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Trade: THETA/USDT/360/KCL/KCL/7939

Strategy
THETA/USDT/360/KCL/KCL/7939
Pair
THETA_USDT
Interval
6h
Score
698458
Daily Profit
0.152673
Profit Factor
7.142275
Profitability
70.588235
Streak
283.243321
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-26 02:50
Expiration Time
2025-12-04 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 560209.2091 634238.3932 -74029.1842 74695.1003 3558267.6346 -3483572.5343
Total P&L (%) 560.2092 634.2384 -74.0292 74.6951 3558.2676 -3483.5725
Avg Daily Profit (%) 0.2374 0.2688 -0.0314 0.0236 0.1527 0
Buy And Hold Return (%) 501.228 501.228 501.228 501.228 501.228 501.228
Max Trade Drawdown -244613 -105152 -154560 -4541062 -484194 -4059925
Profit Factor 2.3241 5.315 0.7319 1.0154 7.1423 0.1872
Total Trades 69 34 35 69 34 35
Winning Trades 44 24 20 44 24 20
Losing Trades 25 10 15 25 10 15
Profitability (%) 63.7681 70.5882 57.1429 63.7681 70.5882 57.1429
Ratio Avg Win / Avg Loss 1.3205 2.2146 0.5489 0.5769 2.9759 0.1404
Largest Winning Trade 230249 230249 25325 1577425 1577425 220847
Largest Losing Trade -91927 -91927 -71493 -2972337 -433743 -2972337
Avg Bars in Trades 97 180 18 97 180 18
Avg Bars in Winners 39 56 18 39 56 18
Avg Bars in Losers 200 476 17 200 476 17
Bars Traded 6752 6122 630 6752 6122 630
Profit Streak 283.2433 283.2433 283.4933 283.2433 283.2433 283.4933
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -220362 -63326 -578615 -635228 698458 -578615

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559628000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758844222951,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 26,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            560209.2090908122,
            634238.3932419302,
            -74029.184151118,
            74695.1003089642,
            3558267.6346098566,
            -3483572.5343008926
        ],
        [
            560.209209,
            634.238393,
            -74.029184,
            74.6951,
            3558.267635,
            -3483.572534
        ],
        [
            0.237427,
            0.268802,
            -0.031375,
            0.023646,
            0.152673,
            0
        ],
        [
            501.227972,
            501.227972,
            501.227972,
            501.227972,
            501.227972,
            501.227972
        ],
        [
            -244613,
            -105152,
            -154560,
            -4541062,
            -484194,
            -4059925
        ],
        [
            2.324125,
            5.314972,
            0.731869,
            1.015352,
            7.142275,
            0.187245
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            25,
            10,
            15,
            25,
            10,
            15
        ],
        [
            63.768116,
            70.588235,
            57.142857,
            63.768116,
            70.588235,
            57.142857
        ],
        [
            1.320526,
            2.214572,
            0.548902,
            0.576905,
            2.975948,
            0.140434
        ],
        [
            230249,
            230249,
            25325,
            1577425,
            1577425,
            220847
        ],
        [
            -91927,
            -91927,
            -71493,
            -2972337,
            -433743,
            -2972337
        ],
        [
            97,
            180,
            18,
            97,
            180,
            18
        ],
        [
            39,
            56,
            18,
            39,
            56,
            18
        ],
        [
            200,
            476,
            17,
            200,
            476,
            17
        ],
        [
            6752,
            6122,
            630,
            6752,
            6122,
            630
        ],
        [
            283.243321,
            283.243321,
            283.493321,
            283.243321,
            283.243321,
            283.493321
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -220362,
            -63326,
            -578615,
            -635228,
            698458,
            -578615
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559628000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758844222951,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 26,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)