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Trade: ETC/USDT/5/KCU/RMA/7711

Strategy
ETC/USDT/5/KCU/RMA/7711
Pair
ETC_USDT
Interval
5m
Score
423456
Daily Profit
0.503414
Profit Factor
1.888209
Profitability
58.333333
Streak
7.634645
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 10:23
Expiration Time
2025-12-26 09:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 43701.3982 4358.6199 39342.7782 48144.0244 3579.2979 44564.7266
Total P&L (%) 43.7014 4.3586 39.3428 48.144 3.5793 44.5647
Avg Daily Profit (%) 0.5034 0.0502 0.4532 0.4538 0.0405 0.4255
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -13497 -8254 -11297 -16762 -10284 -13877
Profit Factor 1.8882 1.2509 2.2359 1.7897 1.1669 2.1277
Total Trades 84 42 42 84 42 42
Winning Trades 49 26 23 49 26 23
Losing Trades 35 16 19 35 16 19
Profitability (%) 58.3333 61.9048 54.7619 58.3333 61.9048 54.7619
Ratio Avg Win / Avg Loss 1.3487 0.7698 1.8471 1.2783 0.7181 1.7577
Largest Winning Trade 21711 2602 21711 26426 2864 26426
Largest Losing Trade -10444 -4038 -10444 -12835 -5120 -12835
Avg Bars in Trades 272 117 427 272 117 427
Avg Bars in Winners 222 110 348 222 110 348
Avg Bars in Losers 342 128 523 342 128 523
Bars Traded 22887 4922 17965 22887 4922 17965
Profit Streak 7.6346 16.5756 7.6346 7.6346 16.5756 7.6346
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423456 -291738 418074 415548 -341678 418729
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752753900000,
    "first_datapoint_time": 1752825600000,
    "last_datapoint_time": 1760253600000,
    "evaluation_time": 1760253833300,
    "expiration_time": 1766733600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 108,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 240,
            "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": [
        [
            43701.3981542383,
            4358.6199079856,
            39342.7782462527,
            48144.0244253367,
            3579.297861123,
            44564.7265642137
        ],
        [
            43.701398,
            4.35862,
            39.342778,
            48.144024,
            3.579298,
            44.564727
        ],
        [
            0.503414,
            0.050209,
            0.453206,
            0.453756,
            0.040519,
            0.425459
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -13497,
            -8254,
            -11297,
            -16762,
            -10284,
            -13877
        ],
        [
            1.888209,
            1.250941,
            2.235926,
            1.789688,
            1.166881,
            2.127716
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            58.333333,
            61.904762,
            54.761905,
            58.333333,
            61.904762,
            54.761905
        ],
        [
            1.348721,
            0.76981,
            1.84707,
            1.278348,
            0.718081,
            1.757678
        ],
        [
            21711,
            2602,
            21711,
            26426,
            2864,
            26426
        ],
        [
            -10444,
            -4038,
            -10444,
            -12835,
            -5120,
            -12835
        ],
        [
            272,
            117,
            427,
            272,
            117,
            427
        ],
        [
            222,
            110,
            348,
            222,
            110,
            348
        ],
        [
            342,
            128,
            523,
            342,
            128,
            523
        ],
        [
            22887,
            4922,
            17965,
            22887,
            4922,
            17965
        ],
        [
            7.634645,
            16.575617,
            7.634645,
            7.634645,
            16.575617,
            7.634645
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423456,
            -291738,
            418074,
            415548,
            -341678,
            418729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752753900000,
    "first_datapoint_time": 1752825600000,
    "last_datapoint_time": 1760253600000,
    "evaluation_time": 1760253833300,
    "expiration_time": 1766733600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 108,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 240,
            "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)