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Trade: ATOM/USDT/120/KCL/MIDPRICE/2022

Strategy
ATOM/USDT/120/KCL/MIDPRICE/2022
Pair
ATOM_USDT
Interval
2h
Score
452493
Daily Profit
0.227674
Profit Factor
1.597022
Profitability
50.753769
Streak
55.174111
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 11:10
Expiration Time
2025-12-22 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 474319.9278 444513.9676 29805.9603 64545.3125 202510.7556 -137965.4431
Total P&L (%) 474.3199 444.514 29.806 64.5453 202.5108 -137.9654
Avg Daily Profit (%) 0.2277 0.2134 0.0143 0.0239 0.0531 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161102 -130019 -55045 -1518054 -1188508 -455495
Profit Factor 1.597 1.7663 1.139 1.0149 1.0671 0.8955
Total Trades 199 99 100 199 99 100
Winning Trades 101 51 50 101 51 50
Losing Trades 98 48 50 98 48 50
Profitability (%) 50.7538 51.5152 50 50.7538 51.5152 50
Ratio Avg Win / Avg Loss 1.5496 1.6624 1.139 0.9847 1.0043 0.8955
Largest Winning Trade 274608 274608 18248 637406 637406 187219
Largest Losing Trade -60538 -60538 -27429 -734413 -734413 -449159
Avg Bars in Trades 121 223 19 121 223 19
Avg Bars in Winners 105 186 22 105 186 22
Avg Bars in Losers 137 262 16 137 262 16
Bars Traded 24079 22154 1925 24079 22154 1925
Profit Streak 55.1741 0 55.2574 55.1741 0 55.2574
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452493 395666 -243898 -365421 -268775 -580225
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579838400000,
    "first_datapoint_time": 1581026400000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759911043233,
    "expiration_time": 1766383200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "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": [
        [
            474319.9278179349,
            444513.9675620096,
            29805.9602559254,
            64545.3125250242,
            202510.7555878206,
            -137965.4430627964
        ],
        [
            474.319928,
            444.513968,
            29.80596,
            64.545313,
            202.510756,
            -137.965443
        ],
        [
            0.227674,
            0.213367,
            0.014307,
            0.023908,
            0.053148,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161102,
            -130019,
            -55045,
            -1518054,
            -1188508,
            -455495
        ],
        [
            1.597022,
            1.766278,
            1.139032,
            1.014876,
            1.06708,
            0.895468
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            98,
            48,
            50,
            98,
            48,
            50
        ],
        [
            50.753769,
            51.515152,
            50,
            50.753769,
            51.515152,
            50
        ],
        [
            1.549585,
            1.66238,
            1.139032,
            0.984731,
            1.00431,
            0.895468
        ],
        [
            274608,
            274608,
            18248,
            637406,
            637406,
            187219
        ],
        [
            -60538,
            -60538,
            -27429,
            -734413,
            -734413,
            -449159
        ],
        [
            121,
            223,
            19,
            121,
            223,
            19
        ],
        [
            105,
            186,
            22,
            105,
            186,
            22
        ],
        [
            137,
            262,
            16,
            137,
            262,
            16
        ],
        [
            24079,
            22154,
            1925,
            24079,
            22154,
            1925
        ],
        [
            55.174111,
            0,
            55.257445,
            55.174111,
            0,
            55.257445
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452493,
            395666,
            -243898,
            -365421,
            -268775,
            -580225
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579838400000,
    "first_datapoint_time": 1581026400000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759911043233,
    "expiration_time": 1766383200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "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)