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Trade: C98/USDT/120/SSF/KCL/1158

Strategy
C98/USDT/120/SSF/KCL/1158
Pair
C98_USDT
Interval
2h
Score
562847
Daily Profit
0.199778
Profit Factor
2.633576
Profitability
84.848485
Streak
286.622947
Best Strategy
Training Data Length
1532.670000
Evaluation Time
2025-10-03 09:57
Expiration Time
2025-11-27 12:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344928.2057 38733.8705 306194.3352 -501045.3809 74552.939 -575598.32
Total P&L (%) 344.9282 38.7339 306.1943 -501.0454 74.5529 -575.5983
Avg Daily Profit (%) 0.2251 0.0253 0.1998 0 0.0364 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109213 -18183 -109213 -1388212 -43952 -1354931
Profit Factor 2.3929 1.6434 2.6336 0.732 1.3704 0.655
Total Trades 67 34 33 67 34 33
Winning Trades 48 20 28 35 18 17
Losing Trades 19 14 5 32 16 16
Profitability (%) 71.6418 58.8235 84.8485 52.2388 52.9412 51.5152
Ratio Avg Win / Avg Loss 0.9472 1.1504 0.4703 0.6693 1.2181 0.6165
Largest Winning Trade 49967 12308 49967 185439 55162 185439
Largest Losing Trade -109213 -16700 -109213 -1078114 -43952 -1078114
Avg Bars in Trades 232 15 455 232 15 455
Avg Bars in Winners 182 17 299 196 15 389
Avg Bars in Losers 359 13 1326 270 16 525
Bars Traded 15565 538 15027 15565 538 15027
Profit Streak 123.8729 123.8729 286.6229 0 0 0
Trades During Streak 2 1 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -107619 -157473 562847 -701487 -143181 -580606
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18392,
    "evaluation_days": 1532.67,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1627581600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759474622621,
    "expiration_time": 1764238406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 28,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            344928.2056757035,
            38733.8704698286,
            306194.335205875,
            -501045.3809309541,
            74552.9390400952,
            -575598.3199710494
        ],
        [
            344.928206,
            38.73387,
            306.194335,
            -501.045381,
            74.552939,
            -575.59832
        ],
        [
            0.225051,
            0.025272,
            0.199778,
            0,
            0.036352,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109213,
            -18183,
            -109213,
            -1388212,
            -43952,
            -1354931
        ],
        [
            2.392857,
            1.643391,
            2.633576,
            0.732008,
            1.370396,
            0.654989
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            48,
            20,
            28,
            35,
            18,
            17
        ],
        [
            19,
            14,
            5,
            32,
            16,
            16
        ],
        [
            71.641791,
            58.823529,
            84.848485,
            52.238806,
            52.941176,
            51.515152
        ],
        [
            0.947173,
            1.150374,
            0.470281,
            0.669264,
            1.218129,
            0.61646
        ],
        [
            49967,
            12308,
            49967,
            185439,
            55162,
            185439
        ],
        [
            -109213,
            -16700,
            -109213,
            -1078114,
            -43952,
            -1078114
        ],
        [
            232,
            15,
            455,
            232,
            15,
            455
        ],
        [
            182,
            17,
            299,
            196,
            15,
            389
        ],
        [
            359,
            13,
            1326,
            270,
            16,
            525
        ],
        [
            15565,
            538,
            15027,
            15565,
            538,
            15027
        ],
        [
            123.872947,
            123.872947,
            286.622947,
            0,
            0,
            0
        ],
        [
            2,
            1,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -107619,
            -157473,
            562847,
            -701487,
            -143181,
            -580606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18392,
    "evaluation_days": 1532.67,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1627581600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759474622621,
    "expiration_time": 1764238406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 28,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)