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Trade: ONE/USDT/120/KCL/MIDPRICE/1607

Strategy
ONE/USDT/120/KCL/MIDPRICE/1607
Pair
ONE_USDT
Interval
2h
Score
739697
Daily Profit
3.952712
Profit Factor
14.055262
Profitability
37.864078
Streak
107.146235
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 16:30
Expiration Time
2025-12-23 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 8234803.7842 8312432.437 -77628.6528 -5898.3388 742000.782 -747899.1209
Total P&L (%) 8234.8038 8312.4324 -77.6287 -5.8983 742.0008 -747.8991
Avg Daily Profit (%) 3.9527 3.99 -0.0373 -0.0029 0.1023 0
Buy And Hold Return (%) 35.2941 35.2941 35.2941 35.2941 35.2941 35.2941
Max Trade Drawdown -321298 -252385 -83566 -7181495 -5865143 -1426485
Profit Factor 14.0553 18.7477 0.522 0.9993 1.1176 0.5983
Total Trades 103 51 52 103 51 52
Winning Trades 39 19 20 39 19 20
Losing Trades 64 32 32 64 32 32
Profitability (%) 37.8641 37.2549 38.4615 37.8641 37.2549 38.4615
Ratio Avg Win / Avg Loss 23.065 31.5751 0.8352 1.6398 1.8822 0.9573
Largest Winning Trade 8553627 8553627 19925 6429266 6429266 579837
Largest Losing Trade -45617 -45617 -16710 -1921209 -1921209 -867385
Avg Bars in Trades 225 428 25 225 428 25
Avg Bars in Winners 380 738 40 380 738 40
Avg Bars in Losers 130 244 16 130 244 16
Bars Traded 23183 21848 1335 23183 21848 1335
Profit Streak 107.1462 0 206.7296 107.1462 0 206.7296
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 739697 -160548 -764066 -581884 -331066 -764066
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581508800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760016634712,
    "expiration_time": 1766491200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 86,
            "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": [
        [
            8234803.784208323,
            8312432.436958507,
            -77628.6527501835,
            -5898.3388336219,
            742000.7820264109,
            -747899.1208600333
        ],
        [
            8234.803784,
            8312.432437,
            -77.628653,
            -5.898339,
            742.000782,
            -747.899121
        ],
        [
            3.952712,
            3.989974,
            -0.037262,
            -0.002918,
            0.102322,
            0
        ],
        [
            35.294118,
            35.294118,
            35.294118,
            35.294118,
            35.294118,
            35.294118
        ],
        [
            -321298,
            -252385,
            -83566,
            -7181495,
            -5865143,
            -1426485
        ],
        [
            14.055262,
            18.747691,
            0.521986,
            0.999278,
            1.117565,
            0.598327
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            37.864078,
            37.254902,
            38.461538,
            37.864078,
            37.254902,
            38.461538
        ],
        [
            23.065046,
            31.575059,
            0.835177,
            1.639841,
            1.882214,
            0.957323
        ],
        [
            8553627,
            8553627,
            19925,
            6429266,
            6429266,
            579837
        ],
        [
            -45617,
            -45617,
            -16710,
            -1921209,
            -1921209,
            -867385
        ],
        [
            225,
            428,
            25,
            225,
            428,
            25
        ],
        [
            380,
            738,
            40,
            380,
            738,
            40
        ],
        [
            130,
            244,
            16,
            130,
            244,
            16
        ],
        [
            23183,
            21848,
            1335,
            23183,
            21848,
            1335
        ],
        [
            107.146235,
            0,
            206.729568,
            107.146235,
            0,
            206.729568
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            739697,
            -160548,
            -764066,
            -581884,
            -331066,
            -764066
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581508800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760016634712,
    "expiration_time": 1766491200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 86,
            "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)