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Trade: ONE/USDT/360/KCL/HILO/5271

Strategy
ONE/USDT/360/KCL/HILO/5271
Pair
ONE_USDT
Interval
6h
Score
572616
Daily Profit
0.832045
Profit Factor
3.348476
Profitability
39.805825
Streak
0.000000
Best Strategy
Training Data Length
2314.250000
Evaluation Time
2025-10-01 09:22
Expiration Time
2025-12-09 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1925560.9788 1962248.8702 -36687.8915 28267.8956 465817.1011 -437549.2055
Total P&L (%) 1925.561 1962.2489 -36.6879 28.2679 465.8171 -437.5492
Avg Daily Profit (%) 0.832 0.8479 -0.0159 0.0108 0.0749 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153179 -116168 -180553 -1006492 -615800 -615610
Profit Factor 3.3485 5.7925 0.9106 1.0131 1.3977 0.5559
Total Trades 103 52 51 103 52 51
Winning Trades 41 18 23 41 18 23
Losing Trades 62 34 28 62 34 28
Profitability (%) 39.8058 34.6154 45.098 39.8058 34.6154 45.098
Ratio Avg Win / Avg Loss 5.0635 10.9414 1.1086 1.532 2.6401 0.6768
Largest Winning Trade 1916823 1916823 77129 1069288 1069288 126090
Largest Losing Trade -52178 -52178 -40054 -498441 -498441 -169805
Avg Bars in Trades 82 73 91 82 73 91
Avg Bars in Winners 142 142 142 142 142 142
Avg Bars in Losers 42 37 49 42 37 49
Bars Traded 8491 3825 4666 8491 3825 4666
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 572616 -164454 -761072 -390415 -277164 -762739
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9257,
    "evaluation_days": 2314.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564293600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759299765910,
    "expiration_time": 1765275336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 230,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1925560.978785874,
            1962248.8702451286,
            -36687.8914592559,
            28267.8956055426,
            465817.1010870078,
            -437549.2054814646
        ],
        [
            1925.560979,
            1962.24887,
            -36.687891,
            28.267896,
            465.817101,
            -437.549205
        ],
        [
            0.832045,
            0.847898,
            -0.015853,
            0.010758,
            0.074916,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153179,
            -116168,
            -180553,
            -1006492,
            -615800,
            -615610
        ],
        [
            3.348476,
            5.792514,
            0.910622,
            1.013108,
            1.397711,
            0.555913
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            39.805825,
            34.615385,
            45.098039,
            39.805825,
            34.615385,
            45.098039
        ],
        [
            5.063549,
            10.941415,
            1.108583,
            1.532017,
            2.640121,
            0.676764
        ],
        [
            1916823,
            1916823,
            77129,
            1069288,
            1069288,
            126090
        ],
        [
            -52178,
            -52178,
            -40054,
            -498441,
            -498441,
            -169805
        ],
        [
            82,
            73,
            91,
            82,
            73,
            91
        ],
        [
            142,
            142,
            142,
            142,
            142,
            142
        ],
        [
            42,
            37,
            49,
            42,
            37,
            49
        ],
        [
            8491,
            3825,
            4666,
            8491,
            3825,
            4666
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            572616,
            -164454,
            -761072,
            -390415,
            -277164,
            -762739
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9257,
    "evaluation_days": 2314.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564293600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759299765910,
    "expiration_time": 1765275336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 230,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)