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Trade: DOT/USDT/120/KCL/BBM/5049

Strategy
DOT/USDT/120/KCL/BBM/5049
Pair
DOT_USDT
Interval
2h
Score
502946
Daily Profit
0.375395
Profit Factor
2.261548
Profitability
48.148148
Streak
48.525976
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-29 17:37
Expiration Time
2025-12-05 21:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 700956.8268 596107.9877 104848.8391 682462.6702 369089.8121 313372.8581
Total P&L (%) 700.9568 596.108 104.8488 682.4627 369.0898 313.3729
Avg Daily Profit (%) 0.3754 0.3192 0.0562 0.1102 0.0828 0.076
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131387 -99211 -66110 -499488 -395948 -264588
Profit Factor 2.2615 2.8198 1.4597 1.328 1.3049 1.3603
Total Trades 108 54 54 108 54 54
Winning Trades 52 21 31 52 21 31
Losing Trades 56 33 23 56 33 23
Profitability (%) 48.1481 38.8889 57.4074 48.1481 38.8889 57.4074
Ratio Avg Win / Avg Loss 2.4355 4.4311 1.083 1.4302 2.0505 1.0093
Largest Winning Trade 493054 493054 42515 520891 520891 117561
Largest Losing Trade -36711 -36711 -29866 -187124 -168256 -187124
Avg Bars in Trades 203 248 157 203 248 157
Avg Bars in Winners 274 400 189 274 400 189
Avg Bars in Losers 136 152 114 136 152 114
Bars Traded 21933 13436 8497 21933 13436 8497
Profit Streak 48.526 178.026 0 48.526 178.026 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 502946 -168581 -295973 -45021 -264188 -270071
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22407,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599235200000,
    "last_datapoint_time": 1759154400000,
    "evaluation_time": 1759156644362,
    "expiration_time": 1764962294400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 202,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 203,
            "offset": 244,
            "std": 3.19242
        }
    }
}
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": [
        [
            700956.8267892207,
            596107.9877060385,
            104848.839083182,
            682462.6701780336,
            369089.8120771738,
            313372.8581008595
        ],
        [
            700.956827,
            596.107988,
            104.848839,
            682.46267,
            369.089812,
            313.372858
        ],
        [
            0.375395,
            0.319244,
            0.056151,
            0.110238,
            0.08281,
            0.076033
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131387,
            -99211,
            -66110,
            -499488,
            -395948,
            -264588
        ],
        [
            2.261548,
            2.819798,
            1.459734,
            1.328045,
            1.304864,
            1.360313
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            52,
            21,
            31,
            52,
            21,
            31
        ],
        [
            56,
            33,
            23,
            56,
            33,
            23
        ],
        [
            48.148148,
            38.888889,
            57.407407,
            48.148148,
            38.888889,
            57.407407
        ],
        [
            2.435513,
            4.43111,
            1.083029,
            1.430202,
            2.050501,
            1.009264
        ],
        [
            493054,
            493054,
            42515,
            520891,
            520891,
            117561
        ],
        [
            -36711,
            -36711,
            -29866,
            -187124,
            -168256,
            -187124
        ],
        [
            203,
            248,
            157,
            203,
            248,
            157
        ],
        [
            274,
            400,
            189,
            274,
            400,
            189
        ],
        [
            136,
            152,
            114,
            136,
            152,
            114
        ],
        [
            21933,
            13436,
            8497,
            21933,
            13436,
            8497
        ],
        [
            48.525976,
            178.025976,
            0,
            48.525976,
            178.025976,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            502946,
            -168581,
            -295973,
            -45021,
            -264188,
            -270071
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22407,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599235200000,
    "last_datapoint_time": 1759154400000,
    "evaluation_time": 1759156644362,
    "expiration_time": 1764962294400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 202,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 203,
            "offset": 244,
            "std": 3.19242
        }
    }
}

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)