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Trade: FIL/USDT/5/KCL/DEMA/9829

Strategy
FIL/USDT/5/KCL/DEMA/9829
Pair
FIL_USDT
Interval
5m
Score
397998
Daily Profit
0.815277
Profit Factor
3.002315
Profitability
41.935484
Streak
1.401626
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 12:28
Expiration Time
2025-12-25 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101013.3788 30239.1907 70774.1881 107746.7092 49285.5799 58461.1293
Total P&L (%) 101.0134 30.2392 70.7742 107.7467 49.2856 58.4611
Avg Daily Profit (%) 1.1636 0.3483 0.8153 0.8458 0.4626 0.5317
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23568 -17719 -9283 -22314 -16663 -8762
Profit Factor 2.2049 1.6236 3.0023 2.3793 2.0929 2.7705
Total Trades 62 31 31 62 31 31
Winning Trades 23 10 13 23 10 13
Losing Trades 39 21 18 39 21 18
Profitability (%) 37.0968 32.2581 41.9355 37.0968 32.2581 41.9355
Ratio Avg Win / Avg Loss 3.7387 3.4096 4.1571 4.0345 4.3951 3.8361
Largest Winning Trade 69293 45590 69293 65054 65054 58405
Largest Losing Trade -4802 -4670 -4802 -4367 -4301 -4367
Avg Bars in Trades 387 520 254 387 520 254
Avg Bars in Winners 647 958 408 647 958 408
Avg Bars in Losers 233 311 142 233 311 142
Bars Traded 24005 16128 7876 24005 16128 7876
Profit Streak 0.5475 0.5475 1.4016 0.5475 0.5475 1.4016
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151236 -3138 397998 -151175 15737 271167
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675000000,
    "first_datapoint_time": 1752744000000,
    "last_datapoint_time": 1760174700000,
    "evaluation_time": 1760174900529,
    "expiration_time": 1766654700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 231,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 191,
            "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": [
        [
            101013.378832519,
            30239.1906873301,
            70774.1881451889,
            107746.709218145,
            49285.5799423592,
            58461.1292757858
        ],
        [
            101.013379,
            30.239191,
            70.774188,
            107.746709,
            49.28558,
            58.461129
        ],
        [
            1.163615,
            0.348338,
            0.815277,
            0.845798,
            0.462639,
            0.531692
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23568,
            -17719,
            -9283,
            -22314,
            -16663,
            -8762
        ],
        [
            2.20489,
            1.623617,
            3.002315,
            2.37932,
            2.092901,
            2.770494
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            37.096774,
            32.258065,
            41.935484,
            37.096774,
            32.258065,
            41.935484
        ],
        [
            3.738727,
            3.409596,
            4.157052,
            4.0345,
            4.395091,
            3.836068
        ],
        [
            69293,
            45590,
            69293,
            65054,
            65054,
            58405
        ],
        [
            -4802,
            -4670,
            -4802,
            -4367,
            -4301,
            -4367
        ],
        [
            387,
            520,
            254,
            387,
            520,
            254
        ],
        [
            647,
            958,
            408,
            647,
            958,
            408
        ],
        [
            233,
            311,
            142,
            233,
            311,
            142
        ],
        [
            24005,
            16128,
            7876,
            24005,
            16128,
            7876
        ],
        [
            0.54746,
            0.54746,
            1.401626,
            0.54746,
            0.54746,
            1.401626
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151236,
            -3138,
            397998,
            -151175,
            15737,
            271167
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675000000,
    "first_datapoint_time": 1752744000000,
    "last_datapoint_time": 1760174700000,
    "evaluation_time": 1760174900529,
    "expiration_time": 1766654700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 231,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 191,
            "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)