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Trade: ONE/USDT/120/KCB/WMA/1521

Strategy
ONE/USDT/120/KCB/WMA/1521
Pair
ONE_USDT
Interval
2h
Score
416866
Daily Profit
0.664431
Profit Factor
2.939491
Profitability
33.593750
Streak
0.000000
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-10-03 09:03
Expiration Time
2025-12-17 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1383730.9715 1178445.3124 205285.6591 30532699.4 17507161.9435 13025537.4565
Total P&L (%) 1383.731 1178.4453 205.2857 30532.6994 17507.1619 13025.5375
Avg Daily Profit (%) 0.6644 0.5659 0.0986 0.2753 0.2486 0.2345
Buy And Hold Return (%) 61.4035 61.4035 61.4035 61.4035 61.4035 61.4035
Max Trade Drawdown -95845 -90044 -100704 -64112102 -57840450 -23662112
Profit Factor 2.9395 4.2818 1.5793 1.1685 1.1779 1.1573
Total Trades 128 64 64 128 64 64
Winning Trades 43 18 25 43 18 25
Losing Trades 85 46 39 85 46 39
Profitability (%) 33.5938 28.125 39.0625 33.5938 28.125 39.0625
Ratio Avg Win / Avg Loss 5.8106 10.9424 2.4637 2.3098 3.0103 1.8053
Largest Winning Trade 438584 438584 84044 54040237 54040237 17997813
Largest Losing Trade -27875 -27875 -25411 -15082163 -15082163 -10548605
Avg Bars in Trades 191 166 216 191 166 216
Avg Bars in Winners 417 384 440 417 384 440
Avg Bars in Losers 76 81 72 76 81 72
Bars Traded 24478 10652 13826 24478 10652 13826
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 416866 -137066 -204991 -31441 -170724 -181818
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579464000000,
    "first_datapoint_time": 1581055200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759471404348,
    "expiration_time": 1765941667200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 222,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 56,
            "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": [
        [
            1383730.971496589,
            1178445.312357408,
            205285.659139181,
            30532699.39999249,
            17507161.94348754,
            13025537.456504958
        ],
        [
            1383.730971,
            1178.445312,
            205.285659,
            30532.6994,
            17507.161943,
            13025.537457
        ],
        [
            0.664431,
            0.565858,
            0.098573,
            0.275261,
            0.248601,
            0.234462
        ],
        [
            61.403509,
            61.403509,
            61.403509,
            61.403509,
            61.403509,
            61.403509
        ],
        [
            -95845,
            -90044,
            -100704,
            -64112102,
            -57840450,
            -23662112
        ],
        [
            2.939491,
            4.281804,
            1.579304,
            1.168486,
            1.177944,
            1.157252
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            85,
            46,
            39,
            85,
            46,
            39
        ],
        [
            33.59375,
            28.125,
            39.0625,
            33.59375,
            28.125,
            39.0625
        ],
        [
            5.810622,
            10.942388,
            2.463714,
            2.309798,
            3.010301,
            1.805313
        ],
        [
            438584,
            438584,
            84044,
            54040237,
            54040237,
            17997813
        ],
        [
            -27875,
            -27875,
            -25411,
            -15082163,
            -15082163,
            -10548605
        ],
        [
            191,
            166,
            216,
            191,
            166,
            216
        ],
        [
            417,
            384,
            440,
            417,
            384,
            440
        ],
        [
            76,
            81,
            72,
            76,
            81,
            72
        ],
        [
            24478,
            10652,
            13826,
            24478,
            10652,
            13826
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416866,
            -137066,
            -204991,
            -31441,
            -170724,
            -181818
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579464000000,
    "first_datapoint_time": 1581055200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759471404348,
    "expiration_time": 1765941667200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 222,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 56,
            "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)