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Trade: ONE/USDT/120/KCL/SINWMA/3589

Strategy
ONE/USDT/120/KCL/SINWMA/3589
Pair
ONE_USDT
Interval
2h
Score
689437
Daily Profit
0.966343
Profit Factor
3.021280
Profitability
48.076923
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-05 14:26
Expiration Time
2025-12-19 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2013211.0201 1962370.3732 50840.6469 618353.5991 1384044.4991 -765690.9
Total P&L (%) 2013.211 1962.3704 50.8406 618.3536 1384.0445 -765.6909
Avg Daily Profit (%) 0.9663 0.9419 0.0244 0.0947 0.1296 0
Buy And Hold Return (%) 75.5137 75.5137 75.5137 75.5137 75.5137 75.5137
Max Trade Drawdown -149023 -121341 -91715 -2711141 -2170489 -1772650
Profit Factor 3.0213 4.3681 1.123 1.045 1.1795 0.873
Total Trades 156 78 78 156 78 78
Winning Trades 75 31 44 75 31 44
Losing Trades 81 47 34 81 47 34
Profitability (%) 48.0769 39.7436 56.4103 48.0769 39.7436 56.4103
Ratio Avg Win / Avg Loss 3.263 6.6225 0.8678 1.1286 1.7883 0.6746
Largest Winning Trade 1646750 1646750 81614 1584542 1584542 933660
Largest Losing Trade -56627 -56627 -53651 -1136149 -585157 -1136149
Avg Bars in Trades 156 195 118 156 195 118
Avg Bars in Winners 198 290 132 198 290 132
Avg Bars in Losers 119 133 99 119 133 99
Bars Traded 24489 15268 9221 24489 15268 9221
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 689437 -17826 -446297 -237082 -80071 -614127
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579593600000,
    "first_datapoint_time": 1580932800000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759663606191,
    "expiration_time": 1766138400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 187,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 93,
            "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": [
        [
            2013211.0201410954,
            1962370.3732263525,
            50840.6469147439,
            618353.5991133084,
            1384044.499110771,
            -765690.8999974623
        ],
        [
            2013.21102,
            1962.370373,
            50.840647,
            618.353599,
            1384.044499,
            -765.6909
        ],
        [
            0.966343,
            0.941939,
            0.024404,
            0.094691,
            0.129557,
            0
        ],
        [
            75.513699,
            75.513699,
            75.513699,
            75.513699,
            75.513699,
            75.513699
        ],
        [
            -149023,
            -121341,
            -91715,
            -2711141,
            -2170489,
            -1772650
        ],
        [
            3.02128,
            4.368055,
            1.122992,
            1.045009,
            1.179489,
            0.872968
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            75,
            31,
            44,
            75,
            31,
            44
        ],
        [
            81,
            47,
            34,
            81,
            47,
            34
        ],
        [
            48.076923,
            39.74359,
            56.410256,
            48.076923,
            39.74359,
            56.410256
        ],
        [
            3.262982,
            6.622535,
            0.867766,
            1.128609,
            1.788258,
            0.674566
        ],
        [
            1646750,
            1646750,
            81614,
            1584542,
            1584542,
            933660
        ],
        [
            -56627,
            -56627,
            -53651,
            -1136149,
            -585157,
            -1136149
        ],
        [
            156,
            195,
            118,
            156,
            195,
            118
        ],
        [
            198,
            290,
            132,
            198,
            290,
            132
        ],
        [
            119,
            133,
            99,
            119,
            133,
            99
        ],
        [
            24489,
            15268,
            9221,
            24489,
            15268,
            9221
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            689437,
            -17826,
            -446297,
            -237082,
            -80071,
            -614127
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579593600000,
    "first_datapoint_time": 1580932800000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759663606191,
    "expiration_time": 1766138400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 187,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 93,
            "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)