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Trade: FIL/USDT/480/KCB/MIDPRICE/5369

Strategy
FIL/USDT/480/KCB/MIDPRICE/5369
Pair
FIL_USDT
Interval
8h
Score
442384
Daily Profit
0.371969
Profit Factor
2.268814
Profitability
43.478261
Streak
6.315435
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 18:34
Expiration Time
2025-11-24 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 674007.6832 472730.8192 201276.864 493242.633 -430453.9709 923696.6039
Total P&L (%) 674.0077 472.7308 201.2769 493.2426 -430.454 923.6966
Avg Daily Profit (%) 0.372 0.2609 0.1111 0.0983 0 0.1284
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90686 -79910 -37842 -905354 -883241 -398888
Profit Factor 2.2688 2.4734 1.9568 1.1062 0.843 1.4857
Total Trades 115 57 58 115 57 58
Winning Trades 50 22 28 50 22 28
Losing Trades 65 35 30 65 35 30
Profitability (%) 43.4783 38.5965 48.2759 43.4783 38.5965 48.2759
Ratio Avg Win / Avg Loss 2.9495 3.935 2.0966 1.4381 1.3411 1.5918
Largest Winning Trade 566000 566000 60417 473878 473878 380719
Largest Losing Trade -29683 -24423 -29683 -346926 -259713 -346926
Avg Bars in Trades 46 44 47 46 44 47
Avg Bars in Winners 68 68 68 68 68 68
Avg Bars in Losers 29 29 29 29 29 29
Bars Traded 5327 2546 2781 5327 2546 2781
Profit Streak 6.3154 0 16.3154 6.3154 0 16.3154
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442384 -171912 -220639 -166956 -763879 -198451
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605456000000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759332853564,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 94,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "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": [
        [
            674007.6832220899,
            472730.8192217855,
            201276.8640003041,
            493242.6329741288,
            -430453.9709330478,
            923696.6039071775
        ],
        [
            674.007683,
            472.730819,
            201.276864,
            493.242633,
            -430.453971,
            923.696604
        ],
        [
            0.371969,
            0.260889,
            0.11108,
            0.098306,
            0,
            0.128449
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90686,
            -79910,
            -37842,
            -905354,
            -883241,
            -398888
        ],
        [
            2.268814,
            2.473405,
            1.956783,
            1.106219,
            0.843003,
            1.48569
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            43.478261,
            38.596491,
            48.275862,
            43.478261,
            38.596491,
            48.275862
        ],
        [
            2.949458,
            3.934962,
            2.096553,
            1.438085,
            1.341141,
            1.59181
        ],
        [
            566000,
            566000,
            60417,
            473878,
            473878,
            380719
        ],
        [
            -29683,
            -24423,
            -29683,
            -346926,
            -259713,
            -346926
        ],
        [
            46,
            44,
            47,
            46,
            44,
            47
        ],
        [
            68,
            68,
            68,
            68,
            68,
            68
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            5327,
            2546,
            2781,
            5327,
            2546,
            2781
        ],
        [
            6.315435,
            0,
            16.315435,
            6.315435,
            0,
            16.315435
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442384,
            -171912,
            -220639,
            -166956,
            -763879,
            -198451
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605456000000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759332853564,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 94,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "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)