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Trade: ONE/USDT/480/KCL/MIDPRICE/8700

Strategy
ONE/USDT/480/KCL/MIDPRICE/8700
Pair
ONE_USDT
Interval
8h
Score
551685
Daily Profit
0.527941
Profit Factor
4.060645
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
2310.670000
Evaluation Time
2025-09-27 15:17
Expiration Time
2025-12-05 17:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1225349.7298 1219897.4727 5452.257 139824.1545 292107.3782 -152283.2236
Total P&L (%) 1225.3497 1219.8975 5.4523 139.8242 292.1074 -152.2832
Avg Daily Profit (%) 0.5303 0.5279 0.0024 0.0379 0.0592 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175707 -175340 -94177 -508979 -418554 -276002
Profit Factor 2.9407 4.0606 1.0234 1.1241 1.4445 0.6757
Total Trades 75 37 38 75 37 38
Winning Trades 37 16 21 37 16 21
Losing Trades 38 21 17 38 21 17
Profitability (%) 49.3333 43.2432 55.2632 49.3333 43.2432 55.2632
Ratio Avg Win / Avg Loss 3.0202 5.3296 0.8285 1.1545 1.8959 0.547
Largest Winning Trade 1086385 1086385 29571 506976 506976 44428
Largest Losing Trade -60285 -60285 -36206 -200454 -191435 -200454
Avg Bars in Trades 85 150 21 85 150 21
Avg Bars in Winners 110 224 24 110 224 24
Avg Bars in Losers 60 93 18 60 93 18
Bars Traded 6393 5559 834 6393 5559 834
Profit Streak 61.8458 0 139.8458 61.8458 0 139.8458
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44500 551685 -549547 -287324 -114484 -578453
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6932,
    "evaluation_days": 2310.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564070400000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758975476197,
    "expiration_time": 1764949248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 165,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 153,
            "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": [
        [
            1225349.7297614599,
            1219897.4727329288,
            5452.2570285312,
            139824.1545214319,
            292107.378163434,
            -152283.2236420019
        ],
        [
            1225.34973,
            1219.897473,
            5.452257,
            139.824155,
            292.107378,
            -152.283224
        ],
        [
            0.530301,
            0.527941,
            0.00236,
            0.037864,
            0.05915,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175707,
            -175340,
            -94177,
            -508979,
            -418554,
            -276002
        ],
        [
            2.940697,
            4.060645,
            1.023418,
            1.124092,
            1.444465,
            0.675693
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            49.333333,
            43.243243,
            55.263158,
            49.333333,
            43.243243,
            55.263158
        ],
        [
            3.020176,
            5.329596,
            0.828481,
            1.154473,
            1.89586,
            0.546989
        ],
        [
            1086385,
            1086385,
            29571,
            506976,
            506976,
            44428
        ],
        [
            -60285,
            -60285,
            -36206,
            -200454,
            -191435,
            -200454
        ],
        [
            85,
            150,
            21,
            85,
            150,
            21
        ],
        [
            110,
            224,
            24,
            110,
            224,
            24
        ],
        [
            60,
            93,
            18,
            60,
            93,
            18
        ],
        [
            6393,
            5559,
            834,
            6393,
            5559,
            834
        ],
        [
            61.845789,
            0,
            139.845789,
            61.845789,
            0,
            139.845789
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44500,
            551685,
            -549547,
            -287324,
            -114484,
            -578453
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6932,
    "evaluation_days": 2310.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564070400000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758975476197,
    "expiration_time": 1764949248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 165,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 153,
            "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)