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Trade: THETA/USDT/120/KCB/KCL/5689

Strategy
THETA/USDT/120/KCB/KCL/5689
Pair
THETA_USDT
Interval
2h
Score
516952
Daily Profit
0.278513
Profit Factor
1.987277
Profitability
51.282051
Streak
205.788215
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-04 09:55
Expiration Time
2025-12-18 07:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -7850282.793 67207.6802 -7917490.4732 145969720.8616 32733971.3216 113235749.5399
Total P&L (%) -7850.2828 67.2077 -7917.4905 145969.7209 32733.9713 113235.7495
Avg Daily Profit (%) -3.7683 0.0323 -3.8005 0.3504 0.2785 0.3382
Buy And Hold Return (%) 607.8228 607.8228 607.8228 607.8228 607.8228 607.8228
Max Trade Drawdown -8009913 -21582 -221404 -84859688 -12679629 -84859688
Profit Factor 0.0698 1.8475 0.0529 1.7295 1.9873 1.6783
Total Trades 77 39 38 77 39 38
Winning Trades 58 27 31 36 20 16
Losing Trades 19 12 7 41 19 22
Profitability (%) 75.3247 69.2308 81.5789 46.7532 51.2821 42.1053
Ratio Avg Win / Avg Loss 0.0229 0.8211 0.012 1.9697 1.8879 2.3076
Largest Winning Trade 37538 20421 37538 99863774 9045242 99863774
Largest Losing Trade -8009913 -22566 -8009913 -84859688 -8029124 -84859688
Avg Bars in Trades 315 25 613 315 25 613
Avg Bars in Winners 191 16 343 281 27 599
Avg Bars in Losers 696 47 1807 345 24 623
Bars Traded 24307 1008 23299 24307 1008 23299
Profit Streak 8.6215 205.7882 8.6215 8.6215 205.7882 8.6215
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -621942 -310639 -576052 -33386 516952 360406
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1580443200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759560901787,
    "expiration_time": 1766037340800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 14,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 132,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -7850282.79298704,
            67207.6802479924,
            -7917490.473235033,
            145969720.86157897,
            32733971.321631342,
            113235749.53994761
        ],
        [
            -7850.282793,
            67.20768,
            -7917.490473,
            145969.720862,
            32733.971322,
            113235.74954
        ],
        [
            -3.768286,
            0.032261,
            -3.800547,
            0.350387,
            0.278513,
            0.338165
        ],
        [
            607.822809,
            607.822809,
            607.822809,
            607.822809,
            607.822809,
            607.822809
        ],
        [
            -8009913,
            -21582,
            -221404,
            -84859688,
            -12679629,
            -84859688
        ],
        [
            0.069803,
            1.847469,
            0.05294,
            1.729488,
            1.987277,
            1.67829
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            58,
            27,
            31,
            36,
            20,
            16
        ],
        [
            19,
            12,
            7,
            41,
            19,
            22
        ],
        [
            75.324675,
            69.230769,
            81.578947,
            46.753247,
            51.282051,
            42.105263
        ],
        [
            0.022866,
            0.821097,
            0.011954,
            1.969695,
            1.887913,
            2.307649
        ],
        [
            37538,
            20421,
            37538,
            99863774,
            9045242,
            99863774
        ],
        [
            -8009913,
            -22566,
            -8009913,
            -84859688,
            -8029124,
            -84859688
        ],
        [
            315,
            25,
            613,
            315,
            25,
            613
        ],
        [
            191,
            16,
            343,
            281,
            27,
            599
        ],
        [
            696,
            47,
            1807,
            345,
            24,
            623
        ],
        [
            24307,
            1008,
            23299,
            24307,
            1008,
            23299
        ],
        [
            8.621548,
            205.788215,
            8.621548,
            8.621548,
            205.788215,
            8.621548
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -621942,
            -310639,
            -576052,
            -33386,
            516952,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1580443200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759560901787,
    "expiration_time": 1766037340800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 14,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 132,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)