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Trade: FIL/USDT/360/KCB/MIDPOINT/5021

Strategy
FIL/USDT/360/KCB/MIDPOINT/5021
Pair
FIL_USDT
Interval
6h
Score
556559
Daily Profit
0.375473
Profit Factor
2.270415
Profitability
55.000000
Streak
15.541794
Best Strategy
Training Data Length
1821.000000
Evaluation Time
2025-10-10 16:00
Expiration Time
2025-12-03 23:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 683736.5495 369550.4792 314186.0703 4537565.4187 798986.0476 3738579.3711
Total P&L (%) 683.7366 369.5505 314.1861 4537.5654 798.986 3738.5794
Avg Daily Profit (%) 0.3755 0.2029 0.1725 0.2109 0.1207 0.2005
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64928 -88756 -40222 -2315298 -2439100 -1435625
Profit Factor 2.2704 2.0558 2.6696 1.4206 1.1131 2.0037
Total Trades 140 70 70 140 70 70
Winning Trades 77 33 44 77 33 44
Losing Trades 63 37 26 63 37 26
Profitability (%) 55 47.1429 62.8571 55 47.1429 62.8571
Ratio Avg Win / Avg Loss 1.8576 2.305 1.5775 1.1623 1.248 1.184
Largest Winning Trade 288646 288646 40059 1372117 1372117 824323
Largest Losing Trade -33729 -33729 -20275 -1227985 -1082365 -1227985
Avg Bars in Trades 50 57 43 50 57 43
Avg Bars in Winners 61 72 53 61 72 53
Avg Bars in Losers 37 45 26 37 45 26
Bars Traded 7088 4054 3034 7088 4054 3034
Profit Streak 15.5418 0 42.0418 15.5418 0 42.0418
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 556559 -84015 -79047 379887 -223155 -80788
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7284,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605722400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760101211022,
    "expiration_time": 1764796032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "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": [
        [
            683736.5495212901,
            369550.4792000702,
            314186.0703212202,
            4537565.4187061405,
            798986.0475806515,
            3738579.371125491
        ],
        [
            683.73655,
            369.550479,
            314.18607,
            4537.565419,
            798.986048,
            3738.579371
        ],
        [
            0.375473,
            0.202938,
            0.172535,
            0.210918,
            0.120671,
            0.200513
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64928,
            -88756,
            -40222,
            -2315298,
            -2439100,
            -1435625
        ],
        [
            2.270415,
            2.0558,
            2.669604,
            1.420618,
            1.113124,
            2.003663
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            77,
            33,
            44,
            77,
            33,
            44
        ],
        [
            63,
            37,
            26,
            63,
            37,
            26
        ],
        [
            55,
            47.142857,
            62.857143,
            55,
            47.142857,
            62.857143
        ],
        [
            1.857612,
            2.304988,
            1.577493,
            1.162324,
            1.248048,
            1.183983
        ],
        [
            288646,
            288646,
            40059,
            1372117,
            1372117,
            824323
        ],
        [
            -33729,
            -33729,
            -20275,
            -1227985,
            -1082365,
            -1227985
        ],
        [
            50,
            57,
            43,
            50,
            57,
            43
        ],
        [
            61,
            72,
            53,
            61,
            72,
            53
        ],
        [
            37,
            45,
            26,
            37,
            45,
            26
        ],
        [
            7088,
            4054,
            3034,
            7088,
            4054,
            3034
        ],
        [
            15.541794,
            0,
            42.041794,
            15.541794,
            0,
            42.041794
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            556559,
            -84015,
            -79047,
            379887,
            -223155,
            -80788
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7284,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605722400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760101211022,
    "expiration_time": 1764796032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "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)