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Trade: FIL/USDT/5/KCU/MIDPOINT/3209

Strategy
FIL/USDT/5/KCU/MIDPOINT/3209
Pair
FIL_USDT
Interval
5m
Score
548002
Daily Profit
0.555191
Profit Factor
2.466649
Profitability
64.102564
Streak
6.748880
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 08:58
Expiration Time
2025-12-25 07:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 62127.503 11344.1458 50783.3572 73413.03 11703.9936 61709.0364
Total P&L (%) 62.1275 11.3441 50.7834 73.413 11.704 61.709
Avg Daily Profit (%) 0.7157 0.1307 0.585 0.6362 0.1276 0.5552
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19714 -13915 -11601 -23656 -16024 -13861
Profit Factor 1.8477 1.2964 2.4504 1.8498 1.2641 2.4666
Total Trades 78 39 39 78 39 39
Winning Trades 43 18 25 43 18 25
Losing Trades 35 21 14 35 21 14
Profitability (%) 55.1282 46.1538 64.1026 55.1282 46.1538 64.1026
Ratio Avg Win / Avg Loss 1.5039 1.5124 1.3722 1.5057 1.4748 1.3813
Largest Winning Trade 26144 9143 26144 35941 9510 35941
Largest Losing Trade -8757 -7834 -8757 -10615 -8566 -10615
Avg Bars in Trades 309 221 396 309 221 396
Avg Bars in Winners 260 145 342 260 145 342
Avg Bars in Losers 369 287 492 369 287 492
Bars Traded 24112 8653 15458 24112 8653 15458
Profit Streak 6.7489 14.5579 6.7489 6.7489 14.5579 6.7489
Trades During Streak 8 6 4 8 6 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -23317 -143153 529820 -23468 -137395 548002
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752662400000,
    "first_datapoint_time": 1752770100000,
    "last_datapoint_time": 1760162100000,
    "evaluation_time": 1760162303276,
    "expiration_time": 1766642100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 128,
            "offset": 232
        }
    }
}
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": [
        [
            62127.5030112042,
            11344.1458004867,
            50783.3572107176,
            73413.0300256089,
            11703.9936350368,
            61709.0363905721
        ],
        [
            62.127503,
            11.344146,
            50.783357,
            73.41303,
            11.703994,
            61.709036
        ],
        [
            0.715672,
            0.130678,
            0.584994,
            0.636165,
            0.127581,
            0.555191
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19714,
            -13915,
            -11601,
            -23656,
            -16024,
            -13861
        ],
        [
            1.847667,
            1.296358,
            2.450379,
            1.849841,
            1.264142,
            2.466649
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            35,
            21,
            14,
            35,
            21,
            14
        ],
        [
            55.128205,
            46.153846,
            64.102564,
            55.128205,
            46.153846,
            64.102564
        ],
        [
            1.503915,
            1.512418,
            1.372212,
            1.505685,
            1.474832,
            1.381324
        ],
        [
            26144,
            9143,
            26144,
            35941,
            9510,
            35941
        ],
        [
            -8757,
            -7834,
            -8757,
            -10615,
            -8566,
            -10615
        ],
        [
            309,
            221,
            396,
            309,
            221,
            396
        ],
        [
            260,
            145,
            342,
            260,
            145,
            342
        ],
        [
            369,
            287,
            492,
            369,
            287,
            492
        ],
        [
            24112,
            8653,
            15458,
            24112,
            8653,
            15458
        ],
        [
            6.74888,
            14.557908,
            6.74888,
            6.74888,
            14.557908,
            6.74888
        ],
        [
            8,
            6,
            4,
            8,
            6,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -23317,
            -143153,
            529820,
            -23468,
            -137395,
            548002
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752662400000,
    "first_datapoint_time": 1752770100000,
    "last_datapoint_time": 1760162100000,
    "evaluation_time": 1760162303276,
    "expiration_time": 1766642100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 128,
            "offset": 232
        }
    }
}

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)