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Trade: COMP/USDT/720/KCL/DCL/1162

Strategy
COMP/USDT/720/KCL/DCL/1162
Pair
COMP_USDT
Interval
12h
Score
412562
Daily Profit
0.213221
Profit Factor
1.645094
Profitability
62.857143
Streak
93.539631
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-09-25 15:57
Expiration Time
2025-11-21 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 408958.2797 261972.7922 146985.4875 285370.1831 -67635.9992 353006.1823
Total P&L (%) 408.9583 261.9728 146.9855 285.3702 -67.636 353.0062
Avg Daily Profit (%) 0.2132 0.1366 0.0766 0.0704 -0.0588 0.0788
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98923 -116847 -114200 -1598492 -1393378 -1462732
Profit Factor 1.6451 1.7097 1.5551 1.04 0.9839 1.1197
Total Trades 105 52 53 105 52 53
Winning Trades 66 30 36 66 30 36
Losing Trades 39 22 17 39 22 17
Profitability (%) 62.8571 57.6923 67.9245 62.8571 57.6923 67.9245
Ratio Avg Win / Avg Loss 0.9721 1.2538 0.7343 0.6145 0.7215 0.5287
Largest Winning Trade 68441 68441 40617 602932 602932 522577
Largest Losing Trade -65670 -47780 -65670 -715667 -670556 -715667
Avg Bars in Trades 34 37 31 34 37 31
Avg Bars in Winners 36 39 35 36 39 35
Avg Bars in Losers 30 35 25 30 35 25
Bars Traded 3645 1953 1693 3645 1953 1693
Profit Streak 93.5396 93.5396 94.0396 93.5396 93.5396 94.0396
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412562 -186661 -267023 -273819 -758877 -354640

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597276800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758805024124,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 99,
            "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": [
        [
            408958.2796548621,
            261972.7921979054,
            146985.4874569569,
            285370.1830730871,
            -67635.9991925955,
            353006.1822656826
        ],
        [
            408.95828,
            261.972792,
            146.985487,
            285.370183,
            -67.635999,
            353.006182
        ],
        [
            0.213221,
            0.136586,
            0.076635,
            0.07036,
            -0.0588,
            0.078797
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98923,
            -116847,
            -114200,
            -1598492,
            -1393378,
            -1462732
        ],
        [
            1.645094,
            1.709663,
            1.55508,
            1.039981,
            0.983852,
            1.1197
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            66,
            30,
            36,
            66,
            30,
            36
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            62.857143,
            57.692308,
            67.924528,
            62.857143,
            57.692308,
            67.924528
        ],
        [
            0.972101,
            1.253753,
            0.734343,
            0.614534,
            0.721492,
            0.528747
        ],
        [
            68441,
            68441,
            40617,
            602932,
            602932,
            522577
        ],
        [
            -65670,
            -47780,
            -65670,
            -715667,
            -670556,
            -715667
        ],
        [
            34,
            37,
            31,
            34,
            37,
            31
        ],
        [
            36,
            39,
            35,
            36,
            39,
            35
        ],
        [
            30,
            35,
            25,
            30,
            35,
            25
        ],
        [
            3645,
            1953,
            1693,
            3645,
            1953,
            1693
        ],
        [
            93.539631,
            93.539631,
            94.039631,
            93.539631,
            93.539631,
            94.039631
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412562,
            -186661,
            -267023,
            -273819,
            -758877,
            -354640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597276800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758805024124,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 99,
            "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)