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Trade: FLOW/USDT/480/MIDPRICE/KCL/2899

Strategy
FLOW/USDT/480/MIDPRICE/KCL/2899
Pair
FLOW_USDT
Interval
8h
Score
382115
Daily Profit
0.174242
Profit Factor
1.647480
Profitability
65.217391
Streak
14.310561
Best Strategy
Training Data Length
1533.000000
Evaluation Time
2025-10-10 10:27
Expiration Time
2025-11-25 01:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 267113.0671 12440.9103 254672.1568 -604140.4731 -508676.2518 -95464.2212
Total P&L (%) 267.1131 12.4409 254.6722 -604.1405 -508.6763 -95.4642
Avg Daily Profit (%) 0.1742 0.0081 0.1661 0 0 -0.2016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136929 -72291 -123568 -1536027 -579760 -1169448
Profit Factor 1.6475 1.0707 2.0766 0.7776 0.5079 0.9433
Total Trades 115 58 57 115 58 57
Winning Trades 75 30 45 58 24 34
Losing Trades 40 28 12 57 34 23
Profitability (%) 65.2174 51.7241 78.9474 50.4348 41.3793 59.6491
Ratio Avg Win / Avg Loss 0.8787 0.9993 0.5538 0.7642 0.7196 0.6381
Largest Winning Trade 36230 23378 36230 149215 80835 149215
Largest Losing Trade -123568 -28583 -123568 -900833 -294947 -900833
Avg Bars in Trades 38 15 61 38 15 61
Avg Bars in Winners 28 9 40 36 11 53
Avg Bars in Losers 57 21 139 40 18 73
Bars Traded 4412 907 3505 4412 907 3505
Profit Streak 14.3106 127.6439 0 0 0 110.6439
Trades During Streak 1 4 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382115 -594428 -167801 -580416 -763908 -759020
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4599,
    "evaluation_days": 1533,
    "actual_first_datapoint_time": 1627632000000,
    "first_datapoint_time": 1629360000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760081232459,
    "expiration_time": 1764027936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 61,
            "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": [
        [
            267113.0671248958,
            12440.910345881,
            254672.1567790149,
            -604140.473072432,
            -508676.2518347938,
            -95464.2212376386
        ],
        [
            267.113067,
            12.44091,
            254.672157,
            -604.140473,
            -508.676252,
            -95.464221
        ],
        [
            0.174242,
            0.008115,
            0.166127,
            0,
            0,
            -0.201569
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136929,
            -72291,
            -123568,
            -1536027,
            -579760,
            -1169448
        ],
        [
            1.64748,
            1.07069,
            2.07661,
            0.77757,
            0.507946,
            0.943254
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            75,
            30,
            45,
            58,
            24,
            34
        ],
        [
            40,
            28,
            12,
            57,
            34,
            23
        ],
        [
            65.217391,
            51.724138,
            78.947368,
            50.434783,
            41.37931,
            59.649123
        ],
        [
            0.878656,
            0.999311,
            0.553763,
            0.764164,
            0.71959,
            0.638084
        ],
        [
            36230,
            23378,
            36230,
            149215,
            80835,
            149215
        ],
        [
            -123568,
            -28583,
            -123568,
            -900833,
            -294947,
            -900833
        ],
        [
            38,
            15,
            61,
            38,
            15,
            61
        ],
        [
            28,
            9,
            40,
            36,
            11,
            53
        ],
        [
            57,
            21,
            139,
            40,
            18,
            73
        ],
        [
            4412,
            907,
            3505,
            4412,
            907,
            3505
        ],
        [
            14.310561,
            127.643894,
            0,
            0,
            0,
            110.643894
        ],
        [
            1,
            4,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382115,
            -594428,
            -167801,
            -580416,
            -763908,
            -759020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4599,
    "evaluation_days": 1533,
    "actual_first_datapoint_time": 1627632000000,
    "first_datapoint_time": 1629360000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760081232459,
    "expiration_time": 1764027936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 61,
            "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)