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Trade: ALGO/USDT/60/KCL/JMA/1891

Strategy
ALGO/USDT/60/KCL/JMA/1891
Pair
ALGO_USDT
Interval
1h
Score
445682
Daily Profit
0.276319
Profit Factor
1.539017
Profitability
50.000000
Streak
18.824087
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-11 15:46
Expiration Time
2025-12-25 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 287833.7207 251817.5052 36016.2155 92240.3263 85222.5213 7017.8049
Total P&L (%) 287.8337 251.8175 36.0162 92.2403 85.2225 7.0178
Avg Daily Profit (%) 0.2763 0.2417 0.0346 0.0628 0.0592 0.0065
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109565 -89510 -41699 -411618 -350117 -105617
Profit Factor 1.539 1.6406 1.2556 1.0799 1.0962 1.0261
Total Trades 170 85 85 170 85 85
Winning Trades 85 37 48 85 37 48
Losing Trades 85 48 37 85 48 37
Profitability (%) 50 43.5294 56.4706 50 43.5294 56.4706
Ratio Avg Win / Avg Loss 1.539 2.1284 0.9678 1.0799 1.4221 0.791
Largest Winning Trade 264319 264319 25229 414144 414144 26399
Largest Losing Trade -25962 -25962 -14557 -130922 -130922 -28523
Avg Bars in Trades 143 244 42 143 244 42
Avg Bars in Winners 175 357 35 175 357 35
Avg Bars in Losers 112 158 52 112 158 52
Bars Traded 24453 20820 3633 24453 20820 3633
Profit Streak 18.8241 0 23.1158 18.8241 0 23.1158
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445682 296694 -150078 -240305 -231402 -542317
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670184000000,
    "first_datapoint_time": 1670677200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760186801117,
    "expiration_time": 1766664000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 66,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 138,
            "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": [
        [
            287833.7206518895,
            251817.5051585864,
            36016.2154933031,
            92240.3262520093,
            85222.5213334686,
            7017.8049185406
        ],
        [
            287.833721,
            251.817505,
            36.016215,
            92.240326,
            85.222521,
            7.017805
        ],
        [
            0.276319,
            0.241744,
            0.034575,
            0.062763,
            0.059191,
            0.006511
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109565,
            -89510,
            -41699,
            -411618,
            -350117,
            -105617
        ],
        [
            1.539017,
            1.640632,
            1.255578,
            1.079903,
            1.09623,
            1.02611
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            85,
            37,
            48,
            85,
            37,
            48
        ],
        [
            85,
            48,
            37,
            85,
            48,
            37
        ],
        [
            50,
            43.529412,
            56.470588,
            50,
            43.529412,
            56.470588
        ],
        [
            1.539017,
            2.128388,
            0.967841,
            1.079903,
            1.422136,
            0.79096
        ],
        [
            264319,
            264319,
            25229,
            414144,
            414144,
            26399
        ],
        [
            -25962,
            -25962,
            -14557,
            -130922,
            -130922,
            -28523
        ],
        [
            143,
            244,
            42,
            143,
            244,
            42
        ],
        [
            175,
            357,
            35,
            175,
            357,
            35
        ],
        [
            112,
            158,
            52,
            112,
            158,
            52
        ],
        [
            24453,
            20820,
            3633,
            24453,
            20820,
            3633
        ],
        [
            18.824087,
            0,
            23.115754,
            18.824087,
            0,
            23.115754
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445682,
            296694,
            -150078,
            -240305,
            -231402,
            -542317
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670184000000,
    "first_datapoint_time": 1670677200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760186801117,
    "expiration_time": 1766664000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 66,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 138,
            "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)