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Trade: EGLD/USDT/120/KCL/PWMA/6370

Strategy
EGLD/USDT/120/KCL/PWMA/6370
Pair
EGLD_USDT
Interval
2h
Score
558222
Daily Profit
0.936656
Profit Factor
2.817795
Profitability
38.492063
Streak
0.000000
Best Strategy
Training Data Length
1856.420000
Evaluation Time
2025-10-04 01:34
Expiration Time
2025-12-09 19:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1738827.0189 1784623.5586 -45796.5397 -48120.7033 377627.8925 -425748.5959
Total P&L (%) 1738.827 1784.6236 -45.7965 -48.1207 377.6279 -425.7486
Avg Daily Profit (%) 0.9367 0.9613 -0.0247 -0.0353 0.0843 0
Buy And Hold Return (%) 70.3642 70.3642 70.3642 70.3642 70.3642 70.3642
Max Trade Drawdown -284918 -236710 -103586 -3679242 -2403405 -1497411
Profit Factor 2.8178 3.8374 0.8602 0.9944 1.068 0.8597
Total Trades 252 126 126 252 126 126
Winning Trades 97 37 60 97 37 60
Losing Trades 155 89 66 155 89 66
Profitability (%) 38.4921 29.3651 47.619 38.4921 29.3651 47.619
Ratio Avg Win / Avg Loss 4.5027 9.2306 0.9462 1.589 2.569 0.9456
Largest Winning Trade 1790474 1790474 33244 2244955 2244955 788002
Largest Losing Trade -35979 -31055 -35979 -757807 -757807 -619240
Avg Bars in Trades 86 138 35 86 138 35
Avg Bars in Winners 122 255 40 122 255 40
Avg Bars in Losers 64 89 31 64 89 31
Bars Traded 21912 17393 4519 21912 17393 4519
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 558222 340290 -581923 -581157 -236941 -581923
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22277,
    "evaluation_days": 1856.42,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600840800000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759530857868,
    "expiration_time": 1765302998400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 243,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 32,
            "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": [
        [
            1738827.0189059603,
            1784623.5585984846,
            -45796.5396925236,
            -48120.7033271809,
            377627.8925369005,
            -425748.5958640829
        ],
        [
            1738.827019,
            1784.623559,
            -45.79654,
            -48.120703,
            377.627893,
            -425.748596
        ],
        [
            0.936656,
            0.961325,
            -0.024669,
            -0.035344,
            0.084265,
            0
        ],
        [
            70.364219,
            70.364219,
            70.364219,
            70.364219,
            70.364219,
            70.364219
        ],
        [
            -284918,
            -236710,
            -103586,
            -3679242,
            -2403405,
            -1497411
        ],
        [
            2.817795,
            3.837439,
            0.860207,
            0.994396,
            1.068011,
            0.859672
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            97,
            37,
            60,
            97,
            37,
            60
        ],
        [
            155,
            89,
            66,
            155,
            89,
            66
        ],
        [
            38.492063,
            29.365079,
            47.619048,
            38.492063,
            29.365079,
            47.619048
        ],
        [
            4.502662,
            9.230595,
            0.946228,
            1.588983,
            2.569,
            0.94564
        ],
        [
            1790474,
            1790474,
            33244,
            2244955,
            2244955,
            788002
        ],
        [
            -35979,
            -31055,
            -35979,
            -757807,
            -757807,
            -619240
        ],
        [
            86,
            138,
            35,
            86,
            138,
            35
        ],
        [
            122,
            255,
            40,
            122,
            255,
            40
        ],
        [
            64,
            89,
            31,
            64,
            89,
            31
        ],
        [
            21912,
            17393,
            4519,
            21912,
            17393,
            4519
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            558222,
            340290,
            -581923,
            -581157,
            -236941,
            -581923
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22277,
    "evaluation_days": 1856.42,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600840800000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759530857868,
    "expiration_time": 1765302998400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 243,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 32,
            "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)