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Trade: ALGO/USDT/120/KCL/MIDPRICE/9242

Strategy
ALGO/USDT/120/KCL/MIDPRICE/9242
Pair
ALGO_USDT
Interval
2h
Score
363306
Daily Profit
0.184567
Profit Factor
1.391599
Profitability
46.889952
Streak
79.072092
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 00:43
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 384361.5366 446063.6044 -61702.0678 -46882.1414 -137165.3692 90283.2278
Total P&L (%) 384.3615 446.0636 -61.7021 -46.8821 -137.1654 90.2832
Avg Daily Profit (%) 0.1846 0.2142 -0.0296 -0.0304 0 0.0309
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156605 -156463 -106306 -665353 -720322 -139766
Profit Factor 1.3916 1.7266 0.8322 0.9814 0.9234 1.1248
Total Trades 209 104 105 209 104 105
Winning Trades 98 47 51 98 47 51
Losing Trades 111 57 54 111 57 54
Profitability (%) 46.89 45.1923 48.5714 46.89 45.1923 48.5714
Ratio Avg Win / Avg Loss 1.5762 2.094 0.8811 1.1115 1.1199 1.191
Largest Winning Trade 257762 257762 15831 275569 275569 91709
Largest Losing Trade -39978 -39978 -28761 -287067 -287067 -44579
Avg Bars in Trades 115 191 41 115 191 41
Avg Bars in Winners 151 259 52 151 259 52
Avg Bars in Losers 84 135 31 84 135 31
Bars Traded 24243 19874 4369 24243 19874 4369
Profit Streak 79.0721 102.2388 79.0721 79.0721 102.2388 79.0721
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363306 353752 -581050 -578263 -580299 -235080
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580335200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759009428796,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 224,
            "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": [
        [
            384361.5365935874,
            446063.6044377023,
            -61702.0678441146,
            -46882.1414276431,
            -137165.3692291902,
            90283.2278015471
        ],
        [
            384.361537,
            446.063604,
            -61.702068,
            -46.882141,
            -137.165369,
            90.283228
        ],
        [
            0.184567,
            0.214196,
            -0.029629,
            -0.030375,
            0,
            0.030898
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156605,
            -156463,
            -106306,
            -665353,
            -720322,
            -139766
        ],
        [
            1.391599,
            1.726641,
            0.832171,
            0.981354,
            0.923423,
            1.124844
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            98,
            47,
            51,
            98,
            47,
            51
        ],
        [
            111,
            57,
            54,
            111,
            57,
            54
        ],
        [
            46.889952,
            45.192308,
            48.571429,
            46.889952,
            45.192308,
            48.571429
        ],
        [
            1.576199,
            2.094011,
            0.881122,
            1.111534,
            1.119896,
            1.191011
        ],
        [
            257762,
            257762,
            15831,
            275569,
            275569,
            91709
        ],
        [
            -39978,
            -39978,
            -28761,
            -287067,
            -287067,
            -44579
        ],
        [
            115,
            191,
            41,
            115,
            191,
            41
        ],
        [
            151,
            259,
            52,
            151,
            259,
            52
        ],
        [
            84,
            135,
            31,
            84,
            135,
            31
        ],
        [
            24243,
            19874,
            4369,
            24243,
            19874,
            4369
        ],
        [
            79.072092,
            102.238759,
            79.072092,
            79.072093,
            102.238759,
            79.072093
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363306,
            353752,
            -581050,
            -578263,
            -580299,
            -235080
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580335200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759009428796,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 224,
            "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)