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Trade: ETC/USDT/120/KCL/DCM/4589

Strategy
ETC/USDT/120/KCL/DCM/4589
Pair
ETC_USDT
Interval
2h
Score
343865
Daily Profit
0.338648
Profit Factor
2.167458
Profitability
35.502959
Streak
102.508964
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 09:12
Expiration Time
2025-12-18 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 705515.6192 718307.5669 -12791.9477 57754.6062 165701.6181 -107947.012
Total P&L (%) 705.5156 718.3076 -12.7919 57.7546 165.7016 -107.947
Avg Daily Profit (%) 0.3386 0.3448 -0.0061 0.0219 0.0469 0
Buy And Hold Return (%) 58.3736 58.3736 58.3736 58.3736 58.3736 58.3736
Max Trade Drawdown -129497 -89186 -58222 -412473 -280931 -157183
Profit Factor 2.1675 2.6985 0.9295 1.0433 1.1767 0.7266
Total Trades 169 84 85 169 84 85
Winning Trades 60 23 37 60 23 37
Losing Trades 109 61 48 109 61 48
Profitability (%) 35.503 27.381 43.5294 35.503 27.381 43.5294
Ratio Avg Win / Avg Loss 3.9375 7.1568 1.2058 1.8954 3.1209 0.9426
Largest Winning Trade 761013 761013 23686 455141 455141 30324
Largest Losing Trade -31524 -31524 -11633 -118508 -118508 -31079
Avg Bars in Trades 145 262 29 145 262 29
Avg Bars in Winners 285 660 52 285 660 52
Avg Bars in Losers 68 112 12 68 112 12
Bars Traded 24605 22065 2540 24605 22065 2540
Profit Streak 102.509 103.8423 102.509 102.509 103.8423 102.509
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343865 -4666 -581115 -504934 -177607 -582782
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579485600000,
    "first_datapoint_time": 1580932800000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759558374533,
    "expiration_time": 1766030400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 202,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 11,
            "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": [
        [
            705515.6192162958,
            718307.5669051013,
            -12791.9476888058,
            57754.6061724132,
            165701.6181405531,
            -107947.0119681399
        ],
        [
            705.515619,
            718.307567,
            -12.791948,
            57.754606,
            165.701618,
            -107.947012
        ],
        [
            0.338648,
            0.344788,
            -0.00614,
            0.021884,
            0.046917,
            0
        ],
        [
            58.373591,
            58.373591,
            58.373591,
            58.373591,
            58.373591,
            58.373591
        ],
        [
            -129497,
            -89186,
            -58222,
            -412473,
            -280931,
            -157183
        ],
        [
            2.167458,
            2.698475,
            0.929484,
            1.043347,
            1.17673,
            0.726557
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            60,
            23,
            37,
            60,
            23,
            37
        ],
        [
            109,
            61,
            48,
            109,
            61,
            48
        ],
        [
            35.502959,
            27.380952,
            43.529412,
            35.502959,
            27.380952,
            43.529412
        ],
        [
            3.937549,
            7.156824,
            1.205817,
            1.895415,
            3.120894,
            0.94256
        ],
        [
            761013,
            761013,
            23686,
            455141,
            455141,
            30324
        ],
        [
            -31524,
            -31524,
            -11633,
            -118508,
            -118508,
            -31079
        ],
        [
            145,
            262,
            29,
            145,
            262,
            29
        ],
        [
            285,
            660,
            52,
            285,
            660,
            52
        ],
        [
            68,
            112,
            12,
            68,
            112,
            12
        ],
        [
            24605,
            22065,
            2540,
            24605,
            22065,
            2540
        ],
        [
            102.508964,
            103.842298,
            102.508964,
            102.508964,
            103.842298,
            102.508964
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343865,
            -4666,
            -581115,
            -504934,
            -177607,
            -582782
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579485600000,
    "first_datapoint_time": 1580932800000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759558374533,
    "expiration_time": 1766030400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 202,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 11,
            "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)