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Trade: FIL/USDT/60/KCL/MIDPOINT/1084

Strategy
FIL/USDT/60/KCL/MIDPOINT/1084
Pair
FIL_USDT
Interval
1h
Score
357389
Daily Profit
0.165970
Profit Factor
1.503757
Profitability
53.608247
Streak
25.975601
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 20:24
Expiration Time
2025-12-23 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 172886.3285 145149.9763 27736.3521 18582.2992 -27560.016 46142.3152
Total P&L (%) 172.8863 145.15 27.7364 18.5823 -27.56 46.1423
Avg Daily Profit (%) 0.166 0.1393 0.0266 0.0164 -0.0309 0.0364
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106357 -95993 -20075 -354174 -320684 -52891
Profit Factor 1.5038 1.5297 1.401 1.023 0.9588 1.3283
Total Trades 97 48 49 97 48 49
Winning Trades 52 21 31 52 21 31
Losing Trades 45 27 18 45 27 18
Profitability (%) 53.6082 43.75 63.2653 53.6082 43.75 63.2653
Ratio Avg Win / Avg Loss 1.3013 1.9667 0.8135 0.8852 1.2328 0.7712
Largest Winning Trade 137954 137954 14280 157915 157915 28310
Largest Losing Trade -46421 -46421 -11389 -174153 -174153 -31059
Avg Bars in Trades 241 469 17 241 469 17
Avg Bars in Winners 155 362 16 155 362 16
Avg Bars in Losers 340 553 19 340 553 19
Bars Traded 23422 22556 866 23422 22556 866
Profit Streak 25.9756 0 26.0173 25.9756 0 26.0173
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357389 -6757 -158945 -374501 -581453 -144683
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670029200000,
    "first_datapoint_time": 1670835600000,
    "last_datapoint_time": 1760029200000,
    "evaluation_time": 1760030691895,
    "expiration_time": 1766509200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 225,
            "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": [
        [
            172886.3284650972,
            145149.9763293405,
            27736.3521357566,
            18582.2992152764,
            -27560.0159760392,
            46142.3151913158
        ],
        [
            172.886328,
            145.149976,
            27.736352,
            18.582299,
            -27.560016,
            46.142315
        ],
        [
            0.16597,
            0.139344,
            0.026627,
            0.016363,
            -0.030947,
            0.03643
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106357,
            -95993,
            -20075,
            -354174,
            -320684,
            -52891
        ],
        [
            1.503757,
            1.529688,
            1.40102,
            1.022952,
            0.958808,
            1.328262
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            52,
            21,
            31,
            52,
            21,
            31
        ],
        [
            45,
            27,
            18,
            45,
            27,
            18
        ],
        [
            53.608247,
            43.75,
            63.265306,
            53.608247,
            43.75,
            63.265306
        ],
        [
            1.301328,
            1.966741,
            0.813495,
            0.885247,
            1.232753,
            0.771249
        ],
        [
            137954,
            137954,
            14280,
            157915,
            157915,
            28310
        ],
        [
            -46421,
            -46421,
            -11389,
            -174153,
            -174153,
            -31059
        ],
        [
            241,
            469,
            17,
            241,
            469,
            17
        ],
        [
            155,
            362,
            16,
            155,
            362,
            16
        ],
        [
            340,
            553,
            19,
            340,
            553,
            19
        ],
        [
            23422,
            22556,
            866,
            23422,
            22556,
            866
        ],
        [
            25.975601,
            0,
            26.017267,
            25.975601,
            0,
            26.017267
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357389,
            -6757,
            -158945,
            -374501,
            -581453,
            -144683
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670029200000,
    "first_datapoint_time": 1670835600000,
    "last_datapoint_time": 1760029200000,
    "evaluation_time": 1760030691895,
    "expiration_time": 1766509200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 225,
            "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)