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Trade: ONE/USDT/360/KCL/DEMA/3582

Strategy
ONE/USDT/360/KCL/DEMA/3582
Pair
ONE_USDT
Interval
6h
Score
761868
Daily Profit
0.739861
Profit Factor
6.473356
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2317.500000
Evaluation Time
2025-10-04 13:04
Expiration Time
2025-12-12 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1811003.9547 1714627.4817 96376.4729 189884.2458 557143.2863 -367259.0405
Total P&L (%) 1811.004 1714.6275 96.3765 189.8842 557.1433 -367.259
Avg Daily Profit (%) 0.7814 0.7399 0.0416 0.0459 0.0813 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204124 -174480 -104649 -5918917 -5111064 -2109636
Profit Factor 4.9248 6.4734 1.6505 1.0232 1.1024 0.8666
Total Trades 69 34 35 69 34 35
Winning Trades 39 17 22 39 17 22
Losing Trades 30 17 13 30 17 13
Profitability (%) 56.5217 50 62.8571 56.5217 50 62.8571
Ratio Avg Win / Avg Loss 3.7883 6.4734 0.9753 0.7871 1.1024 0.5121
Largest Winning Trade 1653206 1653206 52220 2812125 2812125 977640
Largest Losing Trade -90414 -67024 -90414 -3805224 -3805224 -2081923
Avg Bars in Trades 124 205 46 124 205 46
Avg Bars in Winners 117 218 40 117 218 40
Avg Bars in Losers 134 192 57 134 192 57
Bars Traded 8616 6984 1632 8616 6984 1632
Profit Streak 82.17 0 144.92 82.17 0 144.92
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -83849 761868 -134781 -432860 -191947 -578548
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9270,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562911200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759572284597,
    "expiration_time": 1765564560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 41,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 166,
            "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": [
        [
            1811003.9546577157,
            1714627.481746371,
            96376.4729113449,
            189884.2457970285,
            557143.2863076732,
            -367259.0405106453
        ],
        [
            1811.003955,
            1714.627482,
            96.376473,
            189.884246,
            557.143286,
            -367.259041
        ],
        [
            0.781447,
            0.739861,
            0.041586,
            0.045936,
            0.081273,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204124,
            -174480,
            -104649,
            -5918917,
            -5111064,
            -2109636
        ],
        [
            4.924751,
            6.473356,
            1.650474,
            1.023171,
            1.102384,
            0.866598
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            56.521739,
            50,
            62.857143,
            56.521739,
            50,
            62.857143
        ],
        [
            3.78827,
            6.473356,
            0.97528,
            0.787055,
            1.102384,
            0.512081
        ],
        [
            1653206,
            1653206,
            52220,
            2812125,
            2812125,
            977640
        ],
        [
            -90414,
            -67024,
            -90414,
            -3805224,
            -3805224,
            -2081923
        ],
        [
            124,
            205,
            46,
            124,
            205,
            46
        ],
        [
            117,
            218,
            40,
            117,
            218,
            40
        ],
        [
            134,
            192,
            57,
            134,
            192,
            57
        ],
        [
            8616,
            6984,
            1632,
            8616,
            6984,
            1632
        ],
        [
            82.169961,
            0,
            144.919961,
            82.169961,
            0,
            144.919961
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -83849,
            761868,
            -134781,
            -432860,
            -191947,
            -578548
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9270,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562911200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759572284597,
    "expiration_time": 1765564560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 41,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 166,
            "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)