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Trade: ONE/USDT/480/KCL/PWMA/5604

Strategy
ONE/USDT/480/KCL/PWMA/5604
Pair
ONE_USDT
Interval
8h
Score
367571
Daily Profit
0.211714
Profit Factor
1.720570
Profitability
47.826087
Streak
0.000000
Best Strategy
Training Data Length
2324.330000
Evaluation Time
2025-10-11 08:44
Expiration Time
2025-12-19 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299196.1157 492093.0401 -192896.9244 -98908.5322 334887.4652 -433795.9974
Total P&L (%) 299.1961 492.093 -192.8969 -98.9085 334.8875 -433.796
Avg Daily Profit (%) 0.1287 0.2117 -0.083 -0.1942 0.0633 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215575 -184407 -204225 -334764 -70249 -442593
Profit Factor 1.2947 1.7206 0.4197 0.849 2.756 0.0656
Total Trades 93 46 47 93 46 47
Winning Trades 47 22 25 47 22 25
Losing Trades 46 24 22 46 24 22
Profitability (%) 50.5376 47.8261 53.1915 50.5376 47.8261 53.1915
Ratio Avg Win / Avg Loss 1.2671 1.877 0.3693 0.8309 3.0065 0.0578
Largest Winning Trade 202218 202218 20663 143592 143592 7053
Largest Losing Trade -79810 -68756 -79810 -260387 -70249 -260387
Avg Bars in Trades 70 130 12 70 130 12
Avg Bars in Winners 56 108 10 56 108 10
Avg Bars in Losers 85 150 14 85 150 14
Bars Traded 6581 6002 579 6581 6002 579
Profit Streak 4.9057 0 82.9057 4.9057 0 82.9057
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -20176 367571 -579447 -579831 -103972 -579447
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6973,
    "evaluation_days": 2324.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561219200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760161455720,
    "expiration_time": 1766165472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "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": [
        [
            299196.1157282962,
            492093.040085686,
            -192896.9243573899,
            -98908.532175385,
            334887.4652466219,
            -433795.997422007
        ],
        [
            299.196116,
            492.09304,
            -192.896924,
            -98.908532,
            334.887465,
            -433.795997
        ],
        [
            0.128724,
            0.211714,
            -0.08299,
            -0.194175,
            0.06326,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215575,
            -184407,
            -204225,
            -334764,
            -70249,
            -442593
        ],
        [
            1.294678,
            1.72057,
            0.419703,
            0.84899,
            2.755982,
            0.065632
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            50.537634,
            47.826087,
            53.191489,
            50.537634,
            47.826087,
            53.191489
        ],
        [
            1.267132,
            1.876986,
            0.369338,
            0.830926,
            3.006526,
            0.057756
        ],
        [
            202218,
            202218,
            20663,
            143592,
            143592,
            7053
        ],
        [
            -79810,
            -68756,
            -79810,
            -260387,
            -70249,
            -260387
        ],
        [
            70,
            130,
            12,
            70,
            130,
            12
        ],
        [
            56,
            108,
            10,
            56,
            108,
            10
        ],
        [
            85,
            150,
            14,
            85,
            150,
            14
        ],
        [
            6581,
            6002,
            579,
            6581,
            6002,
            579
        ],
        [
            4.905737,
            0,
            82.905737,
            4.905737,
            0,
            82.905737
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -20176,
            367571,
            -579447,
            -579831,
            -103972,
            -579447
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6973,
    "evaluation_days": 2324.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561219200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760161455720,
    "expiration_time": 1766165472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "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)