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Trade: THETA/USDT/240/KCL/DCM/9846

Strategy
THETA/USDT/240/KCL/DCM/9846
Pair
THETA_USDT
Interval
4h
Score
708561
Daily Profit
5.773104
Profit Factor
15.512541
Profitability
37.121212
Streak
4.095490
Best Strategy
Training Data Length
2358.830000
Evaluation Time
2025-09-26 09:17
Expiration Time
2025-12-04 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 13617770.1412 13754391.917 -136621.7758 -60627.3565 715752.5123 -776379.8688
Total P&L (%) 13617.7701 13754.3919 -136.6218 -60.6274 715.7525 -776.3799
Avg Daily Profit (%) 5.7731 5.831 -0.0579 -0.0395 0.089 0
Buy And Hold Return (%) 738.0571 738.0571 738.0571 738.0571 738.0571 738.0571
Max Trade Drawdown -326033 -253374 -142593 -2780071 -1979048 -823160
Profit Factor 15.5125 25.0125 0.6263 0.9834 1.3013 0.3892
Total Trades 132 66 66 132 66 66
Winning Trades 49 19 30 49 19 30
Losing Trades 83 47 36 83 47 36
Profitability (%) 37.1212 28.7879 45.4545 37.1212 28.7879 45.4545
Ratio Avg Win / Avg Loss 26.2763 61.8731 0.7515 1.6657 3.2189 0.4671
Largest Winning Trade 14012180 14012180 34090 2724818 2724818 92941
Largest Losing Trade -44626 -42695 -44626 -807378 -807378 -344951
Avg Bars in Trades 105 150 60 105 150 60
Avg Bars in Winners 134 229 74 134 229 74
Avg Bars in Losers 88 118 48 88 118 48
Bars Traded 13929 9933 3996 13929 9933 3996
Profit Streak 4.0955 0 77.4288 4.0955 0 77.4288
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 708561 -113106 -706445 -582789 -375847 -706445

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14153,
    "evaluation_days": 2358.83,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557619200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758867450376,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 106,
            "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": [
        [
            13617770.141210834,
            13754391.917011244,
            -136621.7758004146,
            -60627.3564584702,
            715752.5123015632,
            -776379.8687600333
        ],
        [
            13617.770141,
            13754.391917,
            -136.621776,
            -60.627356,
            715.752512,
            -776.379869
        ],
        [
            5.773104,
            5.831023,
            -0.057919,
            -0.039508,
            0.089022,
            0
        ],
        [
            738.05713,
            738.05713,
            738.05713,
            738.05713,
            738.05713,
            738.05713
        ],
        [
            -326033,
            -253374,
            -142593,
            -2780071,
            -1979048,
            -823160
        ],
        [
            15.512541,
            25.012512,
            0.626251,
            0.983377,
            1.301251,
            0.389248
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            49,
            19,
            30,
            49,
            19,
            30
        ],
        [
            83,
            47,
            36,
            83,
            47,
            36
        ],
        [
            37.121212,
            28.787879,
            45.454545,
            37.121212,
            28.787879,
            45.454545
        ],
        [
            26.276345,
            61.873056,
            0.751501,
            1.66572,
            3.218883,
            0.467097
        ],
        [
            14012180,
            14012180,
            34090,
            2724818,
            2724818,
            92941
        ],
        [
            -44626,
            -42695,
            -44626,
            -807378,
            -807378,
            -344951
        ],
        [
            105,
            150,
            60,
            105,
            150,
            60
        ],
        [
            134,
            229,
            74,
            134,
            229,
            74
        ],
        [
            88,
            118,
            48,
            88,
            118,
            48
        ],
        [
            13929,
            9933,
            3996,
            13929,
            9933,
            3996
        ],
        [
            4.09549,
            0,
            77.428824,
            4.09549,
            0,
            77.428824
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            708561,
            -113106,
            -706445,
            -582789,
            -375847,
            -706445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14153,
    "evaluation_days": 2358.83,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557619200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758867450376,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 106,
            "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)