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Trade: ONE/USDT/720/KCU/ZLMA/4601

Strategy
ONE/USDT/720/KCU/ZLMA/4601
Pair
ONE_USDT
Interval
12h
Score
653659
Daily Profit
0.784854
Profit Factor
10.482252
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 16:37
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1823504.2086 1811443.1906 12061.018 1143455.6933 3271232.4692 -2127776.7759
Total P&L (%) 1823.5042 1811.4432 12.061 1143.4557 3271.2325 -2127.7768
Avg Daily Profit (%) 0.7901 0.7849 0.0052 0.1093 0.1525 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135209 -55162 -130006 -3147317 -965891 -2655398
Profit Factor 4.9024 10.4823 1.0437 1.1386 2.0878 0.5943
Total Trades 57 29 28 57 29 28
Winning Trades 20 12 8 20 12 8
Losing Trades 37 17 20 37 17 20
Profitability (%) 35.0877 41.3793 28.5714 35.0877 41.3793 28.5714
Ratio Avg Win / Avg Loss 9.0694 14.8499 2.6092 2.1063 2.9578 1.4859
Largest Winning Trade 1698658 1698658 93749 2766434 2766434 1307886
Largest Losing Trade -40563 -28016 -40563 -1297342 -494280 -1297342
Avg Bars in Trades 69 37 103 69 37 103
Avg Bars in Winners 167 76 304 167 76 304
Avg Bars in Losers 17 10 22 17 10 22
Bars Traded 3987 1096 2891 3987 1096 2891
Profit Streak 0 0 266.0675 0 0 266.0675
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164772 653659 -493045 -299276 294992 -613270

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566691200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758893833919,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 15,
            "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": [
        [
            1823504.2086279427,
            1811443.1905927437,
            12061.0180351981,
            1143455.693259595,
            3271232.469171554,
            -2127776.775911959
        ],
        [
            1823.504209,
            1811.443191,
            12.061018,
            1143.455693,
            3271.232469,
            -2127.776776
        ],
        [
            0.79008,
            0.784854,
            0.005226,
            0.109266,
            0.152537,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135209,
            -55162,
            -130006,
            -3147317,
            -965891,
            -2655398
        ],
        [
            4.902365,
            10.482252,
            1.04366,
            1.138562,
            2.08784,
            0.594341
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            20,
            12,
            8,
            20,
            12,
            8
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            35.087719,
            41.37931,
            28.571429,
            35.087719,
            41.37931,
            28.571429
        ],
        [
            9.069375,
            14.849857,
            2.609151,
            2.106339,
            2.957773,
            1.485852
        ],
        [
            1698658,
            1698658,
            93749,
            2766434,
            2766434,
            1307886
        ],
        [
            -40563,
            -28016,
            -40563,
            -1297342,
            -494280,
            -1297342
        ],
        [
            69,
            37,
            103,
            69,
            37,
            103
        ],
        [
            167,
            76,
            304,
            167,
            76,
            304
        ],
        [
            17,
            10,
            22,
            17,
            10,
            22
        ],
        [
            3987,
            1096,
            2891,
            3987,
            1096,
            2891
        ],
        [
            0,
            0,
            266.067522,
            0,
            0,
            266.067522
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164772,
            653659,
            -493045,
            -299276,
            294992,
            -613270
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566691200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758893833919,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 15,
            "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)