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Trade: OP/USDT/15/SINWMA/KCL/1024

Strategy
OP/USDT/15/SINWMA/KCL/1024
Pair
OP_USDT
Interval
15m
Score
396978
Daily Profit
0.329869
Profit Factor
1.641844
Profitability
57.894737
Streak
10.262702
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 06:18
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 105536.6551 19632.1549 85904.5003 120941.4341 41639.6737 79301.7604
Total P&L (%) 105.5367 19.6322 85.9045 120.9414 41.6397 79.3018
Avg Daily Profit (%) 0.4053 0.0754 0.3299 0.3049 0.1338 0.2245
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42670 -24340 -33278 -66137 -35658 -78125
Profit Factor 1.5907 1.4379 1.6418 1.3661 1.5983 1.3041
Total Trades 76 38 38 76 38 38
Winning Trades 34 12 22 34 12 22
Losing Trades 42 26 16 42 26 16
Profitability (%) 44.7368 31.5789 57.8947 44.7368 31.5789 57.8947
Ratio Avg Win / Avg Loss 1.9649 3.1154 1.1941 1.6875 3.4629 0.9484
Largest Winning Trade 22152 22152 22021 29188 29183 29188
Largest Losing Trade -19620 -6261 -19620 -40742 -9366 -40742
Avg Bars in Trades 324 79 570 324 79 570
Avg Bars in Winners 405 98 572 405 98 572
Avg Bars in Losers 259 70 566 259 70 566
Bars Traded 24683 3023 21660 24683 3023 21660
Profit Streak 9.4294 0 10.2627 9.4294 0 10.2627
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44207 -105933 396978 -46437 -22059 236540
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736433000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758943097483,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 229,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            105536.6551232864,
            19632.1548616743,
            85904.5002616121,
            120941.4341469106,
            41639.673730881,
            79301.7604160295
        ],
        [
            105.536655,
            19.632155,
            85.9045,
            120.941434,
            41.639674,
            79.30176
        ],
        [
            0.405256,
            0.075387,
            0.329869,
            0.304867,
            0.133764,
            0.224466
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42670,
            -24340,
            -33278,
            -66137,
            -35658,
            -78125
        ],
        [
            1.590666,
            1.437888,
            1.641844,
            1.366067,
            1.59828,
            1.304092
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            34,
            12,
            22,
            34,
            12,
            22
        ],
        [
            42,
            26,
            16,
            42,
            26,
            16
        ],
        [
            44.736842,
            31.578947,
            57.894737,
            44.736842,
            31.578947,
            57.894737
        ],
        [
            1.96494,
            3.115424,
            1.194068,
            1.687494,
            3.462941,
            0.948431
        ],
        [
            22152,
            22152,
            22021,
            29188,
            29183,
            29188
        ],
        [
            -19620,
            -6261,
            -19620,
            -40742,
            -9366,
            -40742
        ],
        [
            324,
            79,
            570,
            324,
            79,
            570
        ],
        [
            405,
            98,
            572,
            405,
            98,
            572
        ],
        [
            259,
            70,
            566,
            259,
            70,
            566
        ],
        [
            24683,
            3023,
            21660,
            24683,
            3023,
            21660
        ],
        [
            9.429369,
            0,
            10.262702,
            9.429369,
            0,
            10.262702
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44207,
            -105933,
            396978,
            -46437,
            -22059,
            236540
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736433000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758943097483,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 229,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)