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Trade: ONE/USDT/360/KCL/MIDPRICE/7446

Strategy
ONE/USDT/360/KCL/MIDPRICE/7446
Pair
ONE_USDT
Interval
6h
Score
484118
Daily Profit
0.504831
Profit Factor
3.696622
Profitability
38.235294
Streak
76.587559
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-25 23:06
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1125509.3456 1165024.2781 -39514.9326 -42815.2178 42050.0316 -84865.2494
Total P&L (%) 1125.5093 1165.0243 -39.5149 -42.8152 42.05 -84.8652
Avg Daily Profit (%) 0.4877 0.5048 -0.0171 -0.0242 0.0152 -0.0818
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172455 -203051 -85961 -998581 -936523 -153382
Profit Factor 2.8022 3.6966 0.7947 0.9711 1.0356 0.7172
Total Trades 69 34 35 69 34 35
Winning Trades 28 13 15 28 13 15
Losing Trades 41 21 20 41 21 20
Profitability (%) 40.5797 38.2353 42.8571 40.5797 38.2353 42.8571
Ratio Avg Win / Avg Loss 4.1032 5.9715 1.0596 1.422 1.6728 0.9562
Largest Winning Trade 1055854 1055854 58301 789948 789948 117090
Largest Losing Trade -63462 -63462 -32153 -446654 -446654 -93875
Avg Bars in Trades 126 177 76 126 177 76
Avg Bars in Winners 202 293 123 202 293 123
Avg Bars in Losers 74 104 42 74 104 42
Bars Traded 8717 6024 2692 8717 6024 2692
Profit Streak 0 76.5876 0 0 76.5876 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94095 484118 -581898 -689052 -358893 -583565

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564142400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758830765086,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "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": [
        [
            1125509.3455893982,
            1165024.2781404066,
            -39514.9325510077,
            -42815.2178056109,
            42050.0316335425,
            -84865.2494391532
        ],
        [
            1125.509346,
            1165.024278,
            -39.514933,
            -42.815218,
            42.050032,
            -84.865249
        ],
        [
            0.487709,
            0.504831,
            -0.017123,
            -0.024215,
            0.015211,
            -0.081785
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172455,
            -203051,
            -85961,
            -998581,
            -936523,
            -153382
        ],
        [
            2.802199,
            3.696622,
            0.794716,
            0.971117,
            1.035566,
            0.717168
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            40.57971,
            38.235294,
            42.857143,
            40.57971,
            38.235294,
            42.857143
        ],
        [
            4.10322,
            5.971466,
            1.059621,
            1.421992,
            1.672838,
            0.956224
        ],
        [
            1055854,
            1055854,
            58301,
            789948,
            789948,
            117090
        ],
        [
            -63462,
            -63462,
            -32153,
            -446654,
            -446654,
            -93875
        ],
        [
            126,
            177,
            76,
            126,
            177,
            76
        ],
        [
            202,
            293,
            123,
            202,
            293,
            123
        ],
        [
            74,
            104,
            42,
            74,
            104,
            42
        ],
        [
            8717,
            6024,
            2692,
            8717,
            6024,
            2692
        ],
        [
            0,
            76.587559,
            0,
            0,
            76.587559,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94095,
            484118,
            -581898,
            -689052,
            -358893,
            -583565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564142400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758830765086,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "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)