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Trade: ALGO/USDT/480/KCL/KCL/1544

Strategy
ALGO/USDT/480/KCL/KCL/1544
Pair
ALGO_USDT
Interval
8h
Score
457158
Daily Profit
0.190470
Profit Factor
1.753255
Profitability
71.544715
Streak
44.821330
Best Strategy
Training Data Length
2288.330000
Evaluation Time
2025-09-26 06:42
Expiration Time
2025-12-03 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 435858.7844 343519.2077 92339.5767 -29512.7472 668470.7737 -697983.5209
Total P&L (%) 435.8588 343.5192 92.3396 -29.5127 668.4708 -697.9835
Avg Daily Profit (%) 0.1905 0.1501 0.0404 -0.0153 0.0892 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157319 -148249 -116143 -1209151 -214005 -1174921
Profit Factor 1.7533 2.2037 1.3149 0.9825 3.0808 0.4887
Total Trades 123 61 62 123 61 62
Winning Trades 88 45 43 88 45 43
Losing Trades 35 16 19 35 16 19
Profitability (%) 71.5447 73.7705 69.3548 71.5447 73.7705 69.3548
Ratio Avg Win / Avg Loss 0.6973 0.7835 0.581 0.3908 1.0954 0.216
Largest Winning Trade 79177 79177 26706 198269 198269 150247
Largest Losing Trade -94360 -81261 -94360 -1153724 -184947 -1153724
Avg Bars in Trades 49 79 18 49 79 18
Avg Bars in Winners 19 23 14 19 23 14
Avg Bars in Losers 124 237 28 124 237 28
Bars Traded 6040 4872 1168 6040 4872 1168
Profit Streak 44.8213 72.1547 44.8213 44.8213 72.1547 44.8213
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457158 -148562 -290901 -576165 -225915 -731183

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6865,
    "evaluation_days": 2288.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566892800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758858162950,
    "expiration_time": 1764776160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 200,
            "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": [
        [
            435858.7843589156,
            343519.2076599385,
            92339.576698977,
            -29512.7471609791,
            668470.7737134984,
            -697983.5208744772
        ],
        [
            435.858784,
            343.519208,
            92.339577,
            -29.512747,
            668.470774,
            -697.983521
        ],
        [
            0.19047,
            0.150118,
            0.040352,
            -0.015282,
            0.089154,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157319,
            -148249,
            -116143,
            -1209151,
            -214005,
            -1174921
        ],
        [
            1.753255,
            2.203663,
            1.314896,
            0.9825,
            3.080769,
            0.48873
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            88,
            45,
            43,
            88,
            45,
            43
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            71.544715,
            73.770492,
            69.354839,
            71.544715,
            73.770492,
            69.354839
        ],
        [
            0.697317,
            0.783524,
            0.581,
            0.390767,
            1.095385,
            0.21595
        ],
        [
            79177,
            79177,
            26706,
            198269,
            198269,
            150247
        ],
        [
            -94360,
            -81261,
            -94360,
            -1153724,
            -184947,
            -1153724
        ],
        [
            49,
            79,
            18,
            49,
            79,
            18
        ],
        [
            19,
            23,
            14,
            19,
            23,
            14
        ],
        [
            124,
            237,
            28,
            124,
            237,
            28
        ],
        [
            6040,
            4872,
            1168,
            6040,
            4872,
            1168
        ],
        [
            44.82133,
            72.154664,
            44.82133,
            44.82133,
            72.154664,
            44.82133
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457158,
            -148562,
            -290901,
            -576165,
            -225915,
            -731183
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6865,
    "evaluation_days": 2288.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566892800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758858162950,
    "expiration_time": 1764776160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 200,
            "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)