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Trade: DOT/USDT/120/KCL/SSF/6317

Strategy
DOT/USDT/120/KCL/SSF/6317
Pair
DOT_USDT
Interval
2h
Score
350876
Daily Profit
0.223148
Profit Factor
1.644003
Profitability
46.226415
Streak
0.000000
Best Strategy
Training Data Length
1862.250000
Evaluation Time
2025-09-26 07:58
Expiration Time
2025-11-30 16:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 415556.9429 426630.017 -11073.0741 -24005.3075 -49652.5586 25647.251
Total P&L (%) 415.5569 426.63 -11.0731 -24.0053 -49.6526 25.6473
Avg Daily Profit (%) 0.2231 0.2291 -0.0059 -0.0147 -0.0368 0.0123
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153214 -142494 -64508 -1161745 -1171618 -217190
Profit Factor 1.644 1.9544 0.9441 0.9903 0.9732 1.0403
Total Trades 106 53 53 106 53 53
Winning Trades 49 21 28 49 21 28
Losing Trades 57 32 25 57 32 25
Profitability (%) 46.2264 39.6226 52.8302 46.2264 39.6226 52.8302
Ratio Avg Win / Avg Loss 1.9124 2.9781 0.843 1.152 1.4829 0.9288
Largest Winning Trade 433726 433726 28657 1000943 1000943 157024
Largest Losing Trade -41720 -41720 -36637 -335819 -335819 -144429
Avg Bars in Trades 203 316 91 203 316 91
Avg Bars in Winners 226 429 74 226 429 74
Avg Bars in Losers 184 242 109 184 242 109
Bars Traded 21613 16784 4829 21613 16784 4829
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350876 -172509 -760466 -580296 -763202 -537505

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22347,
    "evaluation_days": 1862.25,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758862736189,
    "expiration_time": 1764514742400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 230,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 221,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            415556.9428536027,
            426630.0169809655,
            -11073.0741273632,
            -24005.3075417659,
            -49652.5585826488,
            25647.2510408827
        ],
        [
            415.556943,
            426.630017,
            -11.073074,
            -24.005308,
            -49.652559,
            25.647251
        ],
        [
            0.223148,
            0.229094,
            -0.005946,
            -0.01474,
            -0.036842,
            0.012261
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153214,
            -142494,
            -64508,
            -1161745,
            -1171618,
            -217190
        ],
        [
            1.644003,
            1.954397,
            0.944148,
            0.990343,
            0.973151,
            1.040303
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            46.226415,
            39.622642,
            52.830189,
            46.226415,
            39.622642,
            52.830189
        ],
        [
            1.912412,
            2.978128,
            0.842989,
            1.152031,
            1.482896,
            0.928842
        ],
        [
            433726,
            433726,
            28657,
            1000943,
            1000943,
            157024
        ],
        [
            -41720,
            -41720,
            -36637,
            -335819,
            -335819,
            -144429
        ],
        [
            203,
            316,
            91,
            203,
            316,
            91
        ],
        [
            226,
            429,
            74,
            226,
            429,
            74
        ],
        [
            184,
            242,
            109,
            184,
            242,
            109
        ],
        [
            21613,
            16784,
            4829,
            21613,
            16784,
            4829
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350876,
            -172509,
            -760466,
            -580296,
            -763202,
            -537505
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22347,
    "evaluation_days": 1862.25,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758862736189,
    "expiration_time": 1764514742400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 230,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 221,
            "offset": 0,
            "poles": 3
        }
    }
}

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)