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Trade: ETC/USDT/5/KCU/SINWMA/2191

Strategy
ETC/USDT/5/KCU/SINWMA/2191
Pair
ETC_USDT
Interval
5m
Score
448547
Daily Profit
0.497839
Profit Factor
2.086250
Profitability
75.675676
Streak
7.894934
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 10:48
Expiration Time
2025-12-25 09:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 30380.4271 -12836.995 43217.422 22749.6119 -13124.2935 35873.9053
Total P&L (%) 30.3804 -12.837 43.2174 22.7496 -13.1243 35.8739
Avg Daily Profit (%) 0.35 -0.1479 0.4978 0.2364 -0.1619 0.3538
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45426 -26705 -21729 -46664 -25180 -24472
Profit Factor 1.3612 0.7103 2.0863 1.276 0.686 1.8829
Total Trades 74 37 37 74 37 37
Winning Trades 50 22 28 50 22 28
Losing Trades 24 15 9 24 15 9
Profitability (%) 67.5676 59.4595 75.6757 67.5676 59.4595 75.6757
Ratio Avg Win / Avg Loss 0.6534 0.4843 0.6706 0.6125 0.4677 0.6052
Largest Winning Trade 37261 4185 37261 33321 3592 33321
Largest Losing Trade -13635 -9563 -13635 -15656 -8708 -15656
Avg Bars in Trades 317 287 347 317 287 347
Avg Bars in Winners 246 205 279 246 205 279
Avg Bars in Losers 464 407 560 464 407 560
Bars Traded 23497 10640 12857 23497 10640 12857
Profit Streak 7.7456 7.7456 7.8949 7.7456 7.7456 7.8949
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61805 -579606 448547 -65275 -579606 366590
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752669000000,
    "first_datapoint_time": 1752777300000,
    "last_datapoint_time": 1760168700000,
    "evaluation_time": 1760168922328,
    "expiration_time": 1766648700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 122,
            "offset": 240
        }
    }
}
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": [
        [
            30380.4270652374,
            -12836.9949572535,
            43217.4220224909,
            22749.6118519015,
            -13124.2934522764,
            35873.9053041779
        ],
        [
            30.380427,
            -12.836995,
            43.217422,
            22.749612,
            -13.124293,
            35.873905
        ],
        [
            0.349965,
            -0.147875,
            0.497839,
            0.2364,
            -0.161937,
            0.35376
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45426,
            -26705,
            -21729,
            -46664,
            -25180,
            -24472
        ],
        [
            1.36123,
            0.710336,
            2.08625,
            1.275988,
            0.686019,
            1.88294
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            24,
            15,
            9,
            24,
            15,
            9
        ],
        [
            67.567568,
            59.459459,
            75.675676,
            67.567568,
            59.459459,
            75.675676
        ],
        [
            0.65339,
            0.48432,
            0.67058,
            0.612474,
            0.467741,
            0.605231
        ],
        [
            37261,
            4185,
            37261,
            33321,
            3592,
            33321
        ],
        [
            -13635,
            -9563,
            -13635,
            -15656,
            -8708,
            -15656
        ],
        [
            317,
            287,
            347,
            317,
            287,
            347
        ],
        [
            246,
            205,
            279,
            246,
            205,
            279
        ],
        [
            464,
            407,
            560,
            464,
            407,
            560
        ],
        [
            23497,
            10640,
            12857,
            23497,
            10640,
            12857
        ],
        [
            7.745629,
            7.745629,
            7.894934,
            7.745629,
            7.745629,
            7.894934
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61805,
            -579606,
            448547,
            -65275,
            -579606,
            366590
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752669000000,
    "first_datapoint_time": 1752777300000,
    "last_datapoint_time": 1760168700000,
    "evaluation_time": 1760168922328,
    "expiration_time": 1766648700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 122,
            "offset": 240
        }
    }
}

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)