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Trade: KSM/USDT/120/KCL/HILO/3071

Strategy
KSM/USDT/120/KCL/HILO/3071
Pair
KSM_USDT
Interval
2h
Score
491821
Daily Profit
0.579331
Profit Factor
2.364021
Profitability
41.706161
Streak
0.000000
Best Strategy
Training Data Length
1851.500000
Evaluation Time
2025-09-30 11:56
Expiration Time
2025-12-06 01:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1072631.1106 1057091.6047 15539.5059 -24006.7338 -570579.0887 546572.3549
Total P&L (%) 1072.6311 1057.0916 15.5395 -24.0067 -570.5791 546.5724
Avg Daily Profit (%) 0.5793 0.5709 0.0084 -0.0148 0 0.1009
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197085 -216919 -53744 -1385331 -1704068 -161425
Profit Factor 2.364 2.8153 1.0762 0.9942 0.8282 1.6581
Total Trades 211 105 106 211 105 106
Winning Trades 88 38 50 88 38 50
Losing Trades 123 67 56 123 67 56
Profitability (%) 41.7062 36.1905 47.1698 41.7062 36.1905 47.1698
Ratio Avg Win / Avg Loss 3.3043 4.9638 1.2053 1.3896 1.4602 1.8571
Largest Winning Trade 1190531 1190531 32430 1037644 1037644 297008
Largest Losing Trade -32158 -32158 -15767 -357835 -357835 -119030
Avg Bars in Trades 103 184 23 103 184 23
Avg Bars in Winners 126 257 26 126 257 26
Avg Bars in Losers 86 142 20 86 142 20
Bars Traded 21795 19351 2444 21795 19351 2444
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 491821 393727 -329331 -581232 -584756 -55861
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22218,
    "evaluation_days": 1851.5,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600207200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759222605252,
    "expiration_time": 1764978105600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            1072631.1105673392,
            1057091.6046764357,
            15539.5058909035,
            -24006.733814997,
            -570579.0887342421,
            546572.3549192447
        ],
        [
            1072.631111,
            1057.091605,
            15.539506,
            -24.006734,
            -570.579089,
            546.572355
        ],
        [
            0.579331,
            0.570938,
            0.008393,
            -0.014826,
            0,
            0.100862
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197085,
            -216919,
            -53744,
            -1385331,
            -1704068,
            -161425
        ],
        [
            2.364021,
            2.815316,
            1.076153,
            0.994217,
            0.828179,
            1.658112
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            88,
            38,
            50,
            88,
            38,
            50
        ],
        [
            123,
            67,
            56,
            123,
            67,
            56
        ],
        [
            41.706161,
            36.190476,
            47.169811,
            41.706161,
            36.190476,
            47.169811
        ],
        [
            3.304257,
            4.963846,
            1.205292,
            1.389644,
            1.46021,
            1.857086
        ],
        [
            1190531,
            1190531,
            32430,
            1037644,
            1037644,
            297008
        ],
        [
            -32158,
            -32158,
            -15767,
            -357835,
            -357835,
            -119030
        ],
        [
            103,
            184,
            23,
            103,
            184,
            23
        ],
        [
            126,
            257,
            26,
            126,
            257,
            26
        ],
        [
            86,
            142,
            20,
            86,
            142,
            20
        ],
        [
            21795,
            19351,
            2444,
            21795,
            19351,
            2444
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491821,
            393727,
            -329331,
            -581232,
            -584756,
            -55861
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22218,
    "evaluation_days": 1851.5,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600207200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759222605252,
    "expiration_time": 1764978105600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)