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Trade: C98/USDT/720/FWMA/KCL/3750

Strategy
C98/USDT/720/FWMA/KCL/3750
Pair
C98_USDT
Interval
12h
Score
666623
Daily Profit
0.199872
Profit Factor
4.186968
Profitability
92.105263
Streak
255.658804
Best Strategy
Training Data Length
1539.500000
Evaluation Time
2025-10-09 18:48
Expiration Time
2025-11-24 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 337848.9716 30145.7896 307703.182 243106.6492 274839.7854 -31733.1362
Total P&L (%) 337.849 30.1458 307.7032 243.1066 274.8398 -31.7331
Avg Daily Profit (%) 0.2195 0.0196 0.1999 0.0801 0.0859 -0.0248
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97503 -60854 -89828 -2015089 -208721 -1973059
Profit Factor 2.2472 1.1729 4.187 1.0881 1.3618 0.9841
Total Trades 77 39 38 77 39 38
Winning Trades 64 29 35 64 29 35
Losing Trades 13 10 3 13 10 3
Profitability (%) 83.1169 74.359 92.1053 83.1169 74.359 92.1053
Ratio Avg Win / Avg Loss 0.4565 0.4045 0.3589 0.221 0.4696 0.0844
Largest Winning Trade 34891 34891 33664 237025 237025 234964
Largest Losing Trade -89828 -43950 -89828 -1973059 -175195 -1973059
Avg Bars in Trades 34 26 41 34 26 41
Avg Bars in Winners 17 11 22 17 11 22
Avg Bars in Losers 115 70 266 115 70 266
Bars Traded 2625 1032 1593 2625 1032 1593
Profit Streak 0 0 255.6588 0 0 255.6588
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32521 -198334 666623 -253130 -76068 -574301
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3079,
    "evaluation_days": 1539.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1635768000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760024920684,
    "expiration_time": 1764001584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            337848.9716012469,
            30145.7895967159,
            307703.182004531,
            243106.649214364,
            274839.7853696307,
            -31733.1361552667
        ],
        [
            337.848972,
            30.14579,
            307.703182,
            243.106649,
            274.839785,
            -31.733136
        ],
        [
            0.219454,
            0.019582,
            0.199872,
            0.080115,
            0.085865,
            -0.024794
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97503,
            -60854,
            -89828,
            -2015089,
            -208721,
            -1973059
        ],
        [
            2.247152,
            1.172908,
            4.186968,
            1.088052,
            1.36179,
            0.984144
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            13,
            10,
            3,
            13,
            10,
            3
        ],
        [
            83.116883,
            74.358974,
            92.105263,
            83.116883,
            74.358974,
            92.105263
        ],
        [
            0.456453,
            0.404451,
            0.358883,
            0.221011,
            0.469583,
            0.084355
        ],
        [
            34891,
            34891,
            33664,
            237025,
            237025,
            234964
        ],
        [
            -89828,
            -43950,
            -89828,
            -1973059,
            -175195,
            -1973059
        ],
        [
            34,
            26,
            41,
            34,
            26,
            41
        ],
        [
            17,
            11,
            22,
            17,
            11,
            22
        ],
        [
            115,
            70,
            266,
            115,
            70,
            266
        ],
        [
            2625,
            1032,
            1593,
            2625,
            1032,
            1593
        ],
        [
            0,
            0,
            255.658804,
            0,
            0,
            255.658804
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32521,
            -198334,
            666623,
            -253130,
            -76068,
            -574301
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3079,
    "evaluation_days": 1539.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1635768000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760024920684,
    "expiration_time": 1764001584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)