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Trade: ALGO/USDT/240/KCL/JMA/9815

Strategy
ALGO/USDT/240/KCL/JMA/9815
Pair
ALGO_USDT
Interval
4h
Score
452630
Daily Profit
0.222620
Profit Factor
1.663883
Profitability
48.571429
Streak
174.721688
Best Strategy
Training Data Length
2297.500000
Evaluation Time
2025-10-05 20:19
Expiration Time
2025-12-13 16:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 511470.2613 478529.9025 32940.3588 -48015.0709 -38463.4339 -9551.6369
Total P&L (%) 511.4703 478.5299 32.9404 -48.0151 -38.4634 -9.5516
Avg Daily Profit (%) 0.2226 0.2083 0.0143 -0.0285 -0.0211 -0.0044
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175815 -182318 -121832 -94311 -72731 -48466
Profit Factor 1.6639 1.895 1.1397 0.8436 0.8294 0.8827
Total Trades 105 53 52 105 53 52
Winning Trades 51 20 31 51 20 31
Losing Trades 54 33 21 54 33 21
Profitability (%) 48.5714 37.7358 59.6154 48.5714 37.7358 59.6154
Ratio Avg Win / Avg Loss 1.7618 3.1268 0.7721 0.8932 1.3686 0.598
Largest Winning Trade 447423 447423 39418 80917 80917 18662
Largest Losing Trade -45446 -45446 -29116 -34425 -34425 -16110
Avg Bars in Trades 129 187 70 129 187 70
Avg Bars in Winners 143 254 71 143 254 71
Avg Bars in Losers 116 146 68 116 146 68
Bars Traded 13588 9936 3652 13588 9936 3652
Profit Streak 174.7217 178.055 174.7217 174.7217 178.055 174.7217
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452630 -172151 -422504 -579587 -762552 -758231
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13785,
    "evaluation_days": 2297.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563105600000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759684753855,
    "expiration_time": 1765635120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 113,
            "offset": 89,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "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": [
        [
            511470.261272287,
            478529.9025096733,
            32940.3587626139,
            -48015.070860051,
            -38463.4339303447,
            -9551.6369297063
        ],
        [
            511.470261,
            478.529903,
            32.940359,
            -48.015071,
            -38.463434,
            -9.551637
        ],
        [
            0.22262,
            0.208283,
            0.014337,
            -0.028471,
            -0.021131,
            -0.004369
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175815,
            -182318,
            -121832,
            -94311,
            -72731,
            -48466
        ],
        [
            1.663883,
            1.895036,
            1.139712,
            0.843577,
            0.829433,
            0.882737
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            51,
            20,
            31,
            51,
            20,
            31
        ],
        [
            54,
            33,
            21,
            54,
            33,
            21
        ],
        [
            48.571429,
            37.735849,
            59.615385,
            48.571429,
            37.735849,
            59.615385
        ],
        [
            1.761758,
            3.12681,
            0.772063,
            0.8932,
            1.368564,
            0.597983
        ],
        [
            447423,
            447423,
            39418,
            80917,
            80917,
            18662
        ],
        [
            -45446,
            -45446,
            -29116,
            -34425,
            -34425,
            -16110
        ],
        [
            129,
            187,
            70,
            129,
            187,
            70
        ],
        [
            143,
            254,
            71,
            143,
            254,
            71
        ],
        [
            116,
            146,
            68,
            116,
            146,
            68
        ],
        [
            13588,
            9936,
            3652,
            13588,
            9936,
            3652
        ],
        [
            174.721688,
            178.055021,
            174.721688,
            174.721688,
            178.055021,
            174.721688
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452630,
            -172151,
            -422504,
            -579587,
            -762552,
            -758231
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13785,
    "evaluation_days": 2297.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563105600000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759684753855,
    "expiration_time": 1765635120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 113,
            "offset": 89,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "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)