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Trade: EOS/USDT/15/MIDPRICE/KCL/5336

Strategy
EOS/USDT/15/MIDPRICE/KCL/5336
Pair
EOS_USDT
Interval
15m
Score
405973
Daily Profit
0.504434
Profit Factor
1.324165
Profitability
56.756757
Streak
124.023848
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 14:34
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 70070.9206 41963.572 28107.3486 59756.4095 43126.1087 16630.3008
Total P&L (%) 70.0709 41.9636 28.1073 59.7564 43.1261 16.6303
Avg Daily Profit (%) 0.5044 0.3021 0.2023 0.3378 0.2585 0.1108
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41202 -20190 -48556 -46259 -20643 -53507
Profit Factor 1.3242 1.5243 1.2065 1.2448 1.5027 1.1051
Total Trades 222 111 111 222 111 111
Winning Trades 126 58 68 126 58 68
Losing Trades 96 53 43 96 53 43
Profitability (%) 56.7568 52.2523 61.2613 56.7568 52.2523 61.2613
Ratio Avg Win / Avg Loss 1.0089 1.3929 0.7629 0.9484 1.3731 0.6988
Largest Winning Trade 12629 11890 12629 12827 9715 12827
Largest Losing Trade -34889 -10922 -34889 -37591 -10520 -37591
Avg Bars in Trades 58 32 84 58 32 84
Avg Bars in Winners 43 32 53 43 32 53
Avg Bars in Losers 78 33 133 78 33 133
Bars Traded 13014 3654 9360 13014 3654 9360
Profit Streak 124.0238 124.1384 0 124.0238 124.1384 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405973 241872 58575 252672 227397 -161389
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": 1736321400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758886460507,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            70070.9205867568,
            41963.572032399,
            28107.3485543577,
            59756.4095176728,
            43126.1087135094,
            16630.3008041633
        ],
        [
            70.070921,
            41.963572,
            28.107349,
            59.75641,
            43.126109,
            16.630301
        ],
        [
            0.504434,
            0.302092,
            0.202342,
            0.337824,
            0.258454,
            0.110809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41202,
            -20190,
            -48556,
            -46259,
            -20643,
            -53507
        ],
        [
            1.324165,
            1.524349,
            1.206476,
            1.244839,
            1.502679,
            1.105074
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            126,
            58,
            68,
            126,
            58,
            68
        ],
        [
            96,
            53,
            43,
            96,
            53,
            43
        ],
        [
            56.756757,
            52.252252,
            61.261261,
            56.756757,
            52.252252,
            61.261261
        ],
        [
            1.008887,
            1.39294,
            0.762919,
            0.948449,
            1.373138,
            0.698797
        ],
        [
            12629,
            11890,
            12629,
            12827,
            9715,
            12827
        ],
        [
            -34889,
            -10922,
            -34889,
            -37591,
            -10520,
            -37591
        ],
        [
            58,
            32,
            84,
            58,
            32,
            84
        ],
        [
            43,
            32,
            53,
            43,
            32,
            53
        ],
        [
            78,
            33,
            133,
            78,
            33,
            133
        ],
        [
            13014,
            3654,
            9360,
            13014,
            3654,
            9360
        ],
        [
            124.023848,
            124.138432,
            0,
            124.023848,
            124.138432,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405973,
            241872,
            58575,
            252672,
            227397,
            -161389
        ]
    ]
}
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": 1736321400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758886460507,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)