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Trade: ALGO/USDT/120/KCB/JMA/9097

Strategy
ALGO/USDT/120/KCB/JMA/9097
Pair
ALGO_USDT
Interval
2h
Score
323786
Daily Profit
0.298602
Profit Factor
1.953287
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 15:25
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 621837.8418 490679.863 131157.9788 1031986.8802 1249268.9891 -217282.1089
Total P&L (%) 621.8378 490.6799 131.158 1031.9869 1249.269 -217.2821
Avg Daily Profit (%) 0.2986 0.2356 0.063 0.1166 0.125 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94975 -109711 -93648 -1044310 -653821 -771803
Profit Factor 1.9533 2.4615 1.4143 1.2329 1.5742 0.9036
Total Trades 110 55 55 110 55 55
Winning Trades 44 18 26 44 18 26
Losing Trades 66 37 29 66 37 29
Profitability (%) 40 32.7273 47.2727 40 32.7273 47.2727
Ratio Avg Win / Avg Loss 2.9299 5.0598 1.5775 1.8494 3.2358 1.0079
Largest Winning Trade 207891 207891 52474 1369786 1369786 494326
Largest Losing Trade -32079 -21687 -32079 -366617 -225945 -366617
Avg Bars in Trades 220 198 242 220 198 242
Avg Bars in Winners 371 366 374 371 366 374
Avg Bars in Losers 119 116 124 119 116 124
Bars Traded 24264 10900 13364 24264 10900 13364
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323786 -174433 -288054 -39749 -209861 -760227

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580464800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758803111084,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 242,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 191,
            "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": [
        [
            621837.8417956274,
            490679.8629856595,
            131157.9788099679,
            1031986.8802328627,
            1249268.9891008663,
            -217282.1088680039
        ],
        [
            621.837842,
            490.679863,
            131.157979,
            1031.98688,
            1249.268989,
            -217.282109
        ],
        [
            0.298602,
            0.235621,
            0.062981,
            0.116589,
            0.125031,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94975,
            -109711,
            -93648,
            -1044310,
            -653821,
            -771803
        ],
        [
            1.953287,
            2.461503,
            1.414306,
            1.23292,
            1.574166,
            0.903638
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            44,
            18,
            26,
            44,
            18,
            26
        ],
        [
            66,
            37,
            29,
            66,
            37,
            29
        ],
        [
            40,
            32.727273,
            47.272727,
            40,
            32.727273,
            47.272727
        ],
        [
            2.92993,
            5.059757,
            1.577495,
            1.84938,
            3.235785,
            1.007904
        ],
        [
            207891,
            207891,
            52474,
            1369786,
            1369786,
            494326
        ],
        [
            -32079,
            -21687,
            -32079,
            -366617,
            -225945,
            -366617
        ],
        [
            220,
            198,
            242,
            220,
            198,
            242
        ],
        [
            371,
            366,
            374,
            371,
            366,
            374
        ],
        [
            119,
            116,
            124,
            119,
            116,
            124
        ],
        [
            24264,
            10900,
            13364,
            24264,
            10900,
            13364
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323786,
            -174433,
            -288054,
            -39749,
            -209861,
            -760227
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580464800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758803111084,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 242,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 191,
            "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)