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Trade: ALGO/USDT/120/KCL/JMA/4545

Strategy
ALGO/USDT/120/KCL/JMA/4545
Pair
ALGO_USDT
Interval
2h
Score
511225
Daily Profit
0.339728
Profit Factor
2.096821
Profitability
58.791209
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 17:11
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 707484.3605 563928.4045 143555.956 1267675.0074 536718.6334 730956.3741
Total P&L (%) 707.4844 563.9284 143.556 1267.675 536.7186 730.9564
Avg Daily Profit (%) 0.3397 0.2708 0.0689 0.1257 0.0889 0.1017
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169111 -201039 -12649 -2370468 -2480124 -279605
Profit Factor 2.0968 2.0225 2.5349 1.1949 1.0952 1.8415
Total Trades 182 91 91 182 91 91
Winning Trades 107 42 65 107 42 65
Losing Trades 75 49 26 75 49 26
Profitability (%) 58.7912 46.1538 71.4286 58.7912 46.1538 71.4286
Ratio Avg Win / Avg Loss 1.4697 2.3596 1.014 0.8375 1.2778 0.7366
Largest Winning Trade 315456 315456 22433 1208439 1208439 178602
Largest Losing Trade -39969 -39969 -12649 -592704 -592704 -164487
Avg Bars in Trades 133 253 13 133 253 13
Avg Bars in Winners 135 324 12 135 324 12
Avg Bars in Losers 130 191 15 130 191 15
Bars Traded 24267 23027 1241 24267 23027 1241
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 511225 384469 -94150 -30535 -191393 -53013

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579255200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758809514112,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 74,
            "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": [
        [
            707484.3605003711,
            563928.404455962,
            143555.9560444093,
            1267675.007442501,
            536718.6333749958,
            730956.3740675043
        ],
        [
            707.484361,
            563.928404,
            143.555956,
            1267.675007,
            536.718633,
            730.956374
        ],
        [
            0.339728,
            0.270794,
            0.068934,
            0.125683,
            0.088931,
            0.101728
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169111,
            -201039,
            -12649,
            -2370468,
            -2480124,
            -279605
        ],
        [
            2.096821,
            2.022524,
            2.534946,
            1.194889,
            1.095232,
            1.841459
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            107,
            42,
            65,
            107,
            42,
            65
        ],
        [
            75,
            49,
            26,
            75,
            49,
            26
        ],
        [
            58.791209,
            46.153846,
            71.428571,
            58.791209,
            46.153846,
            71.428571
        ],
        [
            1.469735,
            2.359611,
            1.013978,
            0.837539,
            1.27777,
            0.736583
        ],
        [
            315456,
            315456,
            22433,
            1208439,
            1208439,
            178602
        ],
        [
            -39969,
            -39969,
            -12649,
            -592704,
            -592704,
            -164487
        ],
        [
            133,
            253,
            13,
            133,
            253,
            13
        ],
        [
            135,
            324,
            12,
            135,
            324,
            12
        ],
        [
            130,
            191,
            15,
            130,
            191,
            15
        ],
        [
            24267,
            23027,
            1241,
            24267,
            23027,
            1241
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511225,
            384469,
            -94150,
            -30535,
            -191393,
            -53013
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579255200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758809514112,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 74,
            "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)