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Trade: EGLD/USDT/120/KCL/SWMA/7940

Strategy
EGLD/USDT/120/KCL/SWMA/7940
Pair
EGLD_USDT
Interval
2h
Score
528339
Daily Profit
0.817920
Profit Factor
2.647408
Profitability
35.907336
Streak
17.050853
Best Strategy
Training Data Length
1862.580000
Evaluation Time
2025-10-10 06:13
Expiration Time
2025-12-16 05:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1523441.6795 1429590.5185 93851.1611 628967.8928 -712357.8899 1341325.7827
Total P&L (%) 1523.4417 1429.5905 93.8512 628.9679 -712.3579 1341.3258
Avg Daily Profit (%) 0.8179 0.7675 0.0504 0.1067 0 0.1434
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108272 -145255 -49795 -3768706 -4358560 -1133635
Profit Factor 2.6474 3.3983 1.2856 1.0348 0.9388 1.2092
Total Trades 259 129 130 259 129 130
Winning Trades 93 35 58 93 35 58
Losing Trades 166 94 72 166 94 72
Profitability (%) 35.9073 27.1318 44.6154 35.9073 27.1318 44.6154
Ratio Avg Win / Avg Loss 4.7255 9.1268 1.5959 1.8471 2.5215 1.501
Largest Winning Trade 1352424 1352424 31189 1701099 1701099 780497
Largest Losing Trade -17969 -17969 -16895 -703717 -584860 -703717
Avg Bars in Trades 85 131 39 85 131 39
Avg Bars in Winners 146 291 59 146 291 59
Avg Bars in Losers 50 71 23 50 71 23
Bars Traded 22032 16928 5104 22032 16928 5104
Profit Streak 17.0509 0 31.9675 17.0509 0 31.9675
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 528339 -1244 -126278 -234777 -598631 -2375
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22351,
    "evaluation_days": 1862.58,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599847200000,
    "last_datapoint_time": 1760061600000,
    "evaluation_time": 1760065993702,
    "expiration_time": 1765854979200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 22,
            "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": [
        [
            1523441.6795452754,
            1429590.5184659204,
            93851.161079356,
            628967.8927968444,
            -712357.8899369169,
            1341325.7827337617
        ],
        [
            1523.44168,
            1429.590518,
            93.851161,
            628.967893,
            -712.35789,
            1341.325783
        ],
        [
            0.81792,
            0.767532,
            0.050388,
            0.106708,
            0,
            0.143353
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108272,
            -145255,
            -49795,
            -3768706,
            -4358560,
            -1133635
        ],
        [
            2.647408,
            3.398269,
            1.285558,
            1.034824,
            0.938846,
            1.209175
        ],
        [
            259,
            129,
            130,
            259,
            129,
            130
        ],
        [
            93,
            35,
            58,
            93,
            35,
            58
        ],
        [
            166,
            94,
            72,
            166,
            94,
            72
        ],
        [
            35.907336,
            27.131783,
            44.615385,
            35.907336,
            27.131783,
            44.615385
        ],
        [
            4.72548,
            9.126781,
            1.595866,
            1.847106,
            2.521473,
            1.501045
        ],
        [
            1352424,
            1352424,
            31189,
            1701099,
            1701099,
            780497
        ],
        [
            -17969,
            -17969,
            -16895,
            -703717,
            -584860,
            -703717
        ],
        [
            85,
            131,
            39,
            85,
            131,
            39
        ],
        [
            146,
            291,
            59,
            146,
            291,
            59
        ],
        [
            50,
            71,
            23,
            50,
            71,
            23
        ],
        [
            22032,
            16928,
            5104,
            22032,
            16928,
            5104
        ],
        [
            17.050853,
            0,
            31.96752,
            17.050853,
            0,
            31.96752
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            528339,
            -1244,
            -126278,
            -234777,
            -598631,
            -2375
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22351,
    "evaluation_days": 1862.58,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599847200000,
    "last_datapoint_time": 1760061600000,
    "evaluation_time": 1760065993702,
    "expiration_time": 1765854979200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 22,
            "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)