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Trade: EGLD/USDT/120/SINWMA/KCU/5664

Strategy
EGLD/USDT/120/SINWMA/KCU/5664
Pair
EGLD_USDT
Interval
2h
Score
598025
Daily Profit
0.964635
Profit Factor
2.278409
Profitability
37.534247
Streak
0.000000
Best Strategy
Training Data Length
1855.080000
Evaluation Time
2025-10-02 18:57
Expiration Time
2025-12-08 10:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1789474.1942 1782580.1759 6894.0183 49267.4133 490153.1936 -440885.7803
Total P&L (%) 1789.4742 1782.5802 6.894 49.2674 490.1532 -440.8858
Avg Daily Profit (%) 0.9646 0.9609 0.0037 0.0216 0.0957 0
Buy And Hold Return (%) 26.878 26.878 26.878 26.878 26.878 26.878
Max Trade Drawdown -225101 -210591 -74781 -2815591 -2481997 -641030
Profit Factor 2.2784 3.2737 1.0112 1.0053 1.0919 0.8908
Total Trades 730 365 365 730 365 365
Winning Trades 274 116 158 274 116 158
Losing Trades 456 249 207 456 249 207
Profitability (%) 37.5342 31.7808 43.2877 37.5342 31.7808 43.2877
Ratio Avg Win / Avg Loss 3.7918 7.0272 1.3248 1.673 2.3438 1.167
Largest Winning Trade 1762445 1762445 25754 1556232 1556232 320099
Largest Losing Trade -22230 -21338 -22230 -444928 -444928 -412835
Avg Bars in Trades 30 41 18 30 41 18
Avg Bars in Winners 51 89 23 51 89 23
Avg Bars in Losers 16 19 13 16 19 13
Bars Traded 21930 15323 6607 21930 15323 6607
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 598025 497928 -562820 -386682 -189217 -580091
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22261,
    "evaluation_days": 1855.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600653600000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759420653767,
    "expiration_time": 1765183651200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            1789474.194211277,
            1782580.1758705573,
            6894.0183407164,
            49267.4133062641,
            490153.1935693112,
            -440885.7802630482
        ],
        [
            1789.474194,
            1782.580176,
            6.894018,
            49.267413,
            490.153194,
            -440.88578
        ],
        [
            0.964635,
            0.960918,
            0.003716,
            0.021595,
            0.09574,
            0
        ],
        [
            26.877977,
            26.877977,
            26.877977,
            26.877977,
            26.877977,
            26.877977
        ],
        [
            -225101,
            -210591,
            -74781,
            -2815591,
            -2481997,
            -641030
        ],
        [
            2.278409,
            3.273695,
            1.011196,
            1.005258,
            1.091895,
            0.890764
        ],
        [
            730,
            365,
            365,
            730,
            365,
            365
        ],
        [
            274,
            116,
            158,
            274,
            116,
            158
        ],
        [
            456,
            249,
            207,
            456,
            249,
            207
        ],
        [
            37.534247,
            31.780822,
            43.287671,
            37.534247,
            31.780822,
            43.287671
        ],
        [
            3.791804,
            7.027156,
            1.324795,
            1.672984,
            2.343809,
            1.167014
        ],
        [
            1762445,
            1762445,
            25754,
            1556232,
            1556232,
            320099
        ],
        [
            -22230,
            -21338,
            -22230,
            -444928,
            -444928,
            -412835
        ],
        [
            30,
            41,
            18,
            30,
            41,
            18
        ],
        [
            51,
            89,
            23,
            51,
            89,
            23
        ],
        [
            16,
            19,
            13,
            16,
            19,
            13
        ],
        [
            21930,
            15323,
            6607,
            21930,
            15323,
            6607
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            598025,
            497928,
            -562820,
            -386682,
            -189217,
            -580091
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22261,
    "evaluation_days": 1855.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600653600000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759420653767,
    "expiration_time": 1765183651200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)