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Trade: ONE/USDT/240/KCL/WMA/7900

Strategy
ONE/USDT/240/KCL/WMA/7900
Pair
ONE_USDT
Interval
4h
Score
554523
Daily Profit
0.266185
Profit Factor
2.613490
Profitability
63.265306
Streak
0.000000
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-26 17:26
Expiration Time
2025-12-02 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 530865.8923 614133.8333 -83267.941 -30510.7119 2124349.0572 -2154859.7691
Total P&L (%) 530.8659 614.1338 -83.2679 -30.5107 2124.3491 -2154.8598
Avg Daily Profit (%) 0.2301 0.2662 -0.0361 -0.0158 0.1345 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -231728 -190410 -134381 -5506088 -5325442 -2526529
Profit Factor 1.8778 2.6135 0.6286 0.9969 1.3209 0.3615
Total Trades 99 49 50 99 49 50
Winning Trades 54 31 23 54 31 23
Losing Trades 45 18 27 45 18 27
Profitability (%) 54.5455 63.2653 46 54.5455 63.2653 46
Ratio Avg Win / Avg Loss 1.5648 1.5175 0.7379 0.8308 0.767 0.4243
Largest Winning Trade 206867 206867 22361 2581995 2581995 401916
Largest Losing Trade -90575 -90575 -28961 -4832365 -4832365 -910038
Avg Bars in Trades 109 212 8 109 212 8
Avg Bars in Winners 46 74 8 46 74 8
Avg Bars in Losers 185 449 8 185 449 8
Bars Traded 10823 10398 425 10823 10398 425
Profit Streak 152.2684 0 153.6018 152.2684 0 153.6018
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478331 554523 -761147 -579350 -12638 -761147

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562702400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896791954,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 14,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 233,
            "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": [
        [
            530865.8923005554,
            614133.8332600135,
            -83267.9409594582,
            -30510.7118508985,
            2124349.057232093,
            -2154859.7690829895
        ],
        [
            530.865892,
            614.133833,
            -83.267941,
            -30.510712,
            2124.349057,
            -2154.859769
        ],
        [
            0.230094,
            0.266185,
            -0.036091,
            -0.015776,
            0.134543,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -231728,
            -190410,
            -134381,
            -5506088,
            -5325442,
            -2526529
        ],
        [
            1.877755,
            2.61349,
            0.628558,
            0.996947,
            1.320871,
            0.361469
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            54.545455,
            63.265306,
            46,
            54.545455,
            63.265306,
            46
        ],
        [
            1.564796,
            1.51751,
            0.737873,
            0.83079,
            0.766957,
            0.424333
        ],
        [
            206867,
            206867,
            22361,
            2581995,
            2581995,
            401916
        ],
        [
            -90575,
            -90575,
            -28961,
            -4832365,
            -4832365,
            -910038
        ],
        [
            109,
            212,
            8,
            109,
            212,
            8
        ],
        [
            46,
            74,
            8,
            46,
            74,
            8
        ],
        [
            185,
            449,
            8,
            185,
            449,
            8
        ],
        [
            10823,
            10398,
            425,
            10823,
            10398,
            425
        ],
        [
            152.268425,
            0,
            153.601759,
            152.268425,
            0,
            153.601759
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478331,
            554523,
            -761147,
            -579350,
            -12638,
            -761147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562702400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896791954,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 14,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 233,
            "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)