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Trade: ONE/USDT/120/KCB/ZLMA/6205

Strategy
ONE/USDT/120/KCB/ZLMA/6205
Pair
ONE_USDT
Interval
2h
Score
554603
Daily Profit
0.481193
Profit Factor
2.032340
Profitability
50.785340
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 22:22
Expiration Time
2025-12-25 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1002484.5326 820565.0202 181919.5123 15140636.8776 -20437447.706 35578084.5836
Total P&L (%) 1002.4845 820.565 181.9195 15140.6369 -20437.4477 35578.0846
Avg Daily Profit (%) 0.4812 0.3939 0.0873 0.2416 0 0.2825
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122860 -77251 -90762 -80337019 -53898815 -34505014
Profit Factor 2.0323 2.6264 1.3899 1.0623 0.8503 1.3344
Total Trades 191 95 96 191 95 96
Winning Trades 97 45 52 97 45 52
Losing Trades 94 50 44 94 50 44
Profitability (%) 50.7853 47.3684 54.1667 50.7853 47.3684 54.1667
Ratio Avg Win / Avg Loss 1.9695 2.9182 1.1761 1.0295 0.9448 1.1291
Largest Winning Trade 178402 178402 82818 32954117 13009595 32954117
Largest Losing Trade -55268 -48882 -55268 -27856966 -17018674 -27856966
Avg Bars in Trades 128 112 144 128 112 144
Avg Bars in Winners 145 129 158 145 129 158
Avg Bars in Losers 111 96 127 111 96 127
Bars Traded 24568 10677 13892 24568 10677 13892
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 554603 481671 -75501 -142478 -582102 334048
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580140800000,
    "first_datapoint_time": 1581609600000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760210524116,
    "expiration_time": 1766685600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 64,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 205,
            "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": [
        [
            1002484.5325645551,
            820565.0202258567,
            181919.5123386986,
            15140636.877648447,
            -20437447.70597974,
            35578084.583628185
        ],
        [
            1002.484533,
            820.56502,
            181.919512,
            15140.636878,
            -20437.447706,
            35578.084584
        ],
        [
            0.481193,
            0.393872,
            0.087322,
            0.241566,
            0,
            0.282501
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122860,
            -77251,
            -90762,
            -80337019,
            -53898815,
            -34505014
        ],
        [
            2.03234,
            2.626361,
            1.389934,
            1.062322,
            0.850331,
            1.334408
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            97,
            45,
            52,
            97,
            45,
            52
        ],
        [
            94,
            50,
            44,
            94,
            50,
            44
        ],
        [
            50.78534,
            47.368421,
            54.166667,
            50.78534,
            47.368421,
            54.166667
        ],
        [
            1.969484,
            2.918179,
            1.176098,
            1.029467,
            0.944813,
            1.129115
        ],
        [
            178402,
            178402,
            82818,
            32954117,
            13009595,
            32954117
        ],
        [
            -55268,
            -48882,
            -55268,
            -27856966,
            -17018674,
            -27856966
        ],
        [
            128,
            112,
            144,
            128,
            112,
            144
        ],
        [
            145,
            129,
            158,
            145,
            129,
            158
        ],
        [
            111,
            96,
            127,
            111,
            96,
            127
        ],
        [
            24568,
            10677,
            13892,
            24568,
            10677,
            13892
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            554603,
            481671,
            -75501,
            -142478,
            -582102,
            334048
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580140800000,
    "first_datapoint_time": 1581609600000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760210524116,
    "expiration_time": 1766685600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 64,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 205,
            "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)