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Trade: NEAR/USDT/720/FWMA/KCL/9308

Strategy
NEAR/USDT/720/FWMA/KCL/9308
Pair
NEAR_USDT
Interval
12h
Score
632110
Daily Profit
0.222287
Profit Factor
5.144511
Profitability
50.000000
Streak
723.448793
Best Strategy
Training Data Length
1813.500000
Evaluation Time
2025-10-01 13:46
Expiration Time
2025-11-24 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -468976.1267 -2656.1686 -466319.9581 6164305.4095 656782.0371 5507523.3724
Total P&L (%) -468.9761 -2.6562 -466.32 6164.3054 656.782 5507.5234
Avg Daily Profit (%) -0.2586 -0.0015 -0.2571 0.2284 0.1117 0.2223
Buy And Hold Return (%) 130.1448 130.1448 130.1448 130.1448 130.1448 130.1448
Max Trade Drawdown -660968 -73836 -611550 -943029 -715775 -1310520
Profit Factor 0.4597 0.9787 0.3728 3.4672 1.5615 5.1445
Total Trades 65 33 32 65 33 32
Winning Trades 50 21 29 32 16 16
Losing Trades 15 12 3 33 17 16
Profitability (%) 76.9231 63.6364 90.625 49.2308 48.4848 50
Ratio Avg Win / Avg Loss 0.1379 0.5592 0.0386 3.5755 1.6591 5.1445
Largest Winning Trade 28360 28360 27725 3106015 321901 3106015
Largest Losing Trade -431881 -44334 -431881 -682210 -406776 -682210
Avg Bars in Trades 45 25 66 45 25 66
Avg Bars in Winners 26 9 38 51 31 70
Avg Bars in Losers 111 53 340 40 19 62
Bars Traded 2987 849 2138 2987 849 2138
Profit Streak 161.9488 161.9488 472.4488 161.9488 161.9488 723.4488
Trades During Streak 6 3 11 6 3 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -711847 -577404 -574414 -119946 -40996 632110
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3627,
    "evaluation_days": 1813.5,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1608508800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759315575676,
    "expiration_time": 1763977392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 137,
            "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": [
        [
            -468976.1266745745,
            -2656.168611641,
            -466319.9580629335,
            6164305.40945119,
            656782.0370753675,
            5507523.372375823
        ],
        [
            -468.976127,
            -2.656169,
            -466.319958,
            6164.305409,
            656.782037,
            5507.523372
        ],
        [
            -0.258603,
            -0.001465,
            -0.257138,
            0.228408,
            0.111664,
            0.222287
        ],
        [
            130.144782,
            130.144782,
            130.144782,
            130.144782,
            130.144782,
            130.144782
        ],
        [
            -660968,
            -73836,
            -611550,
            -943029,
            -715775,
            -1310520
        ],
        [
            0.459729,
            0.978675,
            0.372791,
            3.46719,
            1.561524,
            5.144511
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            50,
            21,
            29,
            32,
            16,
            16
        ],
        [
            15,
            12,
            3,
            33,
            17,
            16
        ],
        [
            76.923077,
            63.636364,
            90.625,
            49.230769,
            48.484848,
            50
        ],
        [
            0.137919,
            0.559243,
            0.038565,
            3.575539,
            1.65912,
            5.144511
        ],
        [
            28360,
            28360,
            27725,
            3106015,
            321901,
            3106015
        ],
        [
            -431881,
            -44334,
            -431881,
            -682210,
            -406776,
            -682210
        ],
        [
            45,
            25,
            66,
            45,
            25,
            66
        ],
        [
            26,
            9,
            38,
            51,
            31,
            70
        ],
        [
            111,
            53,
            340,
            40,
            19,
            62
        ],
        [
            2987,
            849,
            2138,
            2987,
            849,
            2138
        ],
        [
            161.948792,
            161.948792,
            472.448792,
            161.948793,
            161.948793,
            723.448793
        ],
        [
            6,
            3,
            11,
            6,
            3,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -711847,
            -577404,
            -574414,
            -119946,
            -40996,
            632110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3627,
    "evaluation_days": 1813.5,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1608508800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759315575676,
    "expiration_time": 1763977392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 137,
            "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)