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Trade: ONE/USDT/120/MIDPOINT/KCL/2108

Strategy
ONE/USDT/120/MIDPOINT/KCL/2108
Pair
ONE_USDT
Interval
2h
Score
464117
Daily Profit
0.269907
Profit Factor
2.218055
Profitability
52.475248
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 20:11
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1945898.8364 24203.0081 -1970101.8446 -95982.6715 27303290.7732 -27399273.4447
Total P&L (%) -1945.8988 24.203 -1970.1018 -95.9827 27303.2908 -27399.2734
Avg Daily Profit (%) -0.9344 0.0116 -0.946 -0.1542 0.2699 0
Buy And Hold Return (%) 86.1598 86.1598 86.1598 86.1598 86.1598 86.1598
Max Trade Drawdown -2176681 -147597 -2139386 -53311401 -5682685 -59617033
Profit Factor 0.3615 1.0589 0.2528 0.9989 2.2181 0.5892
Total Trades 201 101 100 201 101 100
Winning Trades 123 58 65 103 53 50
Losing Trades 78 43 35 98 48 50
Profitability (%) 61.194 57.4257 65 51.2438 52.4752 50
Ratio Avg Win / Avg Loss 0.2292 0.785 0.1361 0.9504 2.0088 0.5892
Largest Winning Trade 66521 66521 29627 21784718 21784718 19797067
Largest Losing Trade -1730189 -62675 -1730189 -32744063 -4646655 -32744063
Avg Bars in Trades 121 64 179 121 64 179
Avg Bars in Winners 75 35 111 114 67 163
Avg Bars in Losers 193 103 304 129 61 194
Bars Traded 24423 6522 17901 24423 6522 17901
Profit Streak 0 0 51.3828 0 0 51.3828
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578274 -499814 -578557 -579564 464117 -580501

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580133600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758906672383,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 196,
            "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": [
        [
            -1945898.8364127371,
            24203.0081451881,
            -1970101.8445579256,
            -95982.6715247648,
            27303290.77318036,
            -27399273.44470511
        ],
        [
            -1945.898836,
            24.203008,
            -1970.101845,
            -95.982672,
            27303.290773,
            -27399.273445
        ],
        [
            -0.934405,
            0.011622,
            -0.946027,
            -0.154241,
            0.269907,
            0
        ],
        [
            86.159844,
            86.159844,
            86.159844,
            86.159844,
            86.159844,
            86.159844
        ],
        [
            -2176681,
            -147597,
            -2139386,
            -53311401,
            -5682685,
            -59617033
        ],
        [
            0.361485,
            1.0589,
            0.252794,
            0.998923,
            2.218055,
            0.589209
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            123,
            58,
            65,
            103,
            53,
            50
        ],
        [
            78,
            43,
            35,
            98,
            48,
            50
        ],
        [
            61.19403,
            57.425743,
            65,
            51.243781,
            52.475248,
            50
        ],
        [
            0.229234,
            0.785047,
            0.13612,
            0.950432,
            2.008804,
            0.589209
        ],
        [
            66521,
            66521,
            29627,
            21784718,
            21784718,
            19797067
        ],
        [
            -1730189,
            -62675,
            -1730189,
            -32744063,
            -4646655,
            -32744063
        ],
        [
            121,
            64,
            179,
            121,
            64,
            179
        ],
        [
            75,
            35,
            111,
            114,
            67,
            163
        ],
        [
            193,
            103,
            304,
            129,
            61,
            194
        ],
        [
            24423,
            6522,
            17901,
            24423,
            6522,
            17901
        ],
        [
            0,
            0,
            51.382782,
            0,
            0,
            51.382782
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578274,
            -499814,
            -578557,
            -579564,
            464117,
            -580501
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580133600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758906672383,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 196,
            "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)