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Trade: ONE/USDT/360/FWMA/KCL/4099

Strategy
ONE/USDT/360/FWMA/KCL/4099
Pair
ONE_USDT
Interval
6h
Score
606513
Daily Profit
0.342016
Profit Factor
3.768036
Profitability
50.862069
Streak
58.001765
Best Strategy
Training Data Length
2313.500000
Evaluation Time
2025-09-30 15:02
Expiration Time
2025-12-08 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2777124.0141 -48828.9607 -2728295.0534 -393597.4236 269367971.9568 -269761569.3804
Total P&L (%) -2777.124 -48.829 -2728.2951 -393.5974 269367.972 -269761.5694
Avg Daily Profit (%) -1.2004 -0.0211 -1.1793 0 0.342 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -3122696 -189186 -3025377 -459844818 -31487403 -504640510
Profit Factor 0.2914 0.88 0.2233 0.9995 3.768 0.5804
Total Trades 231 116 115 231 116 115
Winning Trades 174 76 98 115 59 56
Losing Trades 57 40 17 116 57 59
Profitability (%) 75.3247 65.5172 85.2174 49.7836 50.8621 48.6957
Ratio Avg Win / Avg Loss 0.0955 0.4631 0.0387 1.0082 3.6403 0.6115
Largest Winning Trade 38237 35261 38237 138292186 121008998 138292186
Largest Losing Trade -2534816 -58081 -2534816 -369699811 -16179954 -369699811
Avg Bars in Trades 39 17 62 39 17 62
Avg Bars in Winners 21 6 33 38 18 60
Avg Bars in Losers 93 36 228 40 16 64
Bars Traded 9149 1997 7152 9149 1997 7152
Profit Streak 0 0 123.0018 8.2518 58.0018 0
Trades During Streak 0 0 5 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576286 -578734 -574931 -577313 606513 -581533
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9254,
    "evaluation_days": 2313.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560708000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759233752469,
    "expiration_time": 1765208592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 64,
            "offset": 190,
            "scalar": 2
        }
    }
}
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": [
        [
            -2777124.0140896654,
            -48828.9606905858,
            -2728295.0533990804,
            -393597.4236043672,
            269367971.9568195,
            -269761569.3804239
        ],
        [
            -2777.124014,
            -48.828961,
            -2728.295053,
            -393.597424,
            269367.971957,
            -269761.56938
        ],
        [
            -1.200399,
            -0.021106,
            -1.179293,
            0,
            0.342016,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -3122696,
            -189186,
            -3025377,
            -459844818,
            -31487403,
            -504640510
        ],
        [
            0.291443,
            0.879982,
            0.223274,
            0.999468,
            3.768036,
            0.580419
        ],
        [
            231,
            116,
            115,
            231,
            116,
            115
        ],
        [
            174,
            76,
            98,
            115,
            59,
            56
        ],
        [
            57,
            40,
            17,
            116,
            57,
            59
        ],
        [
            75.324675,
            65.517241,
            85.217391,
            49.78355,
            50.862069,
            48.695652
        ],
        [
            0.095473,
            0.463149,
            0.038731,
            1.008159,
            3.640306,
            0.611513
        ],
        [
            38237,
            35261,
            38237,
            138292186,
            121008998,
            138292186
        ],
        [
            -2534816,
            -58081,
            -2534816,
            -369699811,
            -16179954,
            -369699811
        ],
        [
            39,
            17,
            62,
            39,
            17,
            62
        ],
        [
            21,
            6,
            33,
            38,
            18,
            60
        ],
        [
            93,
            36,
            228,
            40,
            16,
            64
        ],
        [
            9149,
            1997,
            7152,
            9149,
            1997,
            7152
        ],
        [
            0,
            0,
            123.001765,
            8.251765,
            58.001765,
            0
        ],
        [
            0,
            0,
            5,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576286,
            -578734,
            -574931,
            -577313,
            606513,
            -581533
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9254,
    "evaluation_days": 2313.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560708000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759233752469,
    "expiration_time": 1765208592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 64,
            "offset": 190,
            "scalar": 2
        }
    }
}

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)