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Trade: ALGO/USDT/240/KCL/SWMA/9459

Strategy
ALGO/USDT/240/KCL/SWMA/9459
Pair
ALGO_USDT
Interval
4h
Score
333654
Daily Profit
0.161703
Profit Factor
2.040621
Profitability
43.750000
Streak
90.763025
Best Strategy
Training Data Length
2286.330000
Evaluation Time
2025-09-27 01:18
Expiration Time
2025-12-02 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 447269.3778 369706.1292 77563.2486 113217.4788 191405.2926 -78187.8137
Total P&L (%) 447.2694 369.7061 77.5632 113.2175 191.4053 -78.1878
Avg Daily Profit (%) 0.1956 0.1617 0.0339 0.0331 0.0468 -0.0666
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187318 -194105 -36482 -662243 -551152 -157654
Profit Factor 1.8997 2.0406 1.5469 1.1109 1.2618 0.7304
Total Trades 64 32 32 64 32 32
Winning Trades 32 14 18 32 14 18
Losing Trades 32 18 14 32 18 14
Profitability (%) 50 43.75 56.25 50 43.75 56.25
Ratio Avg Win / Avg Loss 1.8997 2.6237 1.2031 1.1109 1.6223 0.5681
Largest Winning Trade 267660 267660 41516 366065 366065 23553
Largest Losing Trade -58085 -58085 -34829 -274436 -274436 -97202
Avg Bars in Trades 202 335 69 202 335 69
Avg Bars in Winners 234 446 70 234 446 70
Avg Bars in Losers 170 249 68 170 249 68
Bars Traded 12977 10747 2230 12977 10747 2230
Profit Streak 0 90.763 0 0 90.763 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 -132309 333654 -145202 -390701 -131360 -580000

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13718,
    "evaluation_days": 2286.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563897600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925125393,
    "expiration_time": 1764641376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 191,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 124,
            "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": [
        [
            447269.3778494321,
            369706.1292137569,
            77563.2486356751,
            113217.4788431921,
            191405.2925699318,
            -78187.8137267396
        ],
        [
            447.269378,
            369.706129,
            77.563249,
            113.217479,
            191.405293,
            -78.187814
        ],
        [
            0.195628,
            0.161703,
            0.033925,
            0.033122,
            0.046791,
            -0.066578
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187318,
            -194105,
            -36482,
            -662243,
            -551152,
            -157654
        ],
        [
            1.899746,
            2.040621,
            1.546869,
            1.110881,
            1.261824,
            0.730414
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            50,
            43.75,
            56.25,
            50,
            43.75,
            56.25
        ],
        [
            1.899746,
            2.623655,
            1.20312,
            1.110881,
            1.622345,
            0.568099
        ],
        [
            267660,
            267660,
            41516,
            366065,
            366065,
            23553
        ],
        [
            -58085,
            -58085,
            -34829,
            -274436,
            -274436,
            -97202
        ],
        [
            202,
            335,
            69,
            202,
            335,
            69
        ],
        [
            234,
            446,
            70,
            234,
            446,
            70
        ],
        [
            170,
            249,
            68,
            170,
            249,
            68
        ],
        [
            12977,
            10747,
            2230,
            12977,
            10747,
            2230
        ],
        [
            0,
            90.763025,
            0,
            0,
            90.763025,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132309,
            333654,
            -145202,
            -390701,
            -131360,
            -580000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13718,
    "evaluation_days": 2286.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563897600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925125393,
    "expiration_time": 1764641376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 191,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 124,
            "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)