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Trade: ALGO/USDT/60/KCU/JMA/8311

Strategy
ALGO/USDT/60/KCU/JMA/8311
Pair
ALGO_USDT
Interval
1h
Score
523949
Daily Profit
0.218639
Profit Factor
3.073058
Profitability
52.272727
Streak
21.791608
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-07 11:59
Expiration Time
2025-12-21 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328114.8982 227749.3543 100365.5439 896166.4494 458027.9756 438138.4738
Total P&L (%) 328.1149 227.7494 100.3655 896.1664 458.028 438.1385
Avg Daily Profit (%) 0.315 0.2186 0.0964 0.2209 0.1652 0.1617
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67566 -36286 -42257 -149170 -138825 -77022
Profit Factor 2.1279 3.0731 1.5543 2.2363 2.261 2.2116
Total Trades 87 44 43 87 44 43
Winning Trades 45 23 22 45 23 22
Losing Trades 42 21 21 42 21 21
Profitability (%) 51.7241 52.2727 51.1628 51.7241 52.2727 51.1628
Ratio Avg Win / Avg Loss 1.986 2.8058 1.4837 2.0872 2.0644 2.111
Largest Winning Trade 83649 83649 42687 278375 278375 186708
Largest Losing Trade -21917 -13419 -21917 -92129 -92129 -74042
Avg Bars in Trades 277 105 453 277 105 453
Avg Bars in Winners 401 137 677 401 137 677
Avg Bars in Losers 144 70 217 144 70 217
Bars Traded 24123 4643 19480 24123 4643 19480
Profit Streak 21.7916 21.7916 88.9583 21.7916 21.7916 88.9583
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 509553 523949 -61136 503144 451083 470356
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669824000000,
    "first_datapoint_time": 1670623200000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759827594897,
    "expiration_time": 1766304000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 223,
            "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": [
        [
            328114.8982257082,
            227749.354348778,
            100365.5438769304,
            896166.4494115649,
            458027.9756167498,
            438138.4737948152
        ],
        [
            328.114898,
            227.749354,
            100.365544,
            896.166449,
            458.027976,
            438.138474
        ],
        [
            0.314989,
            0.218639,
            0.096351,
            0.220922,
            0.165183,
            0.161693
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67566,
            -36286,
            -42257,
            -149170,
            -138825,
            -77022
        ],
        [
            2.127867,
            3.073058,
            1.554338,
            2.236324,
            2.260977,
            2.21156
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            51.724138,
            52.272727,
            51.162791,
            51.724138,
            52.272727,
            51.162791
        ],
        [
            1.986009,
            2.805836,
            1.483686,
            2.087235,
            2.064371,
            2.111035
        ],
        [
            83649,
            83649,
            42687,
            278375,
            278375,
            186708
        ],
        [
            -21917,
            -13419,
            -21917,
            -92129,
            -92129,
            -74042
        ],
        [
            277,
            105,
            453,
            277,
            105,
            453
        ],
        [
            401,
            137,
            677,
            401,
            137,
            677
        ],
        [
            144,
            70,
            217,
            144,
            70,
            217
        ],
        [
            24123,
            4643,
            19480,
            24123,
            4643,
            19480
        ],
        [
            21.791608,
            21.791608,
            88.958274,
            21.791608,
            21.791608,
            88.958274
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            509553,
            523949,
            -61136,
            503144,
            451083,
            470356
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669824000000,
    "first_datapoint_time": 1670623200000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759827594897,
    "expiration_time": 1766304000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 223,
            "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)