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Trade: BCH/USDT/120/KCL/HILO/2533

Strategy
BCH/USDT/120/KCL/HILO/2533
Pair
BCH_USDT
Interval
2h
Score
309255
Daily Profit
0.173710
Profit Factor
1.668724
Profitability
44.230769
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-13 02:00
Expiration Time
2025-12-27 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361895.1478 372769.0679 -10873.9201 31083.4968 170309.2484 -139225.7516
Total P&L (%) 361.8951 372.7691 -10.8739 31.0835 170.3092 -139.2258
Avg Daily Profit (%) 0.1737 0.1789 -0.0052 0.013 0.0477 0
Buy And Hold Return (%) 21.0734 21.0734 21.0734 21.0734 21.0734 21.0734
Max Trade Drawdown -204981 -173498 -84859 -652730 -414701 -352763
Profit Factor 1.6687 1.9563 0.9282 1.0263 1.2247 0.6718
Total Trades 104 52 52 104 52 52
Winning Trades 46 20 26 46 20 26
Losing Trades 58 32 26 58 32 26
Profitability (%) 44.2308 38.4615 50 44.2308 38.4615 50
Ratio Avg Win / Avg Loss 2.104 3.1301 0.9282 1.294 1.9594 0.6718
Largest Winning Trade 262747 262747 30862 424245 424245 84972
Largest Losing Trade -36907 -36907 -33466 -237765 -174462 -237765
Avg Bars in Trades 236 452 21 236 452 21
Avg Bars in Winners 362 810 18 362 810 18
Avg Bars in Losers 137 229 24 137 229 24
Bars Traded 24644 23532 1112 24644 23532 1112
Profit Streak 0 0 227.7085 0 0 227.7085
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309255 -173385 -759582 -387053 -312956 -759582
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580241600000,
    "first_datapoint_time": 1581300000000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760310015128,
    "expiration_time": 1766786400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 5
        }
    },
    "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": [
        [
            361895.1477813153,
            372769.0678555995,
            -10873.9200742843,
            31083.4967702815,
            170309.2483965493,
            -139225.7516262676
        ],
        [
            361.895148,
            372.769068,
            -10.87392,
            31.083497,
            170.309248,
            -139.225752
        ],
        [
            0.17371,
            0.178929,
            -0.005219,
            0.012993,
            0.047743,
            0
        ],
        [
            21.073416,
            21.073416,
            21.073416,
            21.073416,
            21.073416,
            21.073416
        ],
        [
            -204981,
            -173498,
            -84859,
            -652730,
            -414701,
            -352763
        ],
        [
            1.668724,
            1.956292,
            0.928161,
            1.026291,
            1.224653,
            0.671787
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            58,
            32,
            26,
            58,
            32,
            26
        ],
        [
            44.230769,
            38.461538,
            50,
            44.230769,
            38.461538,
            50
        ],
        [
            2.104044,
            3.130067,
            0.928161,
            1.294019,
            1.959445,
            0.671787
        ],
        [
            262747,
            262747,
            30862,
            424245,
            424245,
            84972
        ],
        [
            -36907,
            -36907,
            -33466,
            -237765,
            -174462,
            -237765
        ],
        [
            236,
            452,
            21,
            236,
            452,
            21
        ],
        [
            362,
            810,
            18,
            362,
            810,
            18
        ],
        [
            137,
            229,
            24,
            137,
            229,
            24
        ],
        [
            24644,
            23532,
            1112,
            24644,
            23532,
            1112
        ],
        [
            0,
            0,
            227.708508,
            0,
            0,
            227.708508
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309255,
            -173385,
            -759582,
            -387053,
            -312956,
            -759582
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580241600000,
    "first_datapoint_time": 1581300000000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760310015128,
    "expiration_time": 1766786400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 5
        }
    },
    "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)