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Trade: ONE/USDT/120/KCB/SINWMA/4412

Strategy
ONE/USDT/120/KCB/SINWMA/4412
Pair
ONE_USDT
Interval
2h
Score
316547
Daily Profit
0.471335
Profit Factor
1.585393
Profitability
31.836735
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 20:11
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 981555.3843 922227.5214 59327.8629 952495.3648 94093.7159 858401.6489
Total P&L (%) 981.5554 922.2275 59.3279 952.4954 94.0937 858.4016
Avg Daily Profit (%) 0.4713 0.4428 0.0285 0.1131 0.0319 0.1086
Buy And Hold Return (%) 87.2549 87.2549 87.2549 87.2549 87.2549 87.2549
Max Trade Drawdown -149326 -89166 -247539 -2119279 -1913432 -895940
Profit Factor 1.5854 2.1499 1.0678 1.0801 1.0151 1.1511
Total Trades 490 245 245 490 245 245
Winning Trades 156 71 85 156 71 85
Losing Trades 334 174 160 334 174 160
Profitability (%) 31.8367 28.9796 34.6939 31.8367 28.9796 34.6939
Ratio Avg Win / Avg Loss 3.3944 5.2687 2.01 2.3124 2.4878 2.1668
Largest Winning Trade 499787 499787 44947 1385275 1385275 566100
Largest Losing Trade -24431 -21089 -24431 -543860 -543860 -212321
Avg Bars in Trades 50 47 53 50 47 53
Avg Bars in Winners 105 104 106 105 104 106
Avg Bars in Losers 25 24 25 25 24 25
Bars Traded 24830 11753 13077 24830 11753 13077
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316547 95545 -470634 -177455 -506046 -106039

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579327200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758906676608,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 84,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "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": [
        [
            981555.3842903397,
            922227.5213524657,
            59327.8629378753,
            952495.3647993007,
            94093.7159400294,
            858401.6488592708
        ],
        [
            981.555384,
            922.227521,
            59.327863,
            952.495365,
            94.093716,
            858.401649
        ],
        [
            0.471335,
            0.442846,
            0.028489,
            0.113089,
            0.03185,
            0.108587
        ],
        [
            87.254902,
            87.254902,
            87.254902,
            87.254902,
            87.254902,
            87.254902
        ],
        [
            -149326,
            -89166,
            -247539,
            -2119279,
            -1913432,
            -895940
        ],
        [
            1.585393,
            2.149884,
            1.067824,
            1.080062,
            1.015138,
            1.1511
        ],
        [
            490,
            245,
            245,
            490,
            245,
            245
        ],
        [
            156,
            71,
            85,
            156,
            71,
            85
        ],
        [
            334,
            174,
            160,
            334,
            174,
            160
        ],
        [
            31.836735,
            28.979592,
            34.693878,
            31.836735,
            28.979592,
            34.693878
        ],
        [
            3.394368,
            5.268729,
            2.010023,
            2.312441,
            2.487802,
            2.166776
        ],
        [
            499787,
            499787,
            44947,
            1385275,
            1385275,
            566100
        ],
        [
            -24431,
            -21089,
            -24431,
            -543860,
            -543860,
            -212321
        ],
        [
            50,
            47,
            53,
            50,
            47,
            53
        ],
        [
            105,
            104,
            106,
            105,
            104,
            106
        ],
        [
            25,
            24,
            25,
            25,
            24,
            25
        ],
        [
            24830,
            11753,
            13077,
            24830,
            11753,
            13077
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316547,
            95545,
            -470634,
            -177455,
            -506046,
            -106039
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579327200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758906676608,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 84,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "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)