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Trade: FIL/USDT/15/KCL/KCL/7493

Strategy
FIL/USDT/15/KCL/KCL/7493
Pair
FIL_USDT
Interval
15m
Score
301907
Daily Profit
0.212412
Profit Factor
1.293163
Profitability
70.769231
Streak
6.999604
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 01:29
Expiration Time
2025-12-18 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 55316.2496 -8390.3693 63706.6189 48510.2419 -20363.2088 68873.4508
Total P&L (%) 55.3163 -8.3904 63.7066 48.5102 -20.3632 68.8735
Avg Daily Profit (%) 0.2124 -0.0322 0.2446 0.152 -0.0874 0.2014
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46153 -32152 -22801 -64653 -42322 -31539
Profit Factor 1.2932 0.9325 1.9901 1.1863 0.8794 1.7515
Total Trades 130 65 65 130 65 65
Winning Trades 92 43 49 92 43 49
Losing Trades 38 22 16 38 22 16
Profitability (%) 70.7692 66.1538 75.3846 70.7692 66.1538 75.3846
Ratio Avg Win / Avg Loss 0.5341 0.4771 0.6498 0.49 0.4499 0.5719
Largest Winning Trade 9311 9148 9311 13672 12306 13672
Largest Losing Trade -28717 -28717 -13311 -30695 -30695 -21007
Avg Bars in Trades 186 152 219 186 152 219
Avg Bars in Winners 108 63 148 108 63 148
Avg Bars in Losers 373 325 438 373 325 438
Bars Traded 24204 9922 14282 24204 9922 14282
Profit Streak 6.9996 6.9996 19.2809 6.9996 6.9996 19.2809
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301907 -710606 -119679 -8293 -710606 -120164
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737030600000,
    "first_datapoint_time": 1737227700000,
    "last_datapoint_time": 1759529700000,
    "evaluation_time": 1759530565800,
    "expiration_time": 1766009700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 57,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 220,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            55316.2495964338,
            -8390.3693273227,
            63706.6189237564,
            48510.2419222283,
            -20363.2088346997,
            68873.450756928
        ],
        [
            55.31625,
            -8.390369,
            63.706619,
            48.510242,
            -20.363209,
            68.873451
        ],
        [
            0.212412,
            -0.032219,
            0.24463,
            0.151979,
            -0.087395,
            0.201408
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46153,
            -32152,
            -22801,
            -64653,
            -42322,
            -31539
        ],
        [
            1.293163,
            0.932523,
            1.990103,
            1.186266,
            0.879352,
            1.751451
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            92,
            43,
            49,
            92,
            43,
            49
        ],
        [
            38,
            22,
            16,
            38,
            22,
            16
        ],
        [
            70.769231,
            66.153846,
            75.384615,
            70.769231,
            66.153846,
            75.384615
        ],
        [
            0.534133,
            0.477105,
            0.649829,
            0.489979,
            0.449901,
            0.571902
        ],
        [
            9311,
            9148,
            9311,
            13672,
            12306,
            13672
        ],
        [
            -28717,
            -28717,
            -13311,
            -30695,
            -30695,
            -21007
        ],
        [
            186,
            152,
            219,
            186,
            152,
            219
        ],
        [
            108,
            63,
            148,
            108,
            63,
            148
        ],
        [
            373,
            325,
            438,
            373,
            325,
            438
        ],
        [
            24204,
            9922,
            14282,
            24204,
            9922,
            14282
        ],
        [
            6.999604,
            6.999604,
            19.280854,
            6.999604,
            6.999604,
            19.280854
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301907,
            -710606,
            -119679,
            -8293,
            -710606,
            -120164
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737030600000,
    "first_datapoint_time": 1737227700000,
    "last_datapoint_time": 1759529700000,
    "evaluation_time": 1759530565800,
    "expiration_time": 1766009700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 57,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 220,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)