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Trade: ONE/USDT/480/KCL/PWMA/2267

Strategy
ONE/USDT/480/KCL/PWMA/2267
Pair
ONE_USDT
Interval
8h
Score
723049
Daily Profit
0.856147
Profit Factor
4.353462
Profitability
47.368421
Streak
96.352693
Best Strategy
Training Data Length
2316.000000
Evaluation Time
2025-10-03 03:27
Expiration Time
2025-12-11 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1913233.7005 1982835.542 -69601.8416 -40773.7226 124123.6661 -164897.3887
Total P&L (%) 1913.2337 1982.8355 -69.6018 -40.7737 124.1237 -164.8974
Avg Daily Profit (%) 0.8261 0.8561 -0.0301 -0.0226 0.0349 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -339035 -262679 -100960 -4047166 -3764489 -360941
Profit Factor 3.5806 4.3535 0.5363 0.9928 1.0242 0.7023
Total Trades 77 38 39 77 38 39
Winning Trades 39 18 21 39 18 21
Losing Trades 38 20 18 38 20 18
Profitability (%) 50.6494 47.3684 53.8462 50.6494 47.3684 53.8462
Ratio Avg Win / Avg Loss 3.4888 4.8372 0.4597 0.9674 1.1379 0.602
Largest Winning Trade 1784900 1784900 11155 2838979 2838979 177322
Largest Losing Trade -69696 -69696 -29456 -1706678 -1706678 -328039
Avg Bars in Trades 82 159 7 82 159 7
Avg Bars in Winners 77 160 6 77 160 6
Avg Bars in Losers 87 158 8 87 158 8
Bars Traded 6339 6059 280 6339 6059 280
Profit Streak 0 96.3527 0 0 96.3527 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26250 723049 -579981 -626971 -340748 -579981
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6948,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560643200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759451272695,
    "expiration_time": 1765423872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 46,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "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": [
        [
            1913233.70045218,
            1982835.5420193444,
            -69601.8415671651,
            -40773.7225651077,
            124123.6660995282,
            -164897.3886646352
        ],
        [
            1913.2337,
            1982.835542,
            -69.601842,
            -40.773723,
            124.123666,
            -164.897389
        ],
        [
            0.826094,
            0.856147,
            -0.030053,
            -0.022614,
            0.034852,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -339035,
            -262679,
            -100960,
            -4047166,
            -3764489,
            -360941
        ],
        [
            3.580603,
            4.353462,
            0.536328,
            0.992838,
            1.024151,
            0.702275
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            50.649351,
            47.368421,
            53.846154,
            50.649351,
            47.368421,
            53.846154
        ],
        [
            3.488792,
            4.83718,
            0.45971,
            0.967381,
            1.137945,
            0.60195
        ],
        [
            1784900,
            1784900,
            11155,
            2838979,
            2838979,
            177322
        ],
        [
            -69696,
            -69696,
            -29456,
            -1706678,
            -1706678,
            -328039
        ],
        [
            82,
            159,
            7,
            82,
            159,
            7
        ],
        [
            77,
            160,
            6,
            77,
            160,
            6
        ],
        [
            87,
            158,
            8,
            87,
            158,
            8
        ],
        [
            6339,
            6059,
            280,
            6339,
            6059,
            280
        ],
        [
            0,
            96.352693,
            0,
            0,
            96.352693,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26250,
            723049,
            -579981,
            -626971,
            -340748,
            -579981
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6948,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560643200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759451272695,
    "expiration_time": 1765423872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 46,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "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)