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Trade: FIL/USDT/15/MIDPRICE/KCL/8153

Strategy
FIL/USDT/15/MIDPRICE/KCL/8153
Pair
FIL_USDT
Interval
15m
Score
348934
Daily Profit
0.313430
Profit Factor
1.579815
Profitability
53.153153
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 13:08
Expiration Time
2025-12-22 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 81623.5391 10732.3289 70891.2101 93396.9032 15142.8606 78254.0426
Total P&L (%) 81.6235 10.7323 70.8912 93.3969 15.1429 78.254
Avg Daily Profit (%) 0.3134 0.0412 0.2722 0.2536 0.0542 0.2222
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44450 -12255 -34689 -111886 -27614 -89107
Profit Factor 1.5798 1.3214 1.6602 1.3186 1.2261 1.346
Total Trades 111 56 55 111 56 55
Winning Trades 59 29 30 59 29 30
Losing Trades 52 27 25 52 27 25
Profitability (%) 53.1532 51.7857 54.5455 53.1532 51.7857 54.5455
Ratio Avg Win / Avg Loss 1.3924 1.2303 1.3835 1.1621 1.1415 1.1216
Largest Winning Trade 18093 5987 18093 31632 13327 31632
Largest Losing Trade -20292 -4436 -20292 -46856 -11617 -46856
Avg Bars in Trades 210 20 405 210 20 405
Avg Bars in Winners 172 17 322 172 17 322
Avg Bars in Losers 254 23 504 254 23 504
Bars Traded 23412 1135 22277 23412 1135 22277
Profit Streak 0 0 14.7455 0 0 14.7455
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348934 -461300 -170001 273050 -312030 -172097
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737418500000,
    "first_datapoint_time": 1737550800000,
    "last_datapoint_time": 1759917600000,
    "evaluation_time": 1759918107089,
    "expiration_time": 1766397600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 148,
            "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": [
        [
            81623.5390581742,
            10732.3289428198,
            70891.2101153544,
            93396.9032007208,
            15142.8605743057,
            78254.042626415
        ],
        [
            81.623539,
            10.732329,
            70.89121,
            93.396903,
            15.142861,
            78.254043
        ],
        [
            0.31343,
            0.041212,
            0.272219,
            0.253594,
            0.054159,
            0.222211
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44450,
            -12255,
            -34689,
            -111886,
            -27614,
            -89107
        ],
        [
            1.579815,
            1.321406,
            1.66017,
            1.318571,
            1.226087,
            1.345956
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            53.153153,
            51.785714,
            54.545455,
            53.153153,
            51.785714,
            54.545455
        ],
        [
            1.39238,
            1.230274,
            1.383475,
            1.16213,
            1.141529,
            1.12163
        ],
        [
            18093,
            5987,
            18093,
            31632,
            13327,
            31632
        ],
        [
            -20292,
            -4436,
            -20292,
            -46856,
            -11617,
            -46856
        ],
        [
            210,
            20,
            405,
            210,
            20,
            405
        ],
        [
            172,
            17,
            322,
            172,
            17,
            322
        ],
        [
            254,
            23,
            504,
            254,
            23,
            504
        ],
        [
            23412,
            1135,
            22277,
            23412,
            1135,
            22277
        ],
        [
            0,
            0,
            14.745452,
            0,
            0,
            14.745452
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348934,
            -461300,
            -170001,
            273050,
            -312030,
            -172097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737418500000,
    "first_datapoint_time": 1737550800000,
    "last_datapoint_time": 1759917600000,
    "evaluation_time": 1759918107089,
    "expiration_time": 1766397600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 148,
            "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)