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Trade: FIL/USDT/5/KCL/SSF/2132

Strategy
FIL/USDT/5/KCL/SSF/2132
Pair
FIL_USDT
Interval
5m
Score
332230
Daily Profit
1.514037
Profit Factor
1.941490
Profitability
39.843750
Streak
1.330928
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 06:56
Expiration Time
2025-12-26 05:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 131433.5717 84820.4466 46613.1251 107006.982 83904.1317 23102.8503
Total P&L (%) 131.4336 84.8204 46.6131 107.007 83.9041 23.1029
Avg Daily Profit (%) 1.514 0.9771 0.537 0.8417 0.7043 0.2397
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48479 -34989 -21504 -39940 -29684 -16449
Profit Factor 1.9415 1.9694 1.8947 1.977 2.2246 1.5634
Total Trades 128 64 64 128 64 64
Winning Trades 51 20 31 51 20 31
Losing Trades 77 44 33 77 44 33
Profitability (%) 39.8438 31.25 48.4375 39.8438 31.25 48.4375
Ratio Avg Win / Avg Loss 2.9313 4.3326 2.0169 2.9849 4.894 1.6642
Largest Winning Trade 117484 117484 63901 111824 111824 37109
Largest Losing Trade -9532 -7483 -9532 -7054 -5581 -7054
Avg Bars in Trades 187 299 75 187 299 75
Avg Bars in Winners 269 538 95 269 538 95
Avg Bars in Losers 133 191 56 133 191 56
Bars Traded 24000 19176 4824 24000 19176 4824
Profit Streak 1.3309 1.3309 2.265 1.3309 1.3309 2.265
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332230 -134707 -131103 313685 -135186 -137622
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752741600000,
    "first_datapoint_time": 1752811500000,
    "last_datapoint_time": 1760241300000,
    "evaluation_time": 1760241392171,
    "expiration_time": 1766721300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 234,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            131433.5716622801,
            84820.4465966042,
            46613.1250656758,
            107006.9819727622,
            83904.1316515852,
            23102.8503211771
        ],
        [
            131.433572,
            84.820447,
            46.613125,
            107.006982,
            83.904132,
            23.10285
        ],
        [
            1.514037,
            0.977082,
            0.536956,
            0.841654,
            0.704282,
            0.239718
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48479,
            -34989,
            -21504,
            -39940,
            -29684,
            -16449
        ],
        [
            1.94149,
            1.96938,
            1.89465,
            1.977008,
            2.224558,
            1.563384
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            51,
            20,
            31,
            51,
            20,
            31
        ],
        [
            77,
            44,
            33,
            77,
            44,
            33
        ],
        [
            39.84375,
            31.25,
            48.4375,
            39.84375,
            31.25,
            48.4375
        ],
        [
            2.931269,
            4.332637,
            2.016886,
            2.984894,
            4.894028,
            1.664247
        ],
        [
            117484,
            117484,
            63901,
            111824,
            111824,
            37109
        ],
        [
            -9532,
            -7483,
            -9532,
            -7054,
            -5581,
            -7054
        ],
        [
            187,
            299,
            75,
            187,
            299,
            75
        ],
        [
            269,
            538,
            95,
            269,
            538,
            95
        ],
        [
            133,
            191,
            56,
            133,
            191,
            56
        ],
        [
            24000,
            19176,
            4824,
            24000,
            19176,
            4824
        ],
        [
            1.330928,
            1.330928,
            2.264956,
            1.330928,
            1.330928,
            2.264956
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332230,
            -134707,
            -131103,
            313685,
            -135186,
            -137622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752741600000,
    "first_datapoint_time": 1752811500000,
    "last_datapoint_time": 1760241300000,
    "evaluation_time": 1760241392171,
    "expiration_time": 1766721300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 234,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 3
        }
    }
}

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)