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Trade: ONE/USDT/120/KCL/ALMA/7503

Strategy
ONE/USDT/120/KCL/ALMA/7503
Pair
ONE_USDT
Interval
2h
Score
492147
Daily Profit
0.331845
Profit Factor
1.757143
Profitability
60.317460
Streak
12.611109
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 01:40
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 691067.3275 736067.8452 -45000.5177 -17367.9479 4527.7458 -21895.6938
Total P&L (%) 691.0673 736.0678 -45.0005 -17.3679 4.5277 -21.8957
Avg Daily Profit (%) 0.3318 0.3535 -0.0216 -0.0092 0.0021 -0.0119
Buy And Hold Return (%) 94.501 94.501 94.501 94.501 94.501 94.501
Max Trade Drawdown -124622 -126395 -107796 -1135787 -1300353 -324381
Profit Factor 1.7571 2.1393 0.8312 0.9941 1.0019 0.9601
Total Trades 126 63 63 126 63 63
Winning Trades 76 36 40 76 36 40
Losing Trades 50 27 23 50 27 23
Profitability (%) 60.3175 57.1429 63.4921 60.3175 57.1429 63.4921
Ratio Avg Win / Avg Loss 1.156 1.6045 0.478 0.654 0.7514 0.5521
Largest Winning Trade 210630 210630 19467 681732 681732 123765
Largest Losing Trade -89583 -89583 -38309 -931938 -931938 -109267
Avg Bars in Trades 196 372 20 196 372 20
Avg Bars in Winners 89 168 17 89 168 17
Avg Bars in Losers 359 643 26 359 643 26
Bars Traded 24756 23438 1318 24756 23438 1318
Profit Streak 12.6111 0 71.8611 12.6111 0 71.8611
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492147 -132336 -724873 -578492 -721617 -724873
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579514400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758926399807,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 110,
            "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": [
        [
            691067.3275303493,
            736067.845213553,
            -45000.5176832038,
            -17367.9479365054,
            4527.7458394145,
            -21895.6937759199
        ],
        [
            691.067328,
            736.067845,
            -45.000518,
            -17.367948,
            4.527746,
            -21.895694
        ],
        [
            0.331845,
            0.353454,
            -0.021609,
            -0.00916,
            0.002126,
            -0.011866
        ],
        [
            94.501018,
            94.501018,
            94.501018,
            94.501018,
            94.501018,
            94.501018
        ],
        [
            -124622,
            -126395,
            -107796,
            -1135787,
            -1300353,
            -324381
        ],
        [
            1.757143,
            2.139301,
            0.831245,
            0.994099,
            1.001891,
            0.960137
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            76,
            36,
            40,
            76,
            36,
            40
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            60.31746,
            57.142857,
            63.492063,
            60.31746,
            57.142857,
            63.492063
        ],
        [
            1.156015,
            1.604476,
            0.477966,
            0.654013,
            0.751418,
            0.552079
        ],
        [
            210630,
            210630,
            19467,
            681732,
            681732,
            123765
        ],
        [
            -89583,
            -89583,
            -38309,
            -931938,
            -931938,
            -109267
        ],
        [
            196,
            372,
            20,
            196,
            372,
            20
        ],
        [
            89,
            168,
            17,
            89,
            168,
            17
        ],
        [
            359,
            643,
            26,
            359,
            643,
            26
        ],
        [
            24756,
            23438,
            1318,
            24756,
            23438,
            1318
        ],
        [
            12.611109,
            0,
            71.861109,
            12.611109,
            0,
            71.861109
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492147,
            -132336,
            -724873,
            -578492,
            -721617,
            -724873
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579514400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758926399807,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 110,
            "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)