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Trade: EOS/USDT/720/HL2/KCL/1077

Strategy
EOS/USDT/720/HL2/KCL/1077
Pair
EOS_USDT
Interval
12h
Score
555163
Daily Profit
0.149949
Profit Factor
2.856835
Profitability
78.640777
Streak
234.872108
Best Strategy
Training Data Length
2378.500000
Evaluation Time
2025-09-25 23:55
Expiration Time
2025-08-05 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356653.9874 97430.5432 259223.4442 1679738.6544 421542.5035 1258196.1509
Total P&L (%) 356.654 97.4305 259.2234 1679.7387 421.5425 1258.1962
Avg Daily Profit (%) 0.1499 0.041 0.109 0.1211 0.0695 0.1097
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48181 -35286 -48181 -636237 -335684 -591836
Profit Factor 2.8568 2.1788 3.369 1.8038 1.5466 1.9543
Total Trades 103 52 51 103 52 51
Winning Trades 81 35 46 81 35 46
Losing Trades 22 17 5 22 17 5
Profitability (%) 78.6408 67.3077 90.1961 78.6408 67.3077 90.1961
Ratio Avg Win / Avg Loss 0.7759 1.0583 0.3662 0.4899 0.7512 0.2124
Largest Winning Trade 25189 21397 25189 347773 127894 347773
Largest Losing Trade -48181 -35286 -48181 -591836 -313428 -591836
Avg Bars in Trades 40 10 70 40 10 70
Avg Bars in Winners 27 5 43 27 5 43
Avg Bars in Losers 87 21 311 87 21 311
Bars Traded 4142 563 3579 4142 563 3579
Profit Streak 234.8721 417.8721 234.8721 234.8721 417.8721 234.8721
Trades During Streak 3 6 1 3 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 555163 -311293 -218411 -24635 -276402 -219720

Evaluation Data

{
    "trading_pair": "EOS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548417600000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1758833750171,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 132,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            356653.9873888097,
            97430.5432058688,
            259223.4441829408,
            1679738.6544295587,
            421542.5035347753,
            1258196.150894783
        ],
        [
            356.653987,
            97.430543,
            259.223444,
            1679.738654,
            421.542504,
            1258.196151
        ],
        [
            0.149949,
            0.040963,
            0.108986,
            0.121118,
            0.069464,
            0.10974
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48181,
            -35286,
            -48181,
            -636237,
            -335684,
            -591836
        ],
        [
            2.856835,
            2.178803,
            3.368976,
            1.803797,
            1.546576,
            1.954254
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            81,
            35,
            46,
            81,
            35,
            46
        ],
        [
            22,
            17,
            5,
            22,
            17,
            5
        ],
        [
            78.640777,
            67.307692,
            90.196078,
            78.640777,
            67.307692,
            90.196078
        ],
        [
            0.77593,
            1.058276,
            0.366193,
            0.48992,
            0.751194,
            0.212419
        ],
        [
            25189,
            21397,
            25189,
            347773,
            127894,
            347773
        ],
        [
            -48181,
            -35286,
            -48181,
            -591836,
            -313428,
            -591836
        ],
        [
            40,
            10,
            70,
            40,
            10,
            70
        ],
        [
            27,
            5,
            43,
            27,
            5,
            43
        ],
        [
            87,
            21,
            311,
            87,
            21,
            311
        ],
        [
            4142,
            563,
            3579,
            4142,
            563,
            3579
        ],
        [
            234.872108,
            417.872108,
            234.872108,
            234.872108,
            417.872108,
            234.872108
        ],
        [
            3,
            6,
            1,
            3,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            555163,
            -311293,
            -218411,
            -24635,
            -276402,
            -219720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548417600000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1758833750171,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 132,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)