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Trade: AR/USDT/720/KCL/MIDPOINT/9563

Strategy
AR/USDT/720/KCL/MIDPOINT/9563
Pair
AR_USDT
Interval
12h
Score
450296
Daily Profit
0.224359
Profit Factor
2.167125
Profitability
50.000000
Streak
68.811722
Best Strategy
Training Data Length
1599.000000
Evaluation Time
2025-09-29 10:28
Expiration Time
2025-11-16 01:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 435872.1937 358750.0928 77122.1009 117695.5943 -361419.8083 479115.4026
Total P&L (%) 435.8722 358.7501 77.1221 117.6956 -361.4198 479.1154
Avg Daily Profit (%) 0.2726 0.2244 0.0482 0.0487 0 0.1099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169640 -144386 -67188 -599520 -777504 -146924
Profit Factor 1.8961 2.1671 1.4308 1.0646 0.7557 2.402
Total Trades 73 36 37 73 36 37
Winning Trades 40 18 22 40 18 22
Losing Trades 33 18 15 33 18 15
Profitability (%) 54.7945 50 59.4595 54.7945 50 59.4595
Ratio Avg Win / Avg Loss 1.5643 2.1671 0.9756 0.8783 0.7557 1.6377
Largest Winning Trade 269834 269834 30039 194428 194428 106562
Largest Losing Trade -63912 -63912 -40548 -407020 -407020 -52991
Avg Bars in Trades 39 72 8 39 72 8
Avg Bars in Winners 23 38 11 23 38 11
Avg Bars in Losers 59 105 3 59 105 3
Bars Traded 2891 2596 296 2891 2596 296
Profit Streak 68.8117 68.8117 70.8117 68.8117 68.8117 70.8117
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62157 450296 -126804 -353030 -580221 -39219
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3198,
    "evaluation_days": 1599,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624708800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759130932815,
    "expiration_time": 1763248608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 14,
            "offset": 166,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 87,
            "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": [
        [
            435872.1937246923,
            358750.092788892,
            77122.1009358001,
            117695.5943272279,
            -361419.8082770515,
            479115.4026042795
        ],
        [
            435.872194,
            358.750093,
            77.122101,
            117.695594,
            -361.419808,
            479.115403
        ],
        [
            0.27259,
            0.224359,
            0.048231,
            0.048663,
            0,
            0.1099
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169640,
            -144386,
            -67188,
            -599520,
            -777504,
            -146924
        ],
        [
            1.896147,
            2.167125,
            1.430837,
            1.064622,
            0.755724,
            2.401991
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            54.794521,
            50,
            59.459459,
            54.794521,
            50,
            59.459459
        ],
        [
            1.564321,
            2.167125,
            0.975571,
            0.878313,
            0.755724,
            1.637721
        ],
        [
            269834,
            269834,
            30039,
            194428,
            194428,
            106562
        ],
        [
            -63912,
            -63912,
            -40548,
            -407020,
            -407020,
            -52991
        ],
        [
            39,
            72,
            8,
            39,
            72,
            8
        ],
        [
            23,
            38,
            11,
            23,
            38,
            11
        ],
        [
            59,
            105,
            3,
            59,
            105,
            3
        ],
        [
            2891,
            2596,
            296,
            2891,
            2596,
            296
        ],
        [
            68.811722,
            68.811722,
            70.811722,
            68.811722,
            68.811722,
            70.811722
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62157,
            450296,
            -126804,
            -353030,
            -580221,
            -39219
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3198,
    "evaluation_days": 1599,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624708800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759130932815,
    "expiration_time": 1763248608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 14,
            "offset": 166,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 87,
            "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)