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Trade: ALGO/USDT/480/KCL/PWMA/1145

Strategy
ALGO/USDT/480/KCL/PWMA/1145
Pair
ALGO_USDT
Interval
8h
Score
344275
Daily Profit
0.164982
Profit Factor
1.269656
Profitability
61.290323
Streak
0.000000
Best Strategy
Training Data Length
2295.000000
Evaluation Time
2025-10-02 22:54
Expiration Time
2025-12-10 14:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 378633.4363 313365.4318 65268.0045 2913.5903 440.8231 2472.7672
Total P&L (%) 378.6334 313.3654 65.268 2.9136 0.4408 2.4728
Avg Daily Profit (%) 0.165 0.1365 0.0284 0.0013 0.0002 0.0011
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196273 -206309 -85132 -2108930 -1898075 -342894
Profit Factor 1.2697 1.3136 1.1612 1.0005 1.0001 1.0014
Total Trades 434 217 217 434 217 217
Winning Trades 266 134 132 266 134 132
Losing Trades 168 83 85 168 83 85
Profitability (%) 61.2903 61.7512 60.8295 61.2903 61.7512 60.8295
Ratio Avg Win / Avg Loss 0.8019 0.8136 0.7478 0.6319 0.6195 0.6448
Largest Winning Trade 68717 68717 17032 780888 780888 165384
Largest Losing Trade -70210 -70210 -25173 -499908 -499908 -270021
Avg Bars in Trades 15 28 2 15 28 2
Avg Bars in Winners 8 15 2 8 15 2
Avg Bars in Losers 25 48 3 25 48 3
Bars Traded 6754 6123 631 6754 6123 631
Profit Streak 0 0 78.1628 0 0 78.1628
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344275 -9867 -196311 -574583 -578030 -574105
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6885,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561737600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759434862198,
    "expiration_time": 1765369440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 21,
            "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": [
        [
            378633.4362850731,
            313365.4317880442,
            65268.0044970294,
            2913.5903238856,
            440.823139201,
            2472.7671846847
        ],
        [
            378.633436,
            313.365432,
            65.268004,
            2.91359,
            0.440823,
            2.472767
        ],
        [
            0.164982,
            0.136543,
            0.028439,
            0.001251,
            0.000192,
            0.001064
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196273,
            -206309,
            -85132,
            -2108930,
            -1898075,
            -342894
        ],
        [
            1.269656,
            1.313573,
            1.161236,
            1.00047,
            1.0001,
            1.001389
        ],
        [
            434,
            217,
            217,
            434,
            217,
            217
        ],
        [
            266,
            134,
            132,
            266,
            134,
            132
        ],
        [
            168,
            83,
            85,
            168,
            83,
            85
        ],
        [
            61.290323,
            61.751152,
            60.829493,
            61.290323,
            61.751152,
            60.829493
        ],
        [
            0.801888,
            0.813631,
            0.747766,
            0.631876,
            0.619465,
            0.644834
        ],
        [
            68717,
            68717,
            17032,
            780888,
            780888,
            165384
        ],
        [
            -70210,
            -70210,
            -25173,
            -499908,
            -499908,
            -270021
        ],
        [
            15,
            28,
            2,
            15,
            28,
            2
        ],
        [
            8,
            15,
            2,
            8,
            15,
            2
        ],
        [
            25,
            48,
            3,
            25,
            48,
            3
        ],
        [
            6754,
            6123,
            631,
            6754,
            6123,
            631
        ],
        [
            0,
            0,
            78.162757,
            0,
            0,
            78.162757
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344275,
            -9867,
            -196311,
            -574583,
            -578030,
            -574105
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6885,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1561737600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759434862198,
    "expiration_time": 1765369440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 21,
            "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)