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Trade: BAT/USDT/120/KCL/HILO/3557

Strategy
BAT/USDT/120/KCL/HILO/3557
Pair
BAT_USDT
Interval
2h
Score
421833
Daily Profit
0.209443
Profit Factor
1.751554
Profitability
52.482270
Streak
0.000000
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-05 12:58
Expiration Time
2025-12-19 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436321.9026 392164.9478 44156.9548 71601.1791 -74229.4328 145830.6118
Total P&L (%) 436.3219 392.1649 44.157 71.6012 -74.2294 145.8306
Avg Daily Profit (%) 0.2094 0.1882 0.0212 0.0259 -0.0651 0.0432
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89830 -119289 -28127 -696392 -789609 -87732
Profit Factor 1.7516 1.7979 1.4957 1.0335 0.9601 1.5289
Total Trades 141 70 71 141 70 71
Winning Trades 74 34 40 74 34 40
Losing Trades 67 36 31 67 36 31
Profitability (%) 52.4823 48.5714 56.338 52.4823 48.5714 56.338
Ratio Avg Win / Avg Loss 1.5859 1.9037 1.1591 0.9358 1.0166 1.1849
Largest Winning Trade 370770 370770 13160 470053 470053 68739
Largest Losing Trade -46376 -46376 -12148 -330375 -330375 -42593
Avg Bars in Trades 176 347 6 176 347 6
Avg Bars in Winners 229 492 6 229 492 6
Avg Bars in Losers 117 211 7 117 211 7
Bars Traded 24828 24352 476 24828 24352 476
Profit Streak 0 104.1658 0 0 104.1658 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421833 -83124 -250699 -342847 -673166 -219322
Evaluation Data
{
    "trading_pair": "BAT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579593600000,
    "first_datapoint_time": 1579860000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759658320851,
    "expiration_time": 1766130940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 38,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            436321.9025960523,
            392164.9478339211,
            44156.9547621315,
            71601.1790714153,
            -74229.4327701217,
            145830.6118415372
        ],
        [
            436.321903,
            392.164948,
            44.156955,
            71.601179,
            -74.229433,
            145.830612
        ],
        [
            0.209443,
            0.188247,
            0.021196,
            0.025925,
            -0.065066,
            0.043186
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89830,
            -119289,
            -28127,
            -696392,
            -789609,
            -87732
        ],
        [
            1.751554,
            1.797935,
            1.495673,
            1.033537,
            0.960076,
            1.528949
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            67,
            36,
            31,
            67,
            36,
            31
        ],
        [
            52.48227,
            48.571429,
            56.338028,
            52.48227,
            48.571429,
            56.338028
        ],
        [
            1.585866,
            1.903696,
            1.159147,
            0.93577,
            1.016551,
            1.184935
        ],
        [
            370770,
            370770,
            13160,
            470053,
            470053,
            68739
        ],
        [
            -46376,
            -46376,
            -12148,
            -330375,
            -330375,
            -42593
        ],
        [
            176,
            347,
            6,
            176,
            347,
            6
        ],
        [
            229,
            492,
            6,
            229,
            492,
            6
        ],
        [
            117,
            211,
            7,
            117,
            211,
            7
        ],
        [
            24828,
            24352,
            476,
            24828,
            24352,
            476
        ],
        [
            0,
            104.165751,
            0,
            0,
            104.165751,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421833,
            -83124,
            -250699,
            -342847,
            -673166,
            -219322
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BAT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579593600000,
    "first_datapoint_time": 1579860000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759658320851,
    "expiration_time": 1766130940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 38,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)