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Trade: ONE/USDT/720/KCB/SINWMA/8387

Strategy
ONE/USDT/720/KCB/SINWMA/8387
Pair
ONE_USDT
Interval
12h
Score
524102
Daily Profit
1.362110
Profit Factor
4.659177
Profitability
31.944444
Streak
0.000000
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-04 17:14
Expiration Time
2025-12-13 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3157370.4399 3005860.9006 151509.5393 5070122.4059 10208287.1208 -5138164.7149
Total P&L (%) 3157.3704 3005.8609 151.5095 5070.1224 10208.2871 -5138.1647
Avg Daily Profit (%) 1.3621 1.2967 0.0654 0.1704 0.2002 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175703 -116600 -79839 -34234377 -18496009 -20873300
Profit Factor 4.6592 7.3588 1.3883 1.0438 1.1678 0.9065
Total Trades 144 72 72 144 72 72
Winning Trades 46 19 27 46 19 27
Losing Trades 98 53 45 98 53 45
Profitability (%) 31.9444 26.3889 37.5 31.9444 26.3889 37.5
Ratio Avg Win / Avg Loss 9.9261 20.5271 2.3139 2.2237 3.2576 1.5109
Largest Winning Trade 2753966 2753966 81340 19158628 19158628 9514729
Largest Losing Trade -30917 -28565 -30917 -12182704 -5471409 -12182704
Avg Bars in Trades 31 26 35 31 26 35
Avg Bars in Winners 70 64 74 70 64 74
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 4498 1911 2587 4498 1911 2587
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 524102 -80748 -188241 -170106 -129635 -662319
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561377600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587245816,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 48,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "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": [
        [
            3157370.4398807557,
            3005860.9006304676,
            151509.5392502885,
            5070122.405905403,
            10208287.120777976,
            -5138164.714872582
        ],
        [
            3157.37044,
            3005.860901,
            151.509539,
            5070.122406,
            10208.287121,
            -5138.164715
        ],
        [
            1.36211,
            1.296748,
            0.065362,
            0.170356,
            0.20018,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175703,
            -116600,
            -79839,
            -34234377,
            -18496009,
            -20873300
        ],
        [
            4.659177,
            7.358775,
            1.388334,
            1.043787,
            1.167832,
            0.906523
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            46,
            19,
            27,
            46,
            19,
            27
        ],
        [
            98,
            53,
            45,
            98,
            53,
            45
        ],
        [
            31.944444,
            26.388889,
            37.5,
            31.944444,
            26.388889,
            37.5
        ],
        [
            9.926073,
            20.52711,
            2.31389,
            2.223719,
            3.257638,
            1.510872
        ],
        [
            2753966,
            2753966,
            81340,
            19158628,
            19158628,
            9514729
        ],
        [
            -30917,
            -28565,
            -30917,
            -12182704,
            -5471409,
            -12182704
        ],
        [
            31,
            26,
            35,
            31,
            26,
            35
        ],
        [
            70,
            64,
            74,
            70,
            64,
            74
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            4498,
            1911,
            2587,
            4498,
            1911,
            2587
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            524102,
            -80748,
            -188241,
            -170106,
            -129635,
            -662319
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561377600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587245816,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 48,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "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)