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Trade: STX/USDT/360/KCL/JMA/5533

Strategy
STX/USDT/360/KCL/JMA/5533
Pair
STX_USDT
Interval
6h
Score
438422
Daily Profit
0.408093
Profit Factor
2.438133
Profitability
53.488372
Streak
0.000000
Best Strategy
Training Data Length
2161.750000
Evaluation Time
2025-09-26 22:29
Expiration Time
2025-11-28 10:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 827609.2562 882195.3441 -54586.0879 59822.0759 460049.2715 -400227.1956
Total P&L (%) 827.6093 882.1953 -54.5861 59.8221 460.0493 -400.2272
Avg Daily Profit (%) 0.3828 0.4081 -0.0253 0.0217 0.0797 0
Buy And Hold Return (%) 232.9646 232.9646 232.9646 232.9646 232.9646 232.9646
Max Trade Drawdown -176220 -171362 -111493 -1203420 -792807 -670353
Profit Factor 1.89 2.4381 0.8275 1.0164 1.1977 0.6987
Total Trades 173 86 87 173 86 87
Winning Trades 101 46 55 101 46 55
Losing Trades 72 40 32 72 40 32
Profitability (%) 58.3815 53.4884 63.2184 58.3815 53.4884 63.2184
Ratio Avg Win / Avg Loss 1.3473 2.1201 0.4815 0.7245 1.0415 0.4065
Largest Winning Trade 384204 384204 21024 720546 720546 174589
Largest Losing Trade -59607 -59607 -52967 -500707 -353176 -500707
Avg Bars in Trades 49 86 11 49 86 11
Avg Bars in Winners 39 75 9 39 75 9
Avg Bars in Losers 62 99 15 62 99 15
Bars Traded 8477 7480 997 8477 7480 997
Profit Streak 15.062 0 74.812 15.062 0 74.812
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433289 438422 -577457 -531271 -96446 -577457
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8647,
    "evaluation_days": 2161.75,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1573970400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914953063,
    "expiration_time": 1764318456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 8,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 94,
            "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": [
        [
            827609.2561920161,
            882195.3440895787,
            -54586.0878975625,
            59822.0759035803,
            460049.2714975264,
            -400227.1955939456
        ],
        [
            827.609256,
            882.195344,
            -54.586088,
            59.822076,
            460.049271,
            -400.227196
        ],
        [
            0.382842,
            0.408093,
            -0.025251,
            0.021693,
            0.079729,
            0
        ],
        [
            232.964602,
            232.964602,
            232.964602,
            232.964602,
            232.964602,
            232.964602
        ],
        [
            -176220,
            -171362,
            -111493,
            -1203420,
            -792807,
            -670353
        ],
        [
            1.889988,
            2.438133,
            0.827521,
            1.016367,
            1.197737,
            0.698731
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            101,
            46,
            55,
            101,
            46,
            55
        ],
        [
            72,
            40,
            32,
            72,
            40,
            32
        ],
        [
            58.381503,
            53.488372,
            63.218391,
            58.381503,
            53.488372,
            63.218391
        ],
        [
            1.347318,
            2.120115,
            0.481467,
            0.724539,
            1.04151,
            0.406535
        ],
        [
            384204,
            384204,
            21024,
            720546,
            720546,
            174589
        ],
        [
            -59607,
            -59607,
            -52967,
            -500707,
            -353176,
            -500707
        ],
        [
            49,
            86,
            11,
            49,
            86,
            11
        ],
        [
            39,
            75,
            9,
            39,
            75,
            9
        ],
        [
            62,
            99,
            15,
            62,
            99,
            15
        ],
        [
            8477,
            7480,
            997,
            8477,
            7480,
            997
        ],
        [
            15.061957,
            0,
            74.811957,
            15.061957,
            0,
            74.811957
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433289,
            438422,
            -577457,
            -531271,
            -96446,
            -577457
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8647,
    "evaluation_days": 2161.75,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1573970400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914953063,
    "expiration_time": 1764318456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 8,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 94,
            "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)