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Trade: ONE/USDT/120/PWMA/KCL/9512

Strategy
ONE/USDT/120/PWMA/KCL/9512
Pair
ONE_USDT
Interval
2h
Score
349871
Daily Profit
0.174492
Profit Factor
1.952512
Profitability
45.864662
Streak
0.000000
Best Strategy
Training Data Length
2083.000000
Evaluation Time
2025-10-01 21:37
Expiration Time
2025-12-15 19:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2996196.0904 -140389.8511 -2855806.2393 -100117.1186 3676966.1442 -3777083.2628
Total P&L (%) -2996.1961 -140.3899 -2855.8062 -100.1171 3676.9661 -3777.0833
Avg Daily Profit (%) -1.4384 -0.0674 -1.371 0 0.1745 0
Buy And Hold Return (%) 68.2456 68.2456 68.2456 68.2456 68.2456 68.2456
Max Trade Drawdown -3196668 -216439 -3016473 -20585371 -1715942 -20200130
Profit Factor 0.2596 0.7145 0.1967 0.9962 1.9525 0.8295
Total Trades 266 133 133 266 133 133
Winning Trades 159 72 87 123 61 62
Losing Trades 107 61 46 143 72 71
Profitability (%) 59.7744 54.1353 65.4135 46.2406 45.8647 46.6165
Ratio Avg Win / Avg Loss 0.1747 0.6054 0.104 1.1581 2.3046 0.9499
Largest Winning Trade 34944 34944 31619 6509183 2383930 6509183
Largest Losing Trade -2530894 -59329 -2530894 -20200130 -1715942 -20200130
Avg Bars in Trades 92 46 137 92 46 137
Avg Bars in Winners 65 34 91 94 51 136
Avg Bars in Losers 131 61 224 89 42 138
Bars Traded 24480 6193 18287 24480 6193 18287
Profit Streak 60.6097 86.1097 60.6097 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577143 -579482 -578421 -579181 349871 -582295
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1580774400000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759343876532,
    "expiration_time": 1765820563200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 205,
            "offset": 106,
            "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": [
        [
            -2996196.0903998157,
            -140389.8511291027,
            -2855806.2392707136,
            -100117.118564088,
            3676966.144217401,
            -3777083.2627814906
        ],
        [
            -2996.19609,
            -140.389851,
            -2855.806239,
            -100.117119,
            3676.966144,
            -3777.083263
        ],
        [
            -1.438404,
            -0.067398,
            -1.371006,
            0,
            0.174492,
            0
        ],
        [
            68.245614,
            68.245614,
            68.245614,
            68.245614,
            68.245614,
            68.245614
        ],
        [
            -3196668,
            -216439,
            -3016473,
            -20585371,
            -1715942,
            -20200130
        ],
        [
            0.259617,
            0.714543,
            0.196682,
            0.996151,
            1.952512,
            0.82949
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            159,
            72,
            87,
            123,
            61,
            62
        ],
        [
            107,
            61,
            46,
            143,
            72,
            71
        ],
        [
            59.774436,
            54.135338,
            65.413534,
            46.240602,
            45.864662,
            46.616541
        ],
        [
            0.174711,
            0.605377,
            0.103993,
            1.158127,
            2.304604,
            0.9499
        ],
        [
            34944,
            34944,
            31619,
            6509183,
            2383930,
            6509183
        ],
        [
            -2530894,
            -59329,
            -2530894,
            -20200130,
            -1715942,
            -20200130
        ],
        [
            92,
            46,
            137,
            92,
            46,
            137
        ],
        [
            65,
            34,
            91,
            94,
            51,
            136
        ],
        [
            131,
            61,
            224,
            89,
            42,
            138
        ],
        [
            24480,
            6193,
            18287,
            24480,
            6193,
            18287
        ],
        [
            60.609682,
            86.109682,
            60.609682,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577143,
            -579482,
            -578421,
            -579181,
            349871,
            -582295
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1580774400000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759343876532,
    "expiration_time": 1765820563200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 205,
            "offset": 106,
            "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)