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Trade: ETC/USDT/360/KCL/ZLMA/5654

Strategy
ETC/USDT/360/KCL/ZLMA/5654
Pair
ETC_USDT
Interval
6h
Score
329400
Daily Profit
0.212182
Profit Factor
3.567188
Profitability
48.275862
Streak
171.165986
Best Strategy
Training Data Length
2512.250000
Evaluation Time
2025-10-11 12:59
Expiration Time
2025-12-25 16:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 411918.4345 533053.2625 -121134.8281 -376879.4917 185781.2732 -562660.765
Total P&L (%) 411.9184 533.0533 -121.1348 -376.8795 185.7813 -562.6608
Avg Daily Profit (%) 0.164 0.2122 -0.0482 0 0.0418 0
Buy And Hold Return (%) 256.9774 256.9774 256.9774 256.9774 256.9774 256.9774
Max Trade Drawdown -254971 -111007 -177037 -941556 -336054 -719227
Profit Factor 1.9076 3.5672 0.508 0.7302 1.3379 0.3359
Total Trades 59 29 30 59 29 30
Winning Trades 35 14 21 29 14 15
Losing Trades 24 15 9 30 15 15
Profitability (%) 59.322 48.2759 70 49.1525 48.2759 50
Ratio Avg Win / Avg Loss 1.3081 3.822 0.2177 0.7554 1.4335 0.3359
Largest Winning Trade 568495 568495 29390 264870 264870 96480
Largest Losing Trade -176582 -47658 -176582 -666594 -284449 -666594
Avg Bars in Trades 146 268 28 146 268 28
Avg Bars in Winners 154 352 22 142 267 25
Avg Bars in Losers 134 189 42 150 268 31
Bars Traded 8626 7778 848 8626 7778 848
Profit Streak 80.916 171.166 80.916 0 0 0
Trades During Streak 2 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -177040 329400 -577397 -760607 -303252 -580547
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10049,
    "evaluation_days": 2512.25,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1548460800000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760176741187,
    "expiration_time": 1766674152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 249,
            "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": [
        [
            411918.4344646363,
            533053.2625251686,
            -121134.8280605324,
            -376879.4917103854,
            185781.2732459189,
            -562660.7649563045
        ],
        [
            411.918434,
            533.053263,
            -121.134828,
            -376.879492,
            185.781273,
            -562.660765
        ],
        [
            0.163964,
            0.212182,
            -0.048218,
            0,
            0.041806,
            0
        ],
        [
            256.977391,
            256.977391,
            256.977391,
            256.977391,
            256.977391,
            256.977391
        ],
        [
            -254971,
            -111007,
            -177037,
            -941556,
            -336054,
            -719227
        ],
        [
            1.907615,
            3.567188,
            0.507995,
            0.730226,
            1.337921,
            0.335891
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            35,
            14,
            21,
            29,
            14,
            15
        ],
        [
            24,
            15,
            9,
            30,
            15,
            15
        ],
        [
            59.322034,
            48.275862,
            70,
            49.152542,
            48.275862,
            50
        ],
        [
            1.308079,
            3.821987,
            0.217712,
            0.755406,
            1.433487,
            0.335891
        ],
        [
            568495,
            568495,
            29390,
            264870,
            264870,
            96480
        ],
        [
            -176582,
            -47658,
            -176582,
            -666594,
            -284449,
            -666594
        ],
        [
            146,
            268,
            28,
            146,
            268,
            28
        ],
        [
            154,
            352,
            22,
            142,
            267,
            25
        ],
        [
            134,
            189,
            42,
            150,
            268,
            31
        ],
        [
            8626,
            7778,
            848,
            8626,
            7778,
            848
        ],
        [
            80.915986,
            171.165986,
            80.915986,
            0,
            0,
            0
        ],
        [
            2,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -177040,
            329400,
            -577397,
            -760607,
            -303252,
            -580547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10049,
    "evaluation_days": 2512.25,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1548460800000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760176741187,
    "expiration_time": 1766674152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 249,
            "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)