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Trade: ONE/USDT/240/WMA/KCL/3615

Strategy
ONE/USDT/240/WMA/KCL/3615
Pair
ONE_USDT
Interval
4h
Score
516100
Daily Profit
0.167284
Profit Factor
4.718295
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
2322.330000
Evaluation Time
2025-10-09 21:21
Expiration Time
2025-12-18 10:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2906740.2159 -233684.6198 -2673055.5961 -102400.5452 4750353.7877 -4852754.3329
Total P&L (%) -2906.7402 -233.6846 -2673.0556 -102.4005 4750.3538 -4852.7543
Avg Daily Profit (%) -1.2516 -0.1006 -1.151 0 0.1673 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -3043128 -244482 -2814079 -8288766 -524863 -8751264
Profit Factor 0.1722 0.4731 0.1287 0.9901 4.7183 0.463
Total Trades 75 38 37 75 38 37
Winning Trades 48 22 26 33 18 15
Losing Trades 27 16 11 42 20 22
Profitability (%) 64 57.8947 70.2703 44 47.3684 40.5405
Ratio Avg Win / Avg Loss 0.0969 0.3441 0.0544 1.2601 5.2426 0.679
Largest Winning Trade 40229 40229 36821 3323654 3323654 1883832
Largest Losing Trade -2317404 -82273 -2317404 -6557823 -432211 -6557823
Avg Bars in Trades 183 160 207 183 160 207
Avg Bars in Winners 93 74 109 226 210 244
Avg Bars in Losers 343 278 437 150 114 181
Bars Traded 13759 6091 7668 13759 6091 7668
Profit Streak 90.9315 90.9315 130.4315 0 0 0
Trades During Streak 6 3 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -638475 -578381 -576793 -642722 516100 -584451
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13934,
    "evaluation_days": 2322.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561435200000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760034082816,
    "expiration_time": 1766045088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -2906740.215893756,
            -233684.6197584906,
            -2673055.596135268,
            -102400.5451681803,
            4750353.78768771,
            -4852754.332855891
        ],
        [
            -2906.740216,
            -233.68462,
            -2673.055596,
            -102.400545,
            4750.353788,
            -4852.754333
        ],
        [
            -1.251648,
            -0.100625,
            -1.151023,
            0,
            0.167284,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -3043128,
            -244482,
            -2814079,
            -8288766,
            -524863,
            -8751264
        ],
        [
            0.172177,
            0.473096,
            0.128674,
            0.990072,
            4.718295,
            0.462974
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            48,
            22,
            26,
            33,
            18,
            15
        ],
        [
            27,
            16,
            11,
            42,
            20,
            22
        ],
        [
            64,
            57.894737,
            70.27027,
            44,
            47.368421,
            40.540541
        ],
        [
            0.09685,
            0.344069,
            0.054439,
            1.260091,
            5.24255,
            0.679028
        ],
        [
            40229,
            40229,
            36821,
            3323654,
            3323654,
            1883832
        ],
        [
            -2317404,
            -82273,
            -2317404,
            -6557823,
            -432211,
            -6557823
        ],
        [
            183,
            160,
            207,
            183,
            160,
            207
        ],
        [
            93,
            74,
            109,
            226,
            210,
            244
        ],
        [
            343,
            278,
            437,
            150,
            114,
            181
        ],
        [
            13759,
            6091,
            7668,
            13759,
            6091,
            7668
        ],
        [
            90.931514,
            90.931514,
            130.431514,
            0,
            0,
            0
        ],
        [
            6,
            3,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -638475,
            -578381,
            -576793,
            -642722,
            516100,
            -584451
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13934,
    "evaluation_days": 2322.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561435200000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760034082816,
    "expiration_time": 1766045088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)