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Trade: OCEAN/USDT/120/KCL/WMA/1897

Strategy
OCEAN/USDT/120/KCL/WMA/1897
Pair
OCEAN_USDT
Interval
2h
Score
357765
Daily Profit
0.167385
Profit Factor
1.631651
Profitability
69.354839
Streak
0.000000
Best Strategy
Training Data Length
1411.330000
Evaluation Time
2025-09-26 19:19
Expiration Time
2024-08-21 00:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 124376.8472 236235.2708 -111858.4236 -62505.8258 238529.2413 -301035.0671
Total P&L (%) 124.3768 236.2353 -111.8584 -62.5058 238.5292 -301.0351
Avg Daily Profit (%) 0.0881 0.1674 -0.0793 -0.0695 0.0864 0
Buy And Hold Return (%) 29.5873 29.5873 29.5873 29.5873 29.5873 29.5873
Max Trade Drawdown -204916 -107746 -264631 -600100 -179430 -526411
Profit Factor 1.1202 1.6317 0.8307 0.9387 1.7178 0.562
Total Trades 249 124 125 249 124 125
Winning Trades 176 86 90 146 72 74
Losing Trades 73 38 35 103 52 51
Profitability (%) 70.6827 69.3548 72 58.6345 58.0645 59.2
Ratio Avg Win / Avg Loss 0.4646 0.721 0.3231 0.6622 1.2407 0.3873
Largest Winning Trade 33580 33580 24277 88534 88534 64323
Largest Losing Trade -155271 -52597 -155271 -286094 -106227 -286094
Avg Bars in Trades 66 81 50 66 81 50
Avg Bars in Winners 35 38 32 53 63 43
Avg Bars in Losers 139 178 97 84 106 61
Bars Traded 16474 10125 6349 16474 10125 6349
Profit Streak 457.1801 0 548.2635 457.1801 0 548.2635
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162745 357765 -576762 -577771 -74586 -578422

Evaluation Data

{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1599148800000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1758903562230,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 9,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 76,
            "offset": 109
        }
    }
}
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": [
        [
            124376.8471742447,
            236235.2707581129,
            -111858.4235838684,
            -62505.8257855796,
            238529.2413470768,
            -301035.0671326566
        ],
        [
            124.376847,
            236.235271,
            -111.858424,
            -62.505826,
            238.529241,
            -301.035067
        ],
        [
            0.088127,
            0.167385,
            -0.079257,
            -0.069484,
            0.086441,
            0
        ],
        [
            29.587302,
            29.587302,
            29.587302,
            29.587302,
            29.587302,
            29.587302
        ],
        [
            -204916,
            -107746,
            -264631,
            -600100,
            -179430,
            -526411
        ],
        [
            1.120204,
            1.631651,
            0.830701,
            0.938694,
            1.717834,
            0.561995
        ],
        [
            249,
            124,
            125,
            249,
            124,
            125
        ],
        [
            176,
            86,
            90,
            146,
            72,
            74
        ],
        [
            73,
            38,
            35,
            103,
            52,
            51
        ],
        [
            70.682731,
            69.354839,
            72,
            58.634538,
            58.064516,
            59.2
        ],
        [
            0.46463,
            0.720962,
            0.32305,
            0.66223,
            1.240658,
            0.387321
        ],
        [
            33580,
            33580,
            24277,
            88534,
            88534,
            64323
        ],
        [
            -155271,
            -52597,
            -155271,
            -286094,
            -106227,
            -286094
        ],
        [
            66,
            81,
            50,
            66,
            81,
            50
        ],
        [
            35,
            38,
            32,
            53,
            63,
            43
        ],
        [
            139,
            178,
            97,
            84,
            106,
            61
        ],
        [
            16474,
            10125,
            6349,
            16474,
            10125,
            6349
        ],
        [
            457.180118,
            0,
            548.263452,
            457.180118,
            0,
            548.263452
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162745,
            357765,
            -576762,
            -577771,
            -74586,
            -578422
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1599148800000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1758903562230,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 9,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 76,
            "offset": 109
        }
    }
}

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)