← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ONE/USDT/120/SMA/KCL/4267

Strategy
ONE/USDT/120/SMA/KCL/4267
Pair
ONE_USDT
Interval
2h
Score
318072
Daily Profit
0.172089
Profit Factor
1.360628
Profitability
51.908397
Streak
27.060308
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-05 14:26
Expiration Time
2025-12-19 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3364201.5111 -191935.2362 -3172266.2749 -100005.5804 3494920.7933 -3594926.3737
Total P&L (%) -3364.2015 -191.9352 -3172.2663 -100.0056 3494.9208 -3594.9264
Avg Daily Profit (%) -1.6148 -0.0921 -1.5227 0 0.1721 0
Buy And Hold Return (%) 60.4069 60.4069 60.4069 60.4069 60.4069 60.4069
Max Trade Drawdown -3491988 -254102 -3297905 -40582393 -8961616 -34985390
Profit Factor 0.2229 0.663 0.1562 0.9978 1.3606 0.8984
Total Trades 261 131 130 261 131 130
Winning Trades 190 85 105 131 68 63
Losing Trades 71 46 25 130 63 67
Profitability (%) 72.7969 64.8855 80.7692 50.1916 51.9084 48.4615
Ratio Avg Win / Avg Loss 0.0833 0.3588 0.0372 0.9902 1.2606 0.9555
Largest Winning Trade 29697 26963 29697 10165843 4281785 10165843
Largest Losing Trade -2716660 -60967 -2716660 -33607854 -6890066 -33607854
Avg Bars in Trades 94 69 119 94 69 119
Avg Bars in Winners 41 26 54 96 76 117
Avg Bars in Losers 235 149 392 92 63 120
Bars Traded 24625 9141 15484 24625 9141 15484
Profit Streak 0 0 46.6436 13.3103 27.0603 0
Trades During Streak 0 0 6 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576457 -579055 -575172 -578783 318072 -581585
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579593600000,
    "first_datapoint_time": 1581069600000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759663610652,
    "expiration_time": 1766138400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -3364201.5111301797,
            -191935.2362198135,
            -3172266.274910367,
            -100005.5804164172,
            3494920.793319631,
            -3594926.3737360495
        ],
        [
            -3364.201511,
            -191.935236,
            -3172.266275,
            -100.00558,
            3494.920793,
            -3594.926374
        ],
        [
            -1.614819,
            -0.092129,
            -1.52269,
            0,
            0.172089,
            0
        ],
        [
            60.406886,
            60.406886,
            60.406886,
            60.406886,
            60.406886,
            60.406886
        ],
        [
            -3491988,
            -254102,
            -3297905,
            -40582393,
            -8961616,
            -34985390
        ],
        [
            0.222906,
            0.662998,
            0.156239,
            0.997782,
            1.360628,
            0.898424
        ],
        [
            261,
            131,
            130,
            261,
            131,
            130
        ],
        [
            190,
            85,
            105,
            131,
            68,
            63
        ],
        [
            71,
            46,
            25,
            130,
            63,
            67
        ],
        [
            72.796935,
            64.885496,
            80.769231,
            50.191571,
            51.908397,
            48.461538
        ],
        [
            0.083297,
            0.358799,
            0.0372,
            0.990165,
            1.260582,
            0.955467
        ],
        [
            29697,
            26963,
            29697,
            10165843,
            4281785,
            10165843
        ],
        [
            -2716660,
            -60967,
            -2716660,
            -33607854,
            -6890066,
            -33607854
        ],
        [
            94,
            69,
            119,
            94,
            69,
            119
        ],
        [
            41,
            26,
            54,
            96,
            76,
            117
        ],
        [
            235,
            149,
            392,
            92,
            63,
            120
        ],
        [
            24625,
            9141,
            15484,
            24625,
            9141,
            15484
        ],
        [
            0,
            0,
            46.643642,
            13.310308,
            27.060308,
            0
        ],
        [
            0,
            0,
            6,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576457,
            -579055,
            -575172,
            -578783,
            318072,
            -581585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579593600000,
    "first_datapoint_time": 1581069600000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759663610652,
    "expiration_time": 1766138400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)