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Trade: OP/USDT/5/KCL/ALMA/6778

Strategy
OP/USDT/5/KCL/ALMA/6778
Pair
OP_USDT
Interval
5m
Score
324741
Daily Profit
0.752159
Profit Factor
1.707073
Profitability
65.168539
Streak
3.139517
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 07:45
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 65294.9628 49741.2767 15553.6861 74971.4087 51633.4785 23337.9302
Total P&L (%) 65.295 49.7413 15.5537 74.9714 51.6335 23.3379
Avg Daily Profit (%) 0.7522 0.573 0.1792 0.6465 0.4807 0.2419
Buy And Hold Return (%) 23.3803 23.3803 23.3803 23.3803 23.3803 23.3803
Max Trade Drawdown -18783 -18743 -3502 -32266 -29848 -4353
Profit Factor 1.7071 1.6147 2.3608 1.4876 1.3792 2.326
Total Trades 89 44 45 89 44 45
Winning Trades 58 28 30 58 28 30
Losing Trades 31 16 15 31 16 15
Profitability (%) 65.1685 63.6364 66.6667 65.1685 63.6364 66.6667
Ratio Avg Win / Avg Loss 0.9124 0.9227 1.1804 0.7951 0.7881 1.163
Largest Winning Trade 15911 15911 4286 20177 20177 5628
Largest Losing Trade -12318 -12318 -2790 -24467 -24467 -3536
Avg Bars in Trades 268 502 39 268 502 39
Avg Bars in Winners 244 469 34 244 469 34
Avg Bars in Losers 311 559 47 311 559 47
Bars Traded 23860 22097 1763 23860 22097 1763
Profit Streak 3.1395 0 5.709 3.1395 0 5.709
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324741 177424 -153411 273315 118855 -153219

Evaluation Data

{
    "trading_pair": "OP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751292300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758861954259,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 150,
            "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": [
        [
            65294.9627949114,
            49741.2766954894,
            15553.6860994221,
            74971.4087210473,
            51633.4785279566,
            23337.9301930907
        ],
        [
            65.294963,
            49.741277,
            15.553686,
            74.971409,
            51.633479,
            23.33793
        ],
        [
            0.752159,
            0.57299,
            0.179169,
            0.646537,
            0.4807,
            0.241921
        ],
        [
            23.380282,
            23.380282,
            23.380282,
            23.380282,
            23.380282,
            23.380282
        ],
        [
            -18783,
            -18743,
            -3502,
            -32266,
            -29848,
            -4353
        ],
        [
            1.707073,
            1.614731,
            2.360778,
            1.487588,
            1.379212,
            2.32604
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            65.168539,
            63.636364,
            66.666667,
            65.168539,
            63.636364,
            66.666667
        ],
        [
            0.912401,
            0.922704,
            1.180389,
            0.79509,
            0.788121,
            1.16302
        ],
        [
            15911,
            15911,
            4286,
            20177,
            20177,
            5628
        ],
        [
            -12318,
            -12318,
            -2790,
            -24467,
            -24467,
            -3536
        ],
        [
            268,
            502,
            39,
            268,
            502,
            39
        ],
        [
            244,
            469,
            34,
            244,
            469,
            34
        ],
        [
            311,
            559,
            47,
            311,
            559,
            47
        ],
        [
            23860,
            22097,
            1763,
            23860,
            22097,
            1763
        ],
        [
            3.139517,
            0,
            5.708961,
            3.139517,
            0,
            5.708961
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324741,
            177424,
            -153411,
            273315,
            118855,
            -153219
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751292300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758861954259,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 150,
            "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)