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Trade: ONE/USDT/120/KCU/SINWMA/4653

Strategy
ONE/USDT/120/KCU/SINWMA/4653
Pair
ONE_USDT
Interval
2h
Score
351839
Daily Profit
0.250319
Profit Factor
1.831422
Profitability
42.696629
Streak
52.209462
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 10:01
Expiration Time
2025-12-13 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3445872.3439 -76422.687 -3369449.6569 -86330.4974 18180998.7371 -18267329.2345
Total P&L (%) -3445.8723 -76.4227 -3369.4497 -86.3305 18180.9987 -18267.3292
Avg Daily Profit (%) -1.654 -0.0367 -1.6173 -0.0955 0.2503 0
Buy And Hold Return (%) 74.9049 74.9049 74.9049 74.9049 74.9049 74.9049
Max Trade Drawdown -3572103 -228908 -3499816 -66508548 -12356161 -61399663
Profit Factor 0.2347 0.8448 0.1598 0.999 1.8314 0.7217
Total Trades 178 89 89 178 89 89
Winning Trades 122 58 64 82 38 44
Losing Trades 56 31 25 96 51 45
Profitability (%) 68.5393 65.1685 71.9101 46.0674 42.6966 49.4382
Ratio Avg Win / Avg Loss 0.1077 0.4515 0.0624 1.1696 2.458 0.7381
Largest Winning Trade 60551 60551 47933 15629571 15629571 9814240
Largest Losing Trade -3051720 -55584 -3051720 -37997822 -12356161 -37997822
Avg Bars in Trades 137 89 185 137 89 185
Avg Bars in Winners 80 42 114 135 90 174
Avg Bars in Losers 262 178 367 139 88 196
Bars Traded 24484 7963 16521 24484 7963 16521
Profit Streak 25.5428 52.2095 25.5428 25.5428 52.2095 25.5428
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576420 -577863 -577433 -578686 351839 -580770
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579060800000,
    "first_datapoint_time": 1580680800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759129297532,
    "expiration_time": 1765605600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 36,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 226,
            "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": [
        [
            -3445872.3439396718,
            -76422.687006611,
            -3369449.656933061,
            -86330.4974499225,
            18180998.73709854,
            -18267329.234548464
        ],
        [
            -3445.872344,
            -76.422687,
            -3369.449657,
            -86.330497,
            18180.998737,
            -18267.329235
        ],
        [
            -1.654021,
            -0.036683,
            -1.617338,
            -0.095475,
            0.250319,
            0
        ],
        [
            74.904943,
            74.904943,
            74.904943,
            74.904943,
            74.904943,
            74.904943
        ],
        [
            -3572103,
            -228908,
            -3499816,
            -66508548,
            -12356161,
            -61399663
        ],
        [
            0.234733,
            0.844809,
            0.159821,
            0.999014,
            1.831422,
            0.721737
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            122,
            58,
            64,
            82,
            38,
            44
        ],
        [
            56,
            31,
            25,
            96,
            51,
            45
        ],
        [
            68.539326,
            65.168539,
            71.910112,
            46.067416,
            42.696629,
            49.438202
        ],
        [
            0.107746,
            0.451536,
            0.06243,
            1.169577,
            2.457961,
            0.73814
        ],
        [
            60551,
            60551,
            47933,
            15629571,
            15629571,
            9814240
        ],
        [
            -3051720,
            -55584,
            -3051720,
            -37997822,
            -12356161,
            -37997822
        ],
        [
            137,
            89,
            185,
            137,
            89,
            185
        ],
        [
            80,
            42,
            114,
            135,
            90,
            174
        ],
        [
            262,
            178,
            367,
            139,
            88,
            196
        ],
        [
            24484,
            7963,
            16521,
            24484,
            7963,
            16521
        ],
        [
            25.542795,
            52.209462,
            25.542795,
            25.542795,
            52.209462,
            25.542795
        ],
        [
            2,
            2,
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            2,
            2,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576420,
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            -577433,
            -578686,
            351839,
            -580770
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579060800000,
    "first_datapoint_time": 1580680800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759129297532,
    "expiration_time": 1765605600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 36,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 226,
            "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)