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Trade: ONE/USDT/240/HWMA/KCL/6009

Strategy
ONE/USDT/240/HWMA/KCL/6009
Pair
ONE_USDT
Interval
4h
Score
597819
Daily Profit
0.333789
Profit Factor
3.217950
Profitability
50.442478
Streak
104.451307
Best Strategy
Training Data Length
2320.170000
Evaluation Time
2025-10-07 17:49
Expiration Time
2025-12-16 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2054253.5429 79857.6807 -2134111.2236 -46819.2084 227821701.307 -227868520.5154
Total P&L (%) -2054.2535 79.8577 -2134.1112 -46.8192 227821.7013 -227868.5205
Avg Daily Profit (%) -0.8854 0.0344 -0.9198 -0.0272 0.3338 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2386859 -134810 -2408157 -383421283 -36303475 -397820802
Profit Factor 0.3794 1.1917 0.2625 0.9999 3.218 0.5434
Total Trades 226 113 113 226 113 113
Winning Trades 170 75 95 114 57 57
Losing Trades 56 38 18 112 56 56
Profitability (%) 75.2212 66.3717 84.0708 50.4425 50.4425 50.4425
Ratio Avg Win / Avg Loss 0.125 0.6038 0.0497 0.9824 3.1615 0.5338
Largest Winning Trade 29782 22141 29782 137943158 137943158 71675312
Largest Losing Trade -2053779 -80077 -2053779 -289208484 -28868607 -289208484
Avg Bars in Trades 60 40 80 60 40 80
Avg Bars in Winners 30 17 40 67 45 88
Avg Bars in Losers 150 85 288 53 34 71
Bars Traded 13626 4547 9079 13626 4547 9079
Profit Streak 67.2846 104.4513 67.2846 67.2846 104.4513 67.2846
Trades During Streak 5 6 2 5 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574837 -154891 -575499 -578049 597819 -580004
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13921,
    "evaluation_days": 2320.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562284800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759848592937,
    "expiration_time": 1765852272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 204,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -2054253.5429268137,
            79857.68071092,
            -2134111.223637734,
            -46819.2084142201,
            227821701.306953,
            -227868520.51536742
        ],
        [
            -2054.253543,
            79.857681,
            -2134.111224,
            -46.819208,
            227821.701307,
            -227868.520515
        ],
        [
            -0.885389,
            0.034419,
            -0.919808,
            -0.027213,
            0.333789,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2386859,
            -134810,
            -2408157,
            -383421283,
            -36303475,
            -397820802
        ],
        [
            0.379428,
            1.191707,
            0.262496,
            0.999922,
            3.21795,
            0.54338
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            170,
            75,
            95,
            114,
            57,
            57
        ],
        [
            56,
            38,
            18,
            112,
            56,
            56
        ],
        [
            75.221239,
            66.371681,
            84.070796,
            50.442478,
            50.442478,
            50.442478
        ],
        [
            0.124988,
            0.603798,
            0.049736,
            0.98238,
            3.161494,
            0.533847
        ],
        [
            29782,
            22141,
            29782,
            137943158,
            137943158,
            71675312
        ],
        [
            -2053779,
            -80077,
            -2053779,
            -289208484,
            -28868607,
            -289208484
        ],
        [
            60,
            40,
            80,
            60,
            40,
            80
        ],
        [
            30,
            17,
            40,
            67,
            45,
            88
        ],
        [
            150,
            85,
            288,
            53,
            34,
            71
        ],
        [
            13626,
            4547,
            9079,
            13626,
            4547,
            9079
        ],
        [
            67.28464,
            104.451307,
            67.28464,
            67.28464,
            104.451307,
            67.28464
        ],
        [
            5,
            6,
            2,
            5,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574837,
            -154891,
            -575499,
            -578049,
            597819,
            -580004
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13921,
    "evaluation_days": 2320.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562284800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759848592937,
    "expiration_time": 1765852272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 204,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)