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Trade: EOS/USDT/15/KCL/DCM/8500

Strategy
EOS/USDT/15/KCL/DCM/8500
Pair
EOS_USDT
Interval
15m
Score
315848
Daily Profit
0.439187
Profit Factor
1.262464
Profitability
55.135135
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 06:35
Expiration Time
2025-07-05 05:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 61007.446 37897.3799 23110.0661 53863.6699 52032.9946 1830.6753
Total P&L (%) 61.0074 37.8974 23.1101 53.8637 52.033 1.8307
Avg Daily Profit (%) 0.4392 0.2728 0.1664 0.3107 0.302 0.0131
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33621 -28566 -27032 -64730 -41278 -53713
Profit Factor 1.2625 1.2878 1.2293 1.1711 1.321 1.012
Total Trades 185 92 93 185 92 93
Winning Trades 102 54 48 102 54 48
Losing Trades 83 38 45 83 38 45
Profitability (%) 55.1351 58.6957 51.6129 55.1351 58.6957 51.6129
Ratio Avg Win / Avg Loss 1.0273 0.9062 1.1525 0.953 0.9296 0.9487
Largest Winning Trade 23292 23292 8431 24332 24332 13340
Largest Losing Trade -18936 -18936 -13376 -20692 -19440 -20692
Avg Bars in Trades 69 96 42 69 96 42
Avg Bars in Winners 60 71 47 60 71 47
Avg Bars in Losers 80 132 37 80 132 37
Bars Traded 12840 8886 3954 12840 8886 3954
Profit Streak 0 127.754 0 0 127.754 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315848 136136 10518 -26638 196038 -552055

Evaluation Data

{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736342100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758857746132,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 129,
            "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": [
        [
            61007.4460462403,
            37897.3799070797,
            23110.0661391606,
            53863.6699417861,
            52032.9946396059,
            1830.6753021802
        ],
        [
            61.007446,
            37.89738,
            23.110066,
            53.86367,
            52.032995,
            1.830675
        ],
        [
            0.439187,
            0.27282,
            0.166367,
            0.31068,
            0.302037,
            0.013061
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33621,
            -28566,
            -27032,
            -64730,
            -41278,
            -53713
        ],
        [
            1.262464,
            1.287808,
            1.229344,
            1.171101,
            1.321014,
            1.011987
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            102,
            54,
            48,
            102,
            54,
            48
        ],
        [
            83,
            38,
            45,
            83,
            38,
            45
        ],
        [
            55.135135,
            58.695652,
            51.612903,
            55.135135,
            58.695652,
            51.612903
        ],
        [
            1.027299,
            0.906236,
            1.15251,
            0.952954,
            0.929602,
            0.948738
        ],
        [
            23292,
            23292,
            8431,
            24332,
            24332,
            13340
        ],
        [
            -18936,
            -18936,
            -13376,
            -20692,
            -19440,
            -20692
        ],
        [
            69,
            96,
            42,
            69,
            96,
            42
        ],
        [
            60,
            71,
            47,
            60,
            71,
            47
        ],
        [
            80,
            132,
            37,
            80,
            132,
            37
        ],
        [
            12840,
            8886,
            3954,
            12840,
            8886,
            3954
        ],
        [
            0,
            127.754006,
            0,
            0,
            127.754006,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315848,
            136136,
            10518,
            -26638,
            196038,
            -552055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736342100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758857746132,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 129,
            "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)