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Trade: ONE/USDT/240/MIDPRICE/KCL/4531

Strategy
ONE/USDT/240/MIDPRICE/KCL/4531
Pair
ONE_USDT
Interval
4h
Score
333954
Daily Profit
0.196462
Profit Factor
1.715623
Profitability
44.666667
Streak
0.000000
Best Strategy
Training Data Length
2316.830000
Evaluation Time
2025-10-04 08:46
Expiration Time
2025-12-12 18:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367461.8412 455168.9266 -87707.0854 -62480.5429 65786.7331 -128267.276
Total P&L (%) 367.4618 455.1689 -87.7071 -62.4805 65.7867 -128.2673
Avg Daily Profit (%) 0.1586 0.1965 -0.0379 -0.0423 0.0218 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200050 -66265 -368524 -302818 -157538 -213817
Profit Factor 1.2334 1.7156 0.9065 0.9424 1.1498 0.8011
Total Trades 299 150 149 299 150 149
Winning Trades 125 67 58 125 67 58
Losing Trades 174 83 91 174 83 91
Profitability (%) 41.806 44.6667 38.9262 41.806 44.6667 38.9262
Ratio Avg Win / Avg Loss 1.7169 2.1253 1.4223 1.3118 1.4243 1.2569
Largest Winning Trade 108401 108401 71784 92368 92368 77733
Largest Losing Trade -69931 -37363 -69931 -89291 -35809 -89291
Avg Bars in Trades 43 24 62 43 24 62
Avg Bars in Winners 61 26 101 61 26 101
Avg Bars in Losers 30 23 36 30 23 36
Bars Traded 12986 3731 9256 12986 3731 9256
Profit Streak 0 0 52.074 0 0 52.074
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 231567 333954 -583013 -580734 -221331 -583013
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13901,
    "evaluation_days": 2316.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560672000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759556793685,
    "expiration_time": 1765555632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 21,
            "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": [
        [
            367461.8411640482,
            455168.9265734049,
            -87707.0854093566,
            -62480.5428772404,
            65786.7330852914,
            -128267.2759625318
        ],
        [
            367.461841,
            455.168927,
            -87.707085,
            -62.480543,
            65.786733,
            -128.267276
        ],
        [
            0.158605,
            0.196462,
            -0.037857,
            -0.042304,
            0.021822,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200050,
            -66265,
            -368524,
            -302818,
            -157538,
            -213817
        ],
        [
            1.233396,
            1.715623,
            0.906533,
            0.94237,
            1.149775,
            0.801112
        ],
        [
            299,
            150,
            149,
            299,
            150,
            149
        ],
        [
            125,
            67,
            58,
            125,
            67,
            58
        ],
        [
            174,
            83,
            91,
            174,
            83,
            91
        ],
        [
            41.80602,
            44.666667,
            38.926174,
            41.80602,
            44.666667,
            38.926174
        ],
        [
            1.716887,
            2.125324,
            1.422318,
            1.311778,
            1.424348,
            1.256917
        ],
        [
            108401,
            108401,
            71784,
            92368,
            92368,
            77733
        ],
        [
            -69931,
            -37363,
            -69931,
            -89291,
            -35809,
            -89291
        ],
        [
            43,
            24,
            62,
            43,
            24,
            62
        ],
        [
            61,
            26,
            101,
            61,
            26,
            101
        ],
        [
            30,
            23,
            36,
            30,
            23,
            36
        ],
        [
            12986,
            3731,
            9256,
            12986,
            3731,
            9256
        ],
        [
            0,
            0,
            52.074001,
            0,
            0,
            52.074001
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            231567,
            333954,
            -583013,
            -580734,
            -221331,
            -583013
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13901,
    "evaluation_days": 2316.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560672000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759556793685,
    "expiration_time": 1765555632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 21,
            "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)