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Trade: C98/USDT/720/FWMA/KCL/6694

Strategy
C98/USDT/720/FWMA/KCL/6694
Pair
C98_USDT
Interval
12h
Score
686192
Daily Profit
0.220800
Profit Factor
4.878745
Profitability
90.625000
Streak
251.925727
Best Strategy
Training Data Length
1535.500000
Evaluation Time
2025-10-06 01:13
Expiration Time
2025-11-20 15:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380689.4589 41650.9573 339038.5016 1235690.5116 -23102.7679 1258793.2795
Total P&L (%) 380.6895 41.651 339.0385 1235.6905 -23.1028 1258.7933
Avg Daily Profit (%) 0.2479 0.0271 0.2208 0.169 -0.0171 0.1701
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82760 -59240 -71274 -2100080 -851383 -1743963
Profit Factor 2.7348 1.3155 4.8787 1.361 0.9836 1.6257
Total Trades 65 33 32 65 33 32
Winning Trades 51 22 29 51 22 29
Losing Trades 14 11 3 14 11 3
Profitability (%) 78.4615 66.6667 90.625 78.4615 66.6667 90.625
Ratio Avg Win / Avg Loss 0.7507 0.6577 0.5047 0.3736 0.4918 0.1682
Largest Winning Trade 48950 48950 38467 714121 610096 714121
Largest Losing Trade -71274 -33773 -71274 -1743963 -317514 -1743963
Avg Bars in Trades 40 16 63 40 16 63
Avg Bars in Winners 23 6 35 23 6 35
Avg Bars in Losers 101 38 334 101 38 334
Bars Traded 2603 560 2043 2603 560 2043
Profit Streak 102.4257 102.4257 251.9257 102.4257 102.4257 251.9257
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -120881 -157229 686192 -124789 -577803 518967
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3071,
    "evaluation_days": 1535.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1633003200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759702382802,
    "expiration_time": 1763645616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 94,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            380689.4588586537,
            41650.9572644846,
            339038.5015941691,
            1235690.5116016425,
            -23102.7679418963,
            1258793.2795435393
        ],
        [
            380.689459,
            41.650957,
            339.038502,
            1235.690512,
            -23.102768,
            1258.79328
        ],
        [
            0.247925,
            0.027125,
            0.2208,
            0.16895,
            -0.017107,
            0.170068
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82760,
            -59240,
            -71274,
            -2100080,
            -851383,
            -1743963
        ],
        [
            2.734782,
            1.315452,
            4.878745,
            1.361029,
            0.983624,
            1.625681
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            14,
            11,
            3,
            14,
            11,
            3
        ],
        [
            78.461538,
            66.666667,
            90.625,
            78.461538,
            66.666667,
            90.625
        ],
        [
            0.750725,
            0.657726,
            0.504698,
            0.373616,
            0.491812,
            0.168174
        ],
        [
            48950,
            48950,
            38467,
            714121,
            610096,
            714121
        ],
        [
            -71274,
            -33773,
            -71274,
            -1743963,
            -317514,
            -1743963
        ],
        [
            40,
            16,
            63,
            40,
            16,
            63
        ],
        [
            23,
            6,
            35,
            23,
            6,
            35
        ],
        [
            101,
            38,
            334,
            101,
            38,
            334
        ],
        [
            2603,
            560,
            2043,
            2603,
            560,
            2043
        ],
        [
            102.425727,
            102.425727,
            251.925727,
            102.425727,
            102.425727,
            251.925727
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -120881,
            -157229,
            686192,
            -124789,
            -577803,
            518967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3071,
    "evaluation_days": 1535.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1633003200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759702382802,
    "expiration_time": 1763645616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 94,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)