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Trade: STX/USDT/720/FWMA/KCL/3409

Strategy
STX/USDT/720/FWMA/KCL/3409
Pair
STX_USDT
Interval
12h
Score
512592
Daily Profit
0.210996
Profit Factor
2.438049
Profitability
62.616822
Streak
10.477007
Best Strategy
Training Data Length
2178.500000
Evaluation Time
2025-10-11 14:26
Expiration Time
2025-12-15 10:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -981139.8597 129888.9526 -1111028.8123 9766169.3326 -488544.8845 10254714.2171
Total P&L (%) -981.1399 129.889 -1111.0288 9766.1693 -488.5449 10254.7142
Avg Daily Profit (%) -0.4504 0.0596 -0.51 0.211 0 0.2132
Buy And Hold Return (%) 267.5987 267.5987 267.5987 267.5987 267.5987 267.5987
Max Trade Drawdown -1293829 -70251 -1337139 -4546927 -4716195 -581905
Profit Factor 0.4602 1.743 0.3236 2.438 0.907 7.6629
Total Trades 107 53 54 107 53 54
Winning Trades 85 38 47 67 28 39
Losing Trades 22 15 7 40 25 15
Profitability (%) 79.4393 71.6981 87.037 62.6168 52.8302 72.2222
Ratio Avg Win / Avg Loss 0.1191 0.688 0.0482 1.4556 0.8098 2.9473
Largest Winning Trade 45200 38671 45200 2149069 800967 2149069
Largest Losing Trade -790649 -47920 -790649 -4408476 -4408476 -581905
Avg Bars in Trades 39 14 64 39 14 64
Avg Bars in Winners 19 7 28 32 8 50
Avg Bars in Losers 118 31 304 50 20 101
Bars Traded 4244 758 3486 4244 758 3486
Profit Streak 10.477 0 127.477 10.477 0 127.477
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575747 -455525 -754875 512592 -760188 -159110
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4357,
    "evaluation_days": 2178.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1574899200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760182013433,
    "expiration_time": 1765787472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 64,
            "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": [
        [
            -981139.8597110002,
            129888.9526025116,
            -1111028.8123135117,
            9766169.332646195,
            -488544.8844680275,
            10254714.217114218
        ],
        [
            -981.13986,
            129.888953,
            -1111.028812,
            9766.169333,
            -488.544884,
            10254.714217
        ],
        [
            -0.450374,
            0.059623,
            -0.509997,
            0.210996,
            0,
            0.213219
        ],
        [
            267.598684,
            267.598684,
            267.598684,
            267.598684,
            267.598684,
            267.598684
        ],
        [
            -1293829,
            -70251,
            -1337139,
            -4546927,
            -4716195,
            -581905
        ],
        [
            0.460172,
            1.74295,
            0.323647,
            2.438049,
            0.906983,
            7.662911
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            85,
            38,
            47,
            67,
            28,
            39
        ],
        [
            22,
            15,
            7,
            40,
            25,
            15
        ],
        [
            79.439252,
            71.698113,
            87.037037,
            62.616822,
            52.830189,
            72.222222
        ],
        [
            0.119103,
            0.688006,
            0.048203,
            1.455551,
            0.809806,
            2.947273
        ],
        [
            45200,
            38671,
            45200,
            2149069,
            800967,
            2149069
        ],
        [
            -790649,
            -47920,
            -790649,
            -4408476,
            -4408476,
            -581905
        ],
        [
            39,
            14,
            64,
            39,
            14,
            64
        ],
        [
            19,
            7,
            28,
            32,
            8,
            50
        ],
        [
            118,
            31,
            304,
            50,
            20,
            101
        ],
        [
            4244,
            758,
            3486,
            4244,
            758,
            3486
        ],
        [
            10.477007,
            0,
            127.477007,
            10.477007,
            0,
            127.477007
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575747,
            -455525,
            -754875,
            512592,
            -760188,
            -159110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4357,
    "evaluation_days": 2178.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1574899200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760182013433,
    "expiration_time": 1765787472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 64,
            "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)