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Trade: ALGO/USDT/60/KCU/JMA/5109

Strategy
ALGO/USDT/60/KCU/JMA/5109
Pair
ALGO_USDT
Interval
1h
Score
384106
Daily Profit
0.326381
Profit Factor
1.876033
Profitability
45.132743
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-28 21:47
Expiration Time
2025-12-12 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 339981.7963 265807.573 74174.2233 538102.0493 288455.2923 249646.757
Total P&L (%) 339.9818 265.8076 74.1742 538.102 288.4553 249.6468
Avg Daily Profit (%) 0.3264 0.2552 0.0712 0.1781 0.1304 0.1202
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69981 -51903 -42315 -464876 -378856 -136377
Profit Factor 1.876 2.4637 1.3592 1.4385 1.4073 1.4811
Total Trades 113 57 56 113 57 56
Winning Trades 51 27 24 51 27 24
Losing Trades 62 30 32 62 30 32
Profitability (%) 45.1327 47.3684 42.8571 45.1327 47.3684 42.8571
Ratio Avg Win / Avg Loss 2.2807 2.7374 1.8123 1.7488 1.5637 1.9748
Largest Winning Trade 176981 176981 46125 291310 291310 237672
Largest Losing Trade -22569 -20883 -22569 -181005 -181005 -111767
Avg Bars in Trades 209 117 303 209 117 303
Avg Bars in Winners 313 156 490 313 156 490
Avg Bars in Losers 124 82 163 124 82 163
Bars Traded 23683 6705 16978 23683 6705 16978
Profit Streak 0 0 80.7827 0 0 80.7827
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384106 -168291 -278177 298772 -198224 -212054
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669082400000,
    "first_datapoint_time": 1669737600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085225122,
    "expiration_time": 1765562400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 175,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 183,
            "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": [
        [
            339981.7963074254,
            265807.573017133,
            74174.2232902924,
            538102.049302256,
            288455.2922897041,
            249646.7570125518
        ],
        [
            339.981796,
            265.807573,
            74.174223,
            538.102049,
            288.455292,
            249.646757
        ],
        [
            0.326381,
            0.255174,
            0.071207,
            0.178077,
            0.130357,
            0.12024
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69981,
            -51903,
            -42315,
            -464876,
            -378856,
            -136377
        ],
        [
            1.876033,
            2.463691,
            1.359212,
            1.438522,
            1.407313,
            1.481116
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            45.132743,
            47.368421,
            42.857143,
            45.132743,
            47.368421,
            42.857143
        ],
        [
            2.280668,
            2.737434,
            1.812283,
            1.748792,
            1.563681,
            1.974822
        ],
        [
            176981,
            176981,
            46125,
            291310,
            291310,
            237672
        ],
        [
            -22569,
            -20883,
            -22569,
            -181005,
            -181005,
            -111767
        ],
        [
            209,
            117,
            303,
            209,
            117,
            303
        ],
        [
            313,
            156,
            490,
            313,
            156,
            490
        ],
        [
            124,
            82,
            163,
            124,
            82,
            163
        ],
        [
            23683,
            6705,
            16978,
            23683,
            6705,
            16978
        ],
        [
            0,
            0,
            80.782698,
            0,
            0,
            80.782698
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384106,
            -168291,
            -278177,
            298772,
            -198224,
            -212054
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669082400000,
    "first_datapoint_time": 1669737600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085225122,
    "expiration_time": 1765562400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 175,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 183,
            "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)