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Trade: FIL/USDT/360/KCL/SUPERTREND/5655

Strategy
FIL/USDT/360/KCL/SUPERTREND/5655
Pair
FIL_USDT
Interval
6h
Score
343256
Daily Profit
0.231097
Profit Factor
1.867690
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-25 13:35
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 417187.1471 245201.1792 171985.9679 280517.0419 -101073.3185 381590.3604
Total P&L (%) 417.1871 245.2012 171.986 280.517 -101.0733 381.5904
Avg Daily Profit (%) 0.2311 0.1358 0.0953 0.0741 0 0.0871
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92819 -104411 -46869 -421775 -463834 -246769
Profit Factor 1.8677 1.7198 2.2273 1.1195 0.938 1.5313
Total Trades 99 49 50 99 49 50
Winning Trades 44 19 25 44 19 25
Losing Trades 55 30 25 55 30 25
Profitability (%) 44.4444 38.7755 50 44.4444 38.7755 50
Ratio Avg Win / Avg Loss 2.3346 2.7154 2.2273 1.3993 1.481 1.5313
Largest Winning Trade 289187 289187 52186 354765 354765 121964
Largest Losing Trade -38839 -31989 -38839 -229707 -229707 -225145
Avg Bars in Trades 69 77 62 69 77 62
Avg Bars in Winners 101 104 100 101 104 100
Avg Bars in Losers 43 60 24 43 60 24
Bars Traded 6889 3783 3106 6889 3783 3106
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 343256 -12713 -241596 -185072 -583380 -254102

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607450400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758796536725,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 69,
            "offset": 0,
            "multiplier": 2.57198
        }
    }
}
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": [
        [
            417187.1470794366,
            245201.1791978545,
            171985.9678815821,
            280517.0418962426,
            -101073.3185021634,
            381590.360398406
        ],
        [
            417.187147,
            245.201179,
            171.985968,
            280.517042,
            -101.073319,
            381.59036
        ],
        [
            0.231097,
            0.135827,
            0.09527,
            0.074054,
            0,
            0.087113
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92819,
            -104411,
            -46869,
            -421775,
            -463834,
            -246769
        ],
        [
            1.86769,
            1.719773,
            2.227266,
            1.119472,
            0.937981,
            1.531272
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            44.444444,
            38.77551,
            50,
            44.444444,
            38.77551,
            50
        ],
        [
            2.334612,
            2.71543,
            2.227266,
            1.39934,
            1.481023,
            1.531272
        ],
        [
            289187,
            289187,
            52186,
            354765,
            354765,
            121964
        ],
        [
            -38839,
            -31989,
            -38839,
            -229707,
            -229707,
            -225145
        ],
        [
            69,
            77,
            62,
            69,
            77,
            62
        ],
        [
            101,
            104,
            100,
            101,
            104,
            100
        ],
        [
            43,
            60,
            24,
            43,
            60,
            24
        ],
        [
            6889,
            3783,
            3106,
            6889,
            3783,
            3106
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343256,
            -12713,
            -241596,
            -185072,
            -583380,
            -254102
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607450400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758796536725,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 69,
            "offset": 0,
            "multiplier": 2.57198
        }
    }
}

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)