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Trade: ONE/USDT/120/KCL/SINWMA/5473

Strategy
ONE/USDT/120/KCL/SINWMA/5473
Pair
ONE_USDT
Interval
2h
Score
510232
Daily Profit
0.818757
Profit Factor
3.683309
Profitability
34.188034
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 13:29
Expiration Time
2025-12-18 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1705740.2704 1597349.2869 108390.9835 2265602.3116 716138.6754 1549463.6362
Total P&L (%) 1705.7403 1597.3493 108.391 2265.6023 716.1387 1549.4636
Avg Daily Profit (%) 0.8188 0.7667 0.052 0.152 0.1008 0.1346
Buy And Hold Return (%) 50.9009 50.9009 50.9009 50.9009 50.9009 50.9009
Max Trade Drawdown -129153 -179336 -39862 -5960270 -7287476 -1405071
Profit Factor 3.6833 4.2915 1.7207 1.0963 1.0391 1.2971
Total Trades 117 58 59 117 58 59
Winning Trades 40 12 28 40 12 28
Losing Trades 77 46 31 77 46 31
Profitability (%) 34.188 20.6897 47.4576 34.188 20.6897 47.4576
Ratio Avg Win / Avg Loss 7.0904 16.4508 1.9051 2.1104 3.9833 1.4361
Largest Winning Trade 1257825 1257825 55441 4822962 4822962 1864945
Largest Losing Trade -26079 -26079 -21515 -1509777 -1509777 -777166
Avg Bars in Trades 209 365 55 209 365 55
Avg Bars in Winners 393 1106 88 393 1106 88
Avg Bars in Losers 113 172 25 113 172 25
Bars Traded 24472 21204 3268 24472 21204 3268
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 510232 -208988 -303869 -111657 -463481 -190477
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1581105600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759573794754,
    "expiration_time": 1766044800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "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": [
        [
            1705740.2704465664,
            1597349.2869033036,
            108390.9835432638,
            2265602.3115937742,
            716138.6754181619,
            1549463.6361756127
        ],
        [
            1705.74027,
            1597.349287,
            108.390984,
            2265.602312,
            716.138675,
            1549.463636
        ],
        [
            0.818757,
            0.766729,
            0.052028,
            0.151969,
            0.100823,
            0.134636
        ],
        [
            50.900901,
            50.900901,
            50.900901,
            50.900901,
            50.900901,
            50.900901
        ],
        [
            -129153,
            -179336,
            -39862,
            -5960270,
            -7287476,
            -1405071
        ],
        [
            3.683309,
            4.291512,
            1.720724,
            1.096336,
            1.039126,
            1.297145
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            40,
            12,
            28,
            40,
            12,
            28
        ],
        [
            77,
            46,
            31,
            77,
            46,
            31
        ],
        [
            34.188034,
            20.689655,
            47.457627,
            34.188034,
            20.689655,
            47.457627
        ],
        [
            7.09037,
            16.450795,
            1.905087,
            2.110447,
            3.983318,
            1.436125
        ],
        [
            1257825,
            1257825,
            55441,
            4822962,
            4822962,
            1864945
        ],
        [
            -26079,
            -26079,
            -21515,
            -1509777,
            -1509777,
            -777166
        ],
        [
            209,
            365,
            55,
            209,
            365,
            55
        ],
        [
            393,
            1106,
            88,
            393,
            1106,
            88
        ],
        [
            113,
            172,
            25,
            113,
            172,
            25
        ],
        [
            24472,
            21204,
            3268,
            24472,
            21204,
            3268
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            510232,
            -208988,
            -303869,
            -111657,
            -463481,
            -190477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1581105600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759573794754,
    "expiration_time": 1766044800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "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)