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Trade: ETC/USDT/360/KCL/WMA/7624

Strategy
ETC/USDT/360/KCL/WMA/7624
Pair
ETC_USDT
Interval
6h
Score
334265
Daily Profit
0.386787
Profit Factor
4.995193
Profitability
34.482759
Streak
98.853434
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-25 23:28
Expiration Time
2025-12-08 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 988588.1886 966871.994 21716.1946 572082.392 763986.0333 -191903.6414
Total P&L (%) 988.5882 966.872 21.7162 572.0824 763.986 -191.9036
Avg Daily Profit (%) 0.3955 0.3868 0.0087 0.0762 0.0863 0
Buy And Hold Return (%) 271.3855 271.3855 271.3855 271.3855 271.3855 271.3855
Max Trade Drawdown -100548 -88234 -54645 -1460243 -1287366 -573513
Profit Factor 3.543 4.9952 1.148 1.1618 1.3407 0.8517
Total Trades 58 29 29 58 29 29
Winning Trades 26 10 16 26 10 16
Losing Trades 32 19 13 32 19 13
Profitability (%) 44.8276 34.4828 55.1724 44.8276 34.4828 55.1724
Ratio Avg Win / Avg Loss 4.3606 9.4909 0.9327 1.4299 2.5473 0.692
Largest Winning Trade 924197 924197 30411 1806734 1806734 418205
Largest Losing Trade -27999 -27999 -27568 -502131 -502131 -349098
Avg Bars in Trades 168 200 135 168 200 135
Avg Bars in Winners 268 395 189 268 395 189
Avg Bars in Losers 86 98 69 86 98 69
Bars Traded 9751 5822 3929 9751 5822 3929
Profit Streak 98.8534 98.8534 107.6034 98.8534 98.8534 107.6034
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166657 334265 -405233 -320031 -84683 -579600

Evaluation Data

{
    "trading_pair": "ETC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758832136702,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 58,
            "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": [
        [
            988588.188636798,
            966871.9940174418,
            21716.1946193565,
            572082.3919551172,
            763986.0333443444,
            -191903.6413892271
        ],
        [
            988.588189,
            966.871994,
            21.716195,
            572.082392,
            763.986033,
            -191.903641
        ],
        [
            0.395475,
            0.386787,
            0.008687,
            0.076245,
            0.086301,
            0
        ],
        [
            271.385501,
            271.385501,
            271.385501,
            271.385501,
            271.385501,
            271.385501
        ],
        [
            -100548,
            -88234,
            -54645,
            -1460243,
            -1287366,
            -573513
        ],
        [
            3.54297,
            4.995193,
            1.147986,
            1.16177,
            1.340686,
            0.851685
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            26,
            10,
            16,
            26,
            10,
            16
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            44.827586,
            34.482759,
            55.172414,
            44.827586,
            34.482759,
            55.172414
        ],
        [
            4.360579,
            9.490867,
            0.932739,
            1.429871,
            2.547304,
            0.691994
        ],
        [
            924197,
            924197,
            30411,
            1806734,
            1806734,
            418205
        ],
        [
            -27999,
            -27999,
            -27568,
            -502131,
            -502131,
            -349098
        ],
        [
            168,
            200,
            135,
            168,
            200,
            135
        ],
        [
            268,
            395,
            189,
            268,
            395,
            189
        ],
        [
            86,
            98,
            69,
            86,
            98,
            69
        ],
        [
            9751,
            5822,
            3929,
            9751,
            5822,
            3929
        ],
        [
            98.853434,
            98.853434,
            107.603434,
            98.853434,
            98.853434,
            107.603434
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166657,
            334265,
            -405233,
            -320031,
            -84683,
            -579600
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758832136702,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 58,
            "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)