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Trade: ALGO/USDT/360/KCL/PWMA/5068

Strategy
ALGO/USDT/360/KCL/PWMA/5068
Pair
ALGO_USDT
Interval
6h
Score
361055
Daily Profit
0.216002
Profit Factor
1.629719
Profitability
62.831858
Streak
0.000000
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-26 22:09
Expiration Time
2025-12-02 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 493941.8525 372810.1427 121131.7098 166277.5653 -697246.3999 863523.9653
Total P&L (%) 493.9419 372.8101 121.1317 166.2776 -697.2464 863.524
Avg Daily Profit (%) 0.216 0.163 0.053 0.0428 0 0.0991
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98737 -121099 -79816 -2332753 -2502483 -1027562
Profit Factor 1.6297 1.7667 1.4063 1.0251 0.8434 1.3994
Total Trades 113 56 57 113 56 57
Winning Trades 71 33 38 71 33 38
Losing Trades 42 23 19 42 23 19
Profitability (%) 62.8319 58.9286 66.6667 62.8319 58.9286 66.6667
Ratio Avg Win / Avg Loss 0.9641 1.2313 0.7032 0.6064 0.5878 0.6997
Largest Winning Trade 97808 97808 30461 662614 662614 468500
Largest Losing Trade -67764 -57928 -67764 -1488575 -1488575 -759441
Avg Bars in Trades 77 114 40 77 114 40
Avg Bars in Winners 59 94 29 59 94 29
Avg Bars in Losers 107 142 64 107 142 64
Bars Traded 8749 6415 2334 8749 6415 2334
Profit Streak 0 121.048 0 0 121.048 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 361055 -168788 -301006 -328271 -759110 -239103

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565222400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913748066,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 159,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 189,
            "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": [
        [
            493941.8524754498,
            372810.1426778311,
            121131.7097976186,
            166277.565336392,
            -697246.3999417832,
            863523.9652781751
        ],
        [
            493.941852,
            372.810143,
            121.13171,
            166.277565,
            -697.2464,
            863.523965
        ],
        [
            0.216002,
            0.163031,
            0.052971,
            0.042837,
            0,
            0.099117
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98737,
            -121099,
            -79816,
            -2332753,
            -2502483,
            -1027562
        ],
        [
            1.629719,
            1.766653,
            1.406343,
            1.025136,
            0.843427,
            1.399403
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            62.831858,
            58.928571,
            66.666667,
            62.831858,
            58.928571,
            66.666667
        ],
        [
            0.964059,
            1.231304,
            0.703171,
            0.606418,
            0.587843,
            0.699701
        ],
        [
            97808,
            97808,
            30461,
            662614,
            662614,
            468500
        ],
        [
            -67764,
            -57928,
            -67764,
            -1488575,
            -1488575,
            -759441
        ],
        [
            77,
            114,
            40,
            77,
            114,
            40
        ],
        [
            59,
            94,
            29,
            59,
            94,
            29
        ],
        [
            107,
            142,
            64,
            107,
            142,
            64
        ],
        [
            8749,
            6415,
            2334,
            8749,
            6415,
            2334
        ],
        [
            0,
            121.04801,
            0,
            0,
            121.04801,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361055,
            -168788,
            -301006,
            -328271,
            -759110,
            -239103
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1565222400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913748066,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 159,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 189,
            "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)