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Trade: ALGO/USDT/120/KCL/JMA/6801

Strategy
ALGO/USDT/120/KCL/JMA/6801
Pair
ALGO_USDT
Interval
2h
Score
384155
Daily Profit
0.280163
Profit Factor
1.980911
Profitability
41.121495
Streak
112.896793
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 20:31
Expiration Time
2025-12-18 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 583671.485 514178.4537 69493.0312 225642.4177 164409.4897 61232.9281
Total P&L (%) 583.6715 514.1785 69.493 225.6424 164.4095 61.2329
Avg Daily Profit (%) 0.2802 0.2468 0.0334 0.0567 0.0467 0.0229
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223469 -196396 -57010 -1814792 -1705946 -450693
Profit Factor 1.9809 2.1123 1.5234 1.0605 1.0562 1.076
Total Trades 107 53 54 107 53 54
Winning Trades 44 18 26 44 18 26
Losing Trades 63 35 28 63 35 28
Profitability (%) 41.1215 33.9623 48.1481 41.1215 33.9623 48.1481
Ratio Avg Win / Avg Loss 2.8363 4.1073 1.6406 1.5185 2.0538 1.1588
Largest Winning Trade 373104 373104 40173 1111036 1111036 331740
Largest Losing Trade -48130 -48130 -25714 -417900 -417900 -300551
Avg Bars in Trades 227 423 34 227 423 34
Avg Bars in Winners 323 738 35 323 738 35
Avg Bars in Losers 159 261 32 159 261 32
Bars Traded 24307 22461 1846 24307 22461 1846
Profit Streak 112.8968 112.8968 122.3968 112.8968 112.8968 122.3968
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384155 -173552 -325620 -271889 -474120 -479530
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579528800000,
    "first_datapoint_time": 1580234400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759599082903,
    "expiration_time": 1766073600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 99,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    }
}
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": [
        [
            583671.484950296,
            514178.4537303281,
            69493.0312199679,
            225642.4177234574,
            164409.4896678847,
            61232.9280555729
        ],
        [
            583.671485,
            514.178454,
            69.493031,
            225.642418,
            164.40949,
            61.232928
        ],
        [
            0.280163,
            0.246806,
            0.033357,
            0.056686,
            0.046683,
            0.022931
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223469,
            -196396,
            -57010,
            -1814792,
            -1705946,
            -450693
        ],
        [
            1.980911,
            2.112316,
            1.523407,
            1.060515,
            1.056241,
            1.076027
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            44,
            18,
            26,
            44,
            18,
            26
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            41.121495,
            33.962264,
            48.148148,
            41.121495,
            33.962264,
            48.148148
        ],
        [
            2.836305,
            4.10728,
            1.640593,
            1.518465,
            2.053803,
            1.158798
        ],
        [
            373104,
            373104,
            40173,
            1111036,
            1111036,
            331740
        ],
        [
            -48130,
            -48130,
            -25714,
            -417900,
            -417900,
            -300551
        ],
        [
            227,
            423,
            34,
            227,
            423,
            34
        ],
        [
            323,
            738,
            35,
            323,
            738,
            35
        ],
        [
            159,
            261,
            32,
            159,
            261,
            32
        ],
        [
            24307,
            22461,
            1846,
            24307,
            22461,
            1846
        ],
        [
            112.896793,
            112.896793,
            122.396793,
            112.896793,
            112.896793,
            122.396793
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384155,
            -173552,
            -325620,
            -271889,
            -474120,
            -479530
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579528800000,
    "first_datapoint_time": 1580234400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759599082903,
    "expiration_time": 1766073600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 99,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    }
}

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)