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Trade: ALGO/USDT/240/SMA/KCU/1064

Strategy
ALGO/USDT/240/SMA/KCU/1064
Pair
ALGO_USDT
Interval
4h
Score
306219
Daily Profit
0.228863
Profit Factor
1.424458
Profitability
37.786260
Streak
0.000000
Best Strategy
Training Data Length
2301.830000
Evaluation Time
2025-10-10 07:37
Expiration Time
2025-12-18 03:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 526802.9005 462883.5237 63919.3769 30203.2234 322495.5901 -292292.3667
Total P&L (%) 526.8029 462.8835 63.9194 30.2032 322.4956 -292.2924
Avg Daily Profit (%) 0.2289 0.2011 0.0278 0.0115 0.0626 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198302 -215006 -70660 -1365846 -1315656 -428027
Profit Factor 1.4245 1.6397 1.1235 1.0054 1.0983 0.8715
Total Trades 524 262 262 524 262 262
Winning Trades 198 82 116 198 82 116
Losing Trades 326 180 146 326 180 146
Profitability (%) 37.7863 31.2977 44.2748 37.7863 31.2977 44.2748
Ratio Avg Win / Avg Loss 2.3453 3.5993 1.4141 1.6554 2.4109 1.0969
Largest Winning Trade 336585 336585 38432 1065460 1065460 140187
Largest Losing Trade -32463 -32463 -24295 -232868 -223697 -232868
Avg Bars in Trades 25 42 9 25 42 9
Avg Bars in Winners 37 74 10 37 74 10
Avg Bars in Losers 18 27 8 18 27 8
Bars Traded 13552 11083 2469 13552 11083 2469
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 306219 153982 -241981 -395779 -227069 -580244
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13811,
    "evaluation_days": 2301.83,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563163200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760071071322,
    "expiration_time": 1766020752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            526802.9005356315,
            462883.5236743615,
            63919.3768612695,
            30203.2233712496,
            322495.5900708321,
            -292292.3666995828
        ],
        [
            526.802901,
            462.883524,
            63.919377,
            30.203223,
            322.49559,
            -292.292367
        ],
        [
            0.228863,
            0.201094,
            0.027769,
            0.011467,
            0.062622,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198302,
            -215006,
            -70660,
            -1365846,
            -1315656,
            -428027
        ],
        [
            1.424458,
            1.639684,
            1.123514,
            1.005437,
            1.098286,
            0.871473
        ],
        [
            524,
            262,
            262,
            524,
            262,
            262
        ],
        [
            198,
            82,
            116,
            198,
            82,
            116
        ],
        [
            326,
            180,
            146,
            326,
            180,
            146
        ],
        [
            37.78626,
            31.29771,
            44.274809,
            37.78626,
            31.29771,
            44.274809
        ],
        [
            2.345319,
            3.599306,
            1.414078,
            1.655416,
            2.410872,
            1.096854
        ],
        [
            336585,
            336585,
            38432,
            1065460,
            1065460,
            140187
        ],
        [
            -32463,
            -32463,
            -24295,
            -232868,
            -223697,
            -232868
        ],
        [
            25,
            42,
            9,
            25,
            42,
            9
        ],
        [
            37,
            74,
            10,
            37,
            74,
            10
        ],
        [
            18,
            27,
            8,
            18,
            27,
            8
        ],
        [
            13552,
            11083,
            2469,
            13552,
            11083,
            2469
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306219,
            153982,
            -241981,
            -395779,
            -227069,
            -580244
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13811,
    "evaluation_days": 2301.83,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563163200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760071071322,
    "expiration_time": 1766020752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)