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Trade: OCEAN/USDT/120/KCL/HMA/5377

Strategy
OCEAN/USDT/120/KCL/HMA/5377
Pair
OCEAN_USDT
Interval
2h
Score
345721
Daily Profit
0.218269
Profit Factor
1.268939
Profitability
57.905544
Streak
476.070229
Best Strategy
Training Data Length
1411.330000
Evaluation Time
2025-10-08 22:41
Expiration Time
2024-08-21 00:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260959.4489 308049.2214 -47089.7725 -33749.4392 121989.0336 -155738.4728
Total P&L (%) 260.9594 308.0492 -47.0898 -33.7494 121.989 -155.7385
Avg Daily Profit (%) 0.1849 0.2183 -0.0334 -0.0292 0.0565 0
Buy And Hold Return (%) 11.9583 11.9583 11.9583 11.9583 11.9583 11.9583
Max Trade Drawdown -217524 -160548 -97896 -1110853 -890732 -300912
Profit Factor 1.1527 1.2689 0.9165 0.9916 1.0418 0.8567
Total Trades 975 487 488 975 487 488
Winning Trades 553 282 271 553 282 271
Losing Trades 422 205 217 422 205 217
Profitability (%) 56.7179 57.9055 55.5328 56.7179 57.9055 55.5328
Ratio Avg Win / Avg Loss 0.8796 0.9225 0.7339 0.7567 0.7574 0.686
Largest Winning Trade 79431 79431 8807 320594 320594 28991
Largest Losing Trade -57272 -57272 -18452 -402430 -402430 -74283
Avg Bars in Trades 17 30 3 17 30 3
Avg Bars in Winners 11 20 3 11 20 3
Avg Bars in Losers 23 43 4 23 43 4
Bars Traded 16593 14734 1859 16593 14734 1859
Profit Streak 0 476.0702 0 0 476.0702 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 -40126 345721 -577788 -574120 -290029 -577788
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1599019200000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759952467784,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 156,
            "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": [
        [
            260959.4489234416,
            308049.2214238256,
            -47089.7725003842,
            -33749.4392006747,
            121989.0336389875,
            -155738.4728396625
        ],
        [
            260.959449,
            308.049221,
            -47.089773,
            -33.749439,
            121.989034,
            -155.738473
        ],
        [
            0.184903,
            0.218269,
            -0.033366,
            -0.029169,
            0.05652,
            0
        ],
        [
            11.95831,
            11.95831,
            11.95831,
            11.95831,
            11.95831,
            11.95831
        ],
        [
            -217524,
            -160548,
            -97896,
            -1110853,
            -890732,
            -300912
        ],
        [
            1.152653,
            1.268939,
            0.916518,
            0.991569,
            1.041829,
            0.856683
        ],
        [
            975,
            487,
            488,
            975,
            487,
            488
        ],
        [
            553,
            282,
            271,
            553,
            282,
            271
        ],
        [
            422,
            205,
            217,
            422,
            205,
            217
        ],
        [
            56.717949,
            57.905544,
            55.532787,
            56.717949,
            57.905544,
            55.532787
        ],
        [
            0.879602,
            0.922456,
            0.73389,
            0.756677,
            0.757358,
            0.685979
        ],
        [
            79431,
            79431,
            8807,
            320594,
            320594,
            28991
        ],
        [
            -57272,
            -57272,
            -18452,
            -402430,
            -402430,
            -74283
        ],
        [
            17,
            30,
            3,
            17,
            30,
            3
        ],
        [
            11,
            20,
            3,
            11,
            20,
            3
        ],
        [
            23,
            43,
            4,
            23,
            43,
            4
        ],
        [
            16593,
            14734,
            1859,
            16593,
            14734,
            1859
        ],
        [
            0,
            476.070229,
            0,
            0,
            476.070229,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40126,
            345721,
            -577788,
            -574120,
            -290029,
            -577788
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1599019200000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759952467784,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 156,
            "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)