932164504,
            60083.5179404501,
            -1872918.3111569,
            8136688.663354902,
            74439023.05345346,
            -66302334.39009857
        ],
        [
            -1812.834793,
            60.083518,
            -1872.918311,
            8136.688663,
            74439.023053,
            -66302.33439
        ],
        [
            -0.887122,
            0.029402,
            -0.916525,
            0.216097,
            0.32418,
            0
        ],
        [
            6473.308271,
            6473.308271,
            6473.308271,
            6473.308271,
            6473.308271,
            6473.308271
        ],
        [
            -1900506,
            -115993,
            -1942535,
            -156775960,
            -49093200,
            -111474265
        ],
        [
            0.230956,
            1.300343,
            0.131786,
            1.043198,
            2.311157,
            0.496123
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            67,
            31,
            36,
            39,
            19,
            20
        ],
        [
            21,
            13,
            8,
            49,
            25,
            24
        ],
        [
            76.136364,
            70.454545,
            81.818182,
            44.318182,
            43.181818,
            45.454545
        ],
        [
            0.072389,
            0.545305,
            0.029286,
            1.310685,
            3.040995,
            0.595348
        ],
        [
            40608,
            40608,
            21802,
            116668306,
            116668306,
            31111284
        ],
        [
            -1117013,
            -80388,
            -1117013,
            -56096610,
            -12958429,
            -56096610
        ],
        [
            42,
            33,
            51,
            42,
            33,
            51
        ],
        [
            9,
            9,
            9,
            56,
            49,
            63
        ],
        [
            149,
            93,
            241,
            32,
            21,
            42
        ],
        [
            3781,
            1494,
            2287,
            3781,
            1494,
            2287
        ],
        [
            275.955583,
            389.455583,
            275.955583,
            275.955583,
            389.455583,
            275.955583
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575527,
            -317288,
            -576065,
            -251293,
            427323,
            -581898
        ]
    ]
}
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": 1569974400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759488962397,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 227,
            "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)