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Trade: FIL/USDT/120/SMA/KCL/4961

Strategy
FIL/USDT/120/SMA/KCL/4961
Pair
FIL_USDT
Interval
2h
Score
427148
Daily Profit
0.379825
Profit Factor
2.301392
Profitability
40.163934
Streak
52.401473
Best Strategy
Training Data Length
1817.830000
Evaluation Time
2025-10-08 02:38
Expiration Time
2025-12-12 10:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 690457.6937 404783.6133 285674.0804 3743974.7761 350870.5879 3393104.1881
Total P&L (%) 690.4577 404.7836 285.6741 3743.9748 350.8706 3393.1042
Avg Daily Profit (%) 0.3798 0.2227 0.1572 0.2009 0.0829 0.1957
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89310 -47468 -57710 -1740586 -1532205 -1349229
Profit Factor 2.3014 2.5215 2.08 1.3526 1.0643 1.6581
Total Trades 122 61 61 122 61 61
Winning Trades 49 15 34 49 15 34
Losing Trades 73 46 27 73 46 27
Profitability (%) 40.1639 24.5902 55.7377 40.1639 24.5902 55.7377
Ratio Avg Win / Avg Loss 3.4286 7.7327 1.6518 2.0152 3.2637 1.3167
Largest Winning Trade 266416 266416 72041 1350315 1350315 1154643
Largest Losing Trade -34353 -14739 -34353 -775943 -478290 -775943
Avg Bars in Trades 174 99 249 174 99 249
Avg Bars in Winners 322 240 359 322 240 359
Avg Bars in Losers 74 53 111 74 53 111
Bars Traded 21273 6060 15213 21273 6060 15213
Profit Streak 52.4015 52.4015 58.8181 52.4015 52.4015 58.8181
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427148 -180394 -148749 268961 -424048 -149928
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21814,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603936800000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759880287270,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 64,
            "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": [
        [
            690457.6937180775,
            404783.6133114372,
            285674.0804066398,
            3743974.776072572,
            350870.587928762,
            3393104.1881438084
        ],
        [
            690.457694,
            404.783613,
            285.67408,
            3743.974776,
            350.870588,
            3393.104188
        ],
        [
            0.379825,
            0.222674,
            0.157151,
            0.200941,
            0.082881,
            0.195665
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89310,
            -47468,
            -57710,
            -1740586,
            -1532205,
            -1349229
        ],
        [
            2.301392,
            2.521534,
            2.079985,
            1.352646,
            1.064256,
            1.658053
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            49,
            15,
            34,
            49,
            15,
            34
        ],
        [
            73,
            46,
            27,
            73,
            46,
            27
        ],
        [
            40.163934,
            24.590164,
            55.737705,
            40.163934,
            24.590164,
            55.737705
        ],
        [
            3.428604,
            7.732703,
            1.651753,
            2.015166,
            3.263717,
            1.316689
        ],
        [
            266416,
            266416,
            72041,
            1350315,
            1350315,
            1154643
        ],
        [
            -34353,
            -14739,
            -34353,
            -775943,
            -478290,
            -775943
        ],
        [
            174,
            99,
            249,
            174,
            99,
            249
        ],
        [
            322,
            240,
            359,
            322,
            240,
            359
        ],
        [
            74,
            53,
            111,
            74,
            53,
            111
        ],
        [
            21273,
            6060,
            15213,
            21273,
            6060,
            15213
        ],
        [
            52.401473,
            52.401473,
            58.81814,
            52.401473,
            52.401473,
            58.81814
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427148,
            -180394,
            -148749,
            268961,
            -424048,
            -149928
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21814,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603936800000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759880287270,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 64,
            "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)