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Trade: EGLD/USDT/720/KCL/HILO/1825

Strategy
EGLD/USDT/720/KCL/HILO/1825
Pair
EGLD_USDT
Interval
12h
Score
763763
Daily Profit
1.057020
Profit Factor
4.446947
Profitability
51.127820
Streak
3.377213
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-02 00:03
Expiration Time
2025-11-26 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1960772.4353 1835995.5079 124776.9274 2424444.764 -857117.5343 3281562.2983
Total P&L (%) 1960.7724 1835.9955 124.7769 2424.4448 -857.1175 3281.5623
Avg Daily Profit (%) 1.057 0.9898 0.0673 0.1742 0 0.19
Buy And Hold Return (%) 35.8197 35.8197 35.8197 35.8197 35.8197 35.8197
Max Trade Drawdown -115174 -87308 -50834 -4007140 -3909363 -1545600
Profit Factor 4.4469 5.7456 1.6857 1.1573 0.9228 1.7612
Total Trades 133 67 66 133 67 66
Winning Trades 68 28 40 68 28 40
Losing Trades 65 39 26 65 39 26
Profitability (%) 51.1278 41.791 60.6061 51.1278 41.791 60.6061
Ratio Avg Win / Avg Loss 4.2508 8.0028 1.0957 1.1062 1.2854 1.1448
Largest Winning Trade 1687990 1687990 58314 2289794 2289794 1202601
Largest Losing Trade -50425 -50425 -36747 -1158345 -1158345 -916212
Avg Bars in Trades 27 35 18 27 35 18
Avg Bars in Winners 28 46 15 28 46 15
Avg Bars in Losers 25 27 22 25 27 22
Bars Traded 3596 2378 1218 3596 2378 1218
Profit Streak 3.3772 3.3772 50.3772 3.3772 3.3772 50.3772
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 763763 -99271 -225255 -39293 -700055 -111357
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759352591186,
    "expiration_time": 1764128160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1960772.4353367595,
            1835995.507943973,
            124776.927392787,
            2424444.7639990705,
            -857117.5342700536,
            3281562.2982691247
        ],
        [
            1960.772435,
            1835.995508,
            124.776927,
            2424.444764,
            -857.117534,
            3281.562298
        ],
        [
            1.05702,
            0.989755,
            0.067265,
            0.1742,
            0,
            0.189987
        ],
        [
            35.819705,
            35.819705,
            35.819705,
            35.819705,
            35.819705,
            35.819705
        ],
        [
            -115174,
            -87308,
            -50834,
            -4007140,
            -3909363,
            -1545600
        ],
        [
            4.446947,
            5.745631,
            1.685731,
            1.157254,
            0.922828,
            1.761245
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            68,
            28,
            40,
            68,
            28,
            40
        ],
        [
            65,
            39,
            26,
            65,
            39,
            26
        ],
        [
            51.12782,
            41.791045,
            60.606061,
            51.12782,
            41.791045,
            60.606061
        ],
        [
            4.250758,
            8.002844,
            1.095725,
            1.106199,
            1.285368,
            1.144809
        ],
        [
            1687990,
            1687990,
            58314,
            2289794,
            2289794,
            1202601
        ],
        [
            -50425,
            -50425,
            -36747,
            -1158345,
            -1158345,
            -916212
        ],
        [
            27,
            35,
            18,
            27,
            35,
            18
        ],
        [
            28,
            46,
            15,
            28,
            46,
            15
        ],
        [
            25,
            27,
            22,
            25,
            27,
            22
        ],
        [
            3596,
            2378,
            1218,
            3596,
            2378,
            1218
        ],
        [
            3.377213,
            3.377213,
            50.377213,
            3.377213,
            3.377213,
            50.377213
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            763763,
            -99271,
            -225255,
            -39293,
            -700055,
            -111357
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759352591186,
    "expiration_time": 1764128160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)