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Trade: ALGO/USDT/120/KCL/PWMA/7539

Strategy
ALGO/USDT/120/KCL/PWMA/7539
Pair
ALGO_USDT
Interval
2h
Score
323800
Daily Profit
0.172460
Profit Factor
1.429872
Profitability
42.211055
Streak
11.744977
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-10-05 18:52
Expiration Time
2025-12-19 15:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359162.2769 364450.0507 -5287.7738 -36867.6586 20509.076 -57376.7346
Total P&L (%) 359.1623 364.4501 -5.2878 -36.8677 20.5091 -57.3767
Avg Daily Profit (%) 0.1725 0.175 -0.0025 -0.0221 0.009 -0.0409
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -246646 -235706 -51805 -490289 -438856 -128591
Profit Factor 1.4299 1.5864 0.9753 0.9724 1.0199 0.8116
Total Trades 199 99 100 199 99 100
Winning Trades 84 37 47 84 37 47
Losing Trades 115 62 53 115 62 53
Profitability (%) 42.2111 37.3737 47 42.2111 37.3737 47
Ratio Avg Win / Avg Loss 1.9576 2.6583 1.0998 1.3313 1.709 0.9152
Largest Winning Trade 294995 294995 14925 346733 346733 54220
Largest Losing Trade -40523 -40523 -19396 -155388 -155388 -29944
Avg Bars in Trades 122 223 22 122 223 22
Avg Bars in Winners 160 337 21 160 337 21
Avg Bars in Losers 94 155 22 94 155 22
Bars Traded 24348 22108 2240 24348 22108 2240
Profit Streak 11.745 11.745 61.8283 11.745 11.745 61.8283
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323800 224653 -578897 -579491 -389084 -580564
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1580846400000,
    "last_datapoint_time": 1759672800000,
    "evaluation_time": 1759679566067,
    "expiration_time": 1766150467200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 164,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 41,
            "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": [
        [
            359162.276897772,
            364450.0507144015,
            -5287.7738166293,
            -36867.6586152038,
            20509.0759602592,
            -57376.7345754631
        ],
        [
            359.162277,
            364.450051,
            -5.287774,
            -36.867659,
            20.509076,
            -57.376735
        ],
        [
            0.17246,
            0.174999,
            -0.002539,
            -0.022083,
            0.008958,
            -0.040939
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -246646,
            -235706,
            -51805,
            -490289,
            -438856,
            -128591
        ],
        [
            1.429872,
            1.586412,
            0.975293,
            0.972421,
            1.019869,
            0.811623
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            84,
            37,
            47,
            84,
            37,
            47
        ],
        [
            115,
            62,
            53,
            115,
            62,
            53
        ],
        [
            42.211055,
            37.373737,
            47,
            42.211055,
            37.373737,
            47
        ],
        [
            1.957563,
            2.658311,
            1.099798,
            1.331291,
            1.708969,
            0.915235
        ],
        [
            294995,
            294995,
            14925,
            346733,
            346733,
            54220
        ],
        [
            -40523,
            -40523,
            -19396,
            -155388,
            -155388,
            -29944
        ],
        [
            122,
            223,
            22,
            122,
            223,
            22
        ],
        [
            160,
            337,
            21,
            160,
            337,
            21
        ],
        [
            94,
            155,
            22,
            94,
            155,
            22
        ],
        [
            24348,
            22108,
            2240,
            24348,
            22108,
            2240
        ],
        [
            11.744977,
            11.744978,
            61.828311,
            11.744978,
            11.744978,
            61.828311
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323800,
            224653,
            -578897,
            -579491,
            -389084,
            -580564
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1580846400000,
    "last_datapoint_time": 1759672800000,
    "evaluation_time": 1759679566067,
    "expiration_time": 1766150467200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 164,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 41,
            "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)