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Trade: EOS/USDT/15/KCL/SMA/3842

Strategy
EOS/USDT/15/KCL/SMA/3842
Pair
EOS_USDT
Interval
15m
Score
335870
Daily Profit
0.462856
Profit Factor
1.488272
Profitability
55.421687
Streak
154.254472
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-10 00:21
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 64295.3859 50755.4188 13539.9671 54009.2676 47151.3217 6857.9459
Total P&L (%) 64.2954 50.7554 13.54 54.0093 47.1513 6.8579
Avg Daily Profit (%) 0.4629 0.3654 0.0975 0.3114 0.2785 0.0478
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47037 -54243 -12498 -51688 -57176 -19161
Profit Factor 1.4883 1.4942 1.4673 1.3668 1.4264 1.1871
Total Trades 83 41 42 83 41 42
Winning Trades 46 22 24 46 22 24
Losing Trades 37 19 18 37 19 18
Profitability (%) 55.4217 53.6585 57.1429 55.4217 53.6585 57.1429
Ratio Avg Win / Avg Loss 1.1971 1.2904 1.1005 1.0994 1.2319 0.8903
Largest Winning Trade 29516 29516 10089 23371 23371 10054
Largest Losing Trade -20763 -20763 -6314 -28743 -28743 -8888
Avg Bars in Trades 134 255 16 134 255 16
Avg Bars in Winners 125 243 16 125 243 16
Avg Bars in Losers 145 268 15 145 268 15
Bars Traded 11134 10461 674 11134 10461 674
Profit Streak 154.2545 154.7961 154.2545 154.2545 154.7961 154.2545
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335870 299761 -117340 237852 247175 -311236
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": 1736339400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760044886432,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 126,
            "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": [
        [
            64295.3859108725,
            50755.4187787714,
            13539.9671321012,
            54009.2675530101,
            47151.321667745,
            6857.9458852651
        ],
        [
            64.295386,
            50.755419,
            13.539967,
            54.009268,
            47.151322,
            6.857946
        ],
        [
            0.462856,
            0.365383,
            0.097473,
            0.311363,
            0.278474,
            0.047762
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47037,
            -54243,
            -12498,
            -51688,
            -57176,
            -19161
        ],
        [
            1.488272,
            1.494196,
            1.467275,
            1.366829,
            1.426399,
            1.187107
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            55.421687,
            53.658537,
            57.142857,
            55.421687,
            53.658537,
            57.142857
        ],
        [
            1.197088,
            1.290442,
            1.100456,
            1.099406,
            1.23189,
            0.89033
        ],
        [
            29516,
            29516,
            10089,
            23371,
            23371,
            10054
        ],
        [
            -20763,
            -20763,
            -6314,
            -28743,
            -28743,
            -8888
        ],
        [
            134,
            255,
            16,
            134,
            255,
            16
        ],
        [
            125,
            243,
            16,
            125,
            243,
            16
        ],
        [
            145,
            268,
            15,
            145,
            268,
            15
        ],
        [
            11134,
            10461,
            674,
            11134,
            10461,
            674
        ],
        [
            154.254472,
            154.796139,
            154.254472,
            154.254473,
            154.796139,
            154.254473
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335870,
            299761,
            -117340,
            237852,
            247175,
            -311236
        ]
    ]
}
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": 1736339400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760044886432,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 126,
            "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)