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Trade: ALGO/USDT/240/KCL/PWMA/6224

Strategy
ALGO/USDT/240/KCL/PWMA/6224
Pair
ALGO_USDT
Interval
4h
Score
485575
Daily Profit
0.263352
Profit Factor
1.702780
Profitability
51.764706
Streak
18.321559
Best Strategy
Training Data Length
2292.330000
Evaluation Time
2025-09-30 18:43
Expiration Time
2025-12-08 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 603688.9053 507095.265 96593.6404 111912.9939 167091.9663 -55178.9724
Total P&L (%) 603.6889 507.0953 96.5936 111.913 167.092 -55.179
Avg Daily Profit (%) 0.2634 0.2212 0.0421 0.0328 0.0429 -0.035
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111005 -105260 -66021 -528769 -395442 -208765
Profit Factor 1.7028 1.9763 1.2844 1.0428 1.1073 0.9478
Total Trades 170 85 85 170 85 85
Winning Trades 88 39 49 88 39 49
Losing Trades 82 46 36 82 46 36
Profitability (%) 51.7647 45.8824 57.6471 51.7647 45.8824 57.6471
Ratio Avg Win / Avg Loss 1.5867 2.331 0.9437 0.9717 1.306 0.6964
Largest Winning Trade 422750 422750 56918 496972 496972 88663
Largest Losing Trade -41186 -41186 -40251 -213331 -213331 -145688
Avg Bars in Trades 78 111 45 78 111 45
Avg Bars in Winners 80 124 44 80 124 44
Avg Bars in Losers 76 100 46 76 100 46
Bars Traded 13366 9506 3860 13366 9506 3860
Profit Streak 18.3216 0 74.1549 18.3216 0 74.1549
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 485575 361639 -137077 -322555 -240116 -579555
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13754,
    "evaluation_days": 2292.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564041600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246982738,
    "expiration_time": 1765175328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 201,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 100,
            "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": [
        [
            603688.9053384701,
            507095.2649706185,
            96593.6403678519,
            111912.9938839941,
            167091.9663114241,
            -55178.97242743
        ],
        [
            603.688905,
            507.095265,
            96.59364,
            111.912994,
            167.091966,
            -55.178972
        ],
        [
            0.263352,
            0.221214,
            0.042138,
            0.032767,
            0.042866,
            -0.035002
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111005,
            -105260,
            -66021,
            -528769,
            -395442,
            -208765
        ],
        [
            1.70278,
            1.97631,
            1.284433,
            1.042794,
            1.107264,
            0.947816
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            88,
            39,
            49,
            88,
            39,
            49
        ],
        [
            82,
            46,
            36,
            82,
            46,
            36
        ],
        [
            51.764706,
            45.882353,
            57.647059,
            51.764706,
            45.882353,
            57.647059
        ],
        [
            1.586682,
            2.331032,
            0.943665,
            0.971694,
            1.306004,
            0.696355
        ],
        [
            422750,
            422750,
            56918,
            496972,
            496972,
            88663
        ],
        [
            -41186,
            -41186,
            -40251,
            -213331,
            -213331,
            -145688
        ],
        [
            78,
            111,
            45,
            78,
            111,
            45
        ],
        [
            80,
            124,
            44,
            80,
            124,
            44
        ],
        [
            76,
            100,
            46,
            76,
            100,
            46
        ],
        [
            13366,
            9506,
            3860,
            13366,
            9506,
            3860
        ],
        [
            18.321559,
            0,
            74.154893,
            18.321559,
            0,
            74.154893
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485575,
            361639,
            -137077,
            -322555,
            -240116,
            -579555
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13754,
    "evaluation_days": 2292.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564041600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759246982738,
    "expiration_time": 1765175328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 201,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 100,
            "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)