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Trade: ONE/USDT/120/WMA/KCL/3839

Strategy
ONE/USDT/120/WMA/KCL/3839
Pair
ONE_USDT
Interval
2h
Score
652214
Daily Profit
0.164793
Profit Factor
3.930940
Profitability
63.829787
Streak
418.772171
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 17:31
Expiration Time
2025-12-16 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1645548.2351 -83773.1283 -1561775.1068 344928.2149 2988747.7699 -2643819.555
Total P&L (%) -1645.5482 -83.7731 -1561.7751 344.9282 2988.7478 -2643.8196
Avg Daily Profit (%) -0.7899 -0.0402 -0.7497 0.0717 0.1648 0
Buy And Hold Return (%) 72.3368 72.3368 72.3368 72.3368 72.3368 72.3368
Max Trade Drawdown -1813874 -148547 -1684747 -6783111 -277958 -8883377
Profit Factor 0.2688 0.6274 0.229 1.0316 3.9309 0.7332
Total Trades 93 47 46 93 47 46
Winning Trades 65 30 35 51 30 21
Losing Trades 28 17 11 42 17 25
Profitability (%) 69.8925 63.8298 76.087 54.8387 63.8298 45.6522
Ratio Avg Win / Avg Loss 0.1158 0.3555 0.072 0.8495 2.2275 0.8729
Largest Winning Trade 36393 16562 36393 3947733 2044830 3947733
Largest Losing Trade -1251677 -53681 -1251677 -3924274 -217660 -3924274
Avg Bars in Trades 263 65 465 263 65 465
Avg Bars in Winners 134 29 224 249 71 502
Avg Bars in Losers 561 128 1231 280 54 433
Bars Traded 24469 3073 21395 24469 3073 21395
Profit Streak 8.2722 418.7722 8.2722 8.2722 418.7722 8.2722
Trades During Streak 3 12 1 3 12 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576118 -577408 -576650 -283825 652214 -581722
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579341600000,
    "first_datapoint_time": 1580940000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759415515607,
    "expiration_time": 1765886400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -1645548.2351077024,
            -83773.1282766281,
            -1561775.1068310738,
            344928.2149407747,
            2988747.7699262765,
            -2643819.5549855023
        ],
        [
            -1645.548235,
            -83.773128,
            -1561.775107,
            344.928215,
            2988.74777,
            -2643.819555
        ],
        [
            -0.789864,
            -0.040211,
            -0.749653,
            0.071677,
            0.164793,
            0
        ],
        [
            72.33677,
            72.33677,
            72.33677,
            72.33677,
            72.33677,
            72.33677
        ],
        [
            -1813874,
            -148547,
            -1684747,
            -6783111,
            -277958,
            -8883377
        ],
        [
            0.268845,
            0.627413,
            0.229047,
            1.031558,
            3.93094,
            0.733221
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            65,
            30,
            35,
            51,
            30,
            21
        ],
        [
            28,
            17,
            11,
            42,
            17,
            25
        ],
        [
            69.892473,
            63.829787,
            76.086957,
            54.83871,
            63.829787,
            45.652174
        ],
        [
            0.11581,
            0.355534,
            0.071986,
            0.849519,
            2.227533,
            0.872882
        ],
        [
            36393,
            16562,
            36393,
            3947733,
            2044830,
            3947733
        ],
        [
            -1251677,
            -53681,
            -1251677,
            -3924274,
            -217660,
            -3924274
        ],
        [
            263,
            65,
            465,
            263,
            65,
            465
        ],
        [
            134,
            29,
            224,
            249,
            71,
            502
        ],
        [
            561,
            128,
            1231,
            280,
            54,
            433
        ],
        [
            24469,
            3073,
            21395,
            24469,
            3073,
            21395
        ],
        [
            8.272171,
            418.772171,
            8.272171,
            8.272171,
            418.772171,
            8.272171
        ],
        [
            3,
            12,
            1,
            3,
            12,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576118,
            -577408,
            -576650,
            -283825,
            652214,
            -581722
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579341600000,
    "first_datapoint_time": 1580940000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759415515607,
    "expiration_time": 1765886400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)