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Trade: ONE/USDT/360/KCL/SSF/9234

Strategy
ONE/USDT/360/KCL/SSF/9234
Pair
ONE_USDT
Interval
6h
Score
330544
Daily Profit
0.535306
Profit Factor
2.995629
Profitability
30.612245
Streak
0.000000
Best Strategy
Training Data Length
2317.500000
Evaluation Time
2025-10-04 11:11
Expiration Time
2025-12-12 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1178323.441 1240571.0651 -62247.6241 -72915.8159 7315.9877 -80231.8036
Total P&L (%) 1178.3234 1240.5711 -62.2476 -72.9158 7.316 -80.2318
Avg Daily Profit (%) 0.5084 0.5353 -0.0269 -0.0563 0.003 -0.0699
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -236190 -185796 -110132 -354756 -295012 -122549
Profit Factor 2.3234 2.9956 0.7684 0.9078 1.0132 0.6609
Total Trades 99 49 50 99 49 50
Winning Trades 33 15 18 33 15 18
Losing Trades 66 34 32 66 34 32
Profitability (%) 33.3333 30.6122 36 33.3333 30.6122 36
Ratio Avg Win / Avg Loss 4.6468 6.7901 1.366 1.8155 2.2966 1.175
Largest Winning Trade 1203031 1203031 63363 238853 238853 55595
Largest Losing Trade -63231 -63231 -24382 -103818 -103818 -36650
Avg Bars in Trades 91 157 28 91 157 28
Avg Bars in Winners 147 296 23 147 296 23
Avg Bars in Losers 64 95 30 64 95 30
Bars Traded 9105 7695 1409 9105 7695 1409
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 319699 330544 -764333 -584218 -566848 -764333
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9270,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561010400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565495604,
    "expiration_time": 1765564560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 49,
            "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": [
        [
            1178323.4409718504,
            1240571.0650654708,
            -62247.6240936206,
            -72915.8158529057,
            7315.9877022549,
            -80231.8035551607
        ],
        [
            1178.323441,
            1240.571065,
            -62.247624,
            -72.915816,
            7.315988,
            -80.231804
        ],
        [
            0.508446,
            0.535306,
            -0.02686,
            -0.056347,
            0.003047,
            -0.069926
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -236190,
            -185796,
            -110132,
            -354756,
            -295012,
            -122549
        ],
        [
            2.32339,
            2.995629,
            0.768371,
            0.90775,
            1.013211,
            0.660944
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            66,
            34,
            32,
            66,
            34,
            32
        ],
        [
            33.333333,
            30.612245,
            36,
            33.333333,
            30.612245,
            36
        ],
        [
            4.64678,
            6.790092,
            1.365993,
            1.8155,
            2.296612,
            1.175011
        ],
        [
            1203031,
            1203031,
            63363,
            238853,
            238853,
            55595
        ],
        [
            -63231,
            -63231,
            -24382,
            -103818,
            -103818,
            -36650
        ],
        [
            91,
            157,
            28,
            91,
            157,
            28
        ],
        [
            147,
            296,
            23,
            147,
            296,
            23
        ],
        [
            64,
            95,
            30,
            64,
            95,
            30
        ],
        [
            9105,
            7695,
            1409,
            9105,
            7695,
            1409
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319699,
            330544,
            -764333,
            -584218,
            -566848,
            -764333
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9270,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561010400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565495604,
    "expiration_time": 1765564560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 49,
            "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)