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Trade: DOT/USDT/15/KCL/KCL/4093

Strategy
DOT/USDT/15/KCL/KCL/4093
Pair
DOT_USDT
Interval
15m
Score
332151
Daily Profit
0.207118
Profit Factor
1.763621
Profitability
71.875000
Streak
11.004906
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 21:22
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 69415.3653 15477.6899 53937.6754 78777.3719 16493.7846 62283.5873
Total P&L (%) 69.4154 15.4777 53.9377 78.7774 16.4938 62.2836
Avg Daily Profit (%) 0.2666 0.0594 0.2071 0.2233 0.0586 0.1861
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31306 -14041 -24148 -69703 -25136 -49197
Profit Factor 1.6668 1.4626 1.7636 1.3921 1.2694 1.4459
Total Trades 64 32 32 64 32 32
Winning Trades 44 21 23 44 21 23
Losing Trades 20 11 9 20 11 9
Profitability (%) 68.75 65.625 71.875 68.75 65.625 71.875
Ratio Avg Win / Avg Loss 0.7577 0.7661 0.6901 0.6328 0.6649 0.5658
Largest Winning Trade 14024 9179 14024 21541 12007 21541
Largest Losing Trade -20651 -9043 -20651 -40276 -15171 -40276
Avg Bars in Trades 384 69 700 384 69 700
Avg Bars in Winners 199 35 349 199 35 349
Avg Bars in Losers 791 133 1596 791 133 1596
Bars Traded 24618 2215 22403 24618 2215 22403
Profit Streak 0 0 11.0049 0 0 11.0049
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133934 -123456 332151 -135664 -125017 300445

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736357400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758910923842,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            69415.365309836,
            15477.6898812401,
            53937.675428596,
            78777.3719145409,
            16493.7846124864,
            62283.5873020545
        ],
        [
            69.415365,
            15.47769,
            53.937675,
            78.777372,
            16.493785,
            62.283587
        ],
        [
            0.266552,
            0.059434,
            0.207118,
            0.223339,
            0.058641,
            0.186094
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31306,
            -14041,
            -24148,
            -69703,
            -25136,
            -49197
        ],
        [
            1.666847,
            1.462562,
            1.763621,
            1.392095,
            1.26935,
            1.445906
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            20,
            11,
            9,
            20,
            11,
            9
        ],
        [
            68.75,
            65.625,
            71.875,
            68.75,
            65.625,
            71.875
        ],
        [
            0.757658,
            0.766104,
            0.690113,
            0.63277,
            0.664898,
            0.565789
        ],
        [
            14024,
            9179,
            14024,
            21541,
            12007,
            21541
        ],
        [
            -20651,
            -9043,
            -20651,
            -40276,
            -15171,
            -40276
        ],
        [
            384,
            69,
            700,
            384,
            69,
            700
        ],
        [
            199,
            35,
            349,
            199,
            35,
            349
        ],
        [
            791,
            133,
            1596,
            791,
            133,
            1596
        ],
        [
            24618,
            2215,
            22403,
            24618,
            2215,
            22403
        ],
        [
            0,
            0,
            11.004906,
            0,
            0,
            11.004906
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133934,
            -123456,
            332151,
            -135664,
            -125017,
            300445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736357400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758910923842,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)