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Trade: FIL/USDT/120/KCL/DCL/3847

Strategy
FIL/USDT/120/KCL/DCL/3847
Pair
FIL_USDT
Interval
2h
Score
344096
Daily Profit
0.331028
Profit Factor
1.502182
Profitability
37.572254
Streak
33.815117
Best Strategy
Training Data Length
1811.420000
Evaluation Time
2025-10-01 16:33
Expiration Time
2025-12-05 19:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 599630.5618 405219.1453 194411.4165 288481.561 -97648.332 386129.893
Total P&L (%) 599.6306 405.2191 194.4114 288.4816 -97.6483 386.1299
Avg Daily Profit (%) 0.331 0.2237 0.1073 0.0749 -0.2068 0.0873
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137714 -190225 -39200 -1458280 -1478388 -358697
Profit Factor 1.5022 1.5109 1.4849 1.035 0.9819 1.1361
Total Trades 346 173 173 346 173 173
Winning Trades 130 54 76 130 54 76
Losing Trades 216 119 97 216 119 97
Profitability (%) 37.5723 31.2139 43.9306 37.5723 31.2139 43.9306
Ratio Avg Win / Avg Loss 2.4959 3.3296 1.8952 1.7198 2.1638 1.45
Largest Winning Trade 320034 320034 48273 946912 946912 250178
Largest Losing Trade -26063 -26063 -25045 -399387 -399387 -186601
Avg Bars in Trades 62 90 34 62 90 34
Avg Bars in Winners 90 144 51 90 144 51
Avg Bars in Losers 45 65 21 45 65 21
Bars Traded 21569 15590 5979 21569 15590 5979
Profit Streak 33.8151 37.1485 33.8151 33.8151 37.1485 33.8151
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344096 140284 -48849 -275783 -584410 -148672
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21737,
    "evaluation_days": 1811.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603360800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759325626147,
    "expiration_time": 1764954230400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 33,
            "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": [
        [
            599630.5618235108,
            405219.1452810706,
            194411.4165424405,
            288481.5610231021,
            -97648.3319724188,
            386129.8929955204
        ],
        [
            599.630562,
            405.219145,
            194.411417,
            288.481561,
            -97.648332,
            386.129893
        ],
        [
            0.331028,
            0.223702,
            0.107325,
            0.074946,
            -0.206808,
            0.087335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137714,
            -190225,
            -39200,
            -1458280,
            -1478388,
            -358697
        ],
        [
            1.502182,
            1.510915,
            1.484906,
            1.035037,
            0.981904,
            1.136075
        ],
        [
            346,
            173,
            173,
            346,
            173,
            173
        ],
        [
            130,
            54,
            76,
            130,
            54,
            76
        ],
        [
            216,
            119,
            97,
            216,
            119,
            97
        ],
        [
            37.572254,
            31.213873,
            43.930636,
            37.572254,
            31.213873,
            43.930636
        ],
        [
            2.495933,
            3.329609,
            1.895209,
            1.719753,
            2.163825,
            1.44999
        ],
        [
            320034,
            320034,
            48273,
            946912,
            946912,
            250178
        ],
        [
            -26063,
            -26063,
            -25045,
            -399387,
            -399387,
            -186601
        ],
        [
            62,
            90,
            34,
            62,
            90,
            34
        ],
        [
            90,
            144,
            51,
            90,
            144,
            51
        ],
        [
            45,
            65,
            21,
            45,
            65,
            21
        ],
        [
            21569,
            15590,
            5979,
            21569,
            15590,
            5979
        ],
        [
            33.815117,
            37.148451,
            33.815117,
            33.815117,
            37.148451,
            33.815117
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344096,
            140284,
            -48849,
            -275783,
            -584410,
            -148672
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21737,
    "evaluation_days": 1811.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603360800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759325626147,
    "expiration_time": 1764954230400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 33,
            "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)