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Trade: ONE/USDT/120/KCL/SSF/9732

Strategy
ONE/USDT/120/KCL/SSF/9732
Pair
ONE_USDT
Interval
2h
Score
835699
Daily Profit
0.957293
Profit Factor
5.652864
Profitability
58.333333
Streak
96.399294
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 12:34
Expiration Time
2025-12-13 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2001362.8126 1994356.9979 7005.8147 166810.4318 344765.4511 -177955.0192
Total P&L (%) 2001.3628 1994.357 7.0058 166.8104 344.7655 -177.955
Avg Daily Profit (%) 0.9607 0.9573 0.0034 0.0471 0.0717 0
Buy And Hold Return (%) 88.641 88.641 88.641 88.641 88.641 88.641
Max Trade Drawdown -148699 -134546 -21401 -8237701 -7855247 -503221
Profit Factor 5.0391 5.6529 1.1048 1.0168 1.0373 0.7472
Total Trades 73 36 37 73 36 37
Winning Trades 46 21 25 46 21 25
Losing Trades 27 15 12 27 15 12
Profitability (%) 63.0137 58.3333 67.5676 63.0137 58.3333 67.5676
Ratio Avg Win / Avg Loss 2.9578 4.0378 0.5303 0.5968 0.741 0.3586
Largest Winning Trade 1749543 1749543 6052 4514183 4514183 199669
Largest Losing Trade -92339 -92339 -16883 -7441095 -7441095 -438160
Avg Bars in Trades 328 657 7 328 657 7
Avg Bars in Winners 264 573 5 264 573 5
Avg Bars in Losers 436 775 13 436 775 13
Bars Traded 23960 23668 292 23960 23668 292
Profit Streak 0 96.3993 0 0 96.3993 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -53183 835699 -458476 -415697 -279053 -578217
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579068000000,
    "first_datapoint_time": 1579212000000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759138499007,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 125,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            2001362.8125962755,
            1994356.9978739966,
            7005.8147222804,
            166810.431826439,
            344765.4510643728,
            -177955.0192379341
        ],
        [
            2001.362813,
            1994.356998,
            7.005815,
            166.810432,
            344.765451,
            -177.955019
        ],
        [
            0.960656,
            0.957293,
            0.003363,
            0.047117,
            0.07166,
            0
        ],
        [
            88.640974,
            88.640974,
            88.640974,
            88.640974,
            88.640974,
            88.640974
        ],
        [
            -148699,
            -134546,
            -21401,
            -8237701,
            -7855247,
            -503221
        ],
        [
            5.039138,
            5.652864,
            1.104779,
            1.01679,
            1.037348,
            0.747182
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            63.013699,
            58.333333,
            67.567568,
            63.013699,
            58.333333,
            67.567568
        ],
        [
            2.957755,
            4.03776,
            0.530294,
            0.596812,
            0.740963,
            0.358647
        ],
        [
            1749543,
            1749543,
            6052,
            4514183,
            4514183,
            199669
        ],
        [
            -92339,
            -92339,
            -16883,
            -7441095,
            -7441095,
            -438160
        ],
        [
            328,
            657,
            7,
            328,
            657,
            7
        ],
        [
            264,
            573,
            5,
            264,
            573,
            5
        ],
        [
            436,
            775,
            13,
            436,
            775,
            13
        ],
        [
            23960,
            23668,
            292,
            23960,
            23668,
            292
        ],
        [
            0,
            96.399294,
            0,
            0,
            96.399294,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -53183,
            835699,
            -458476,
            -415697,
            -279053,
            -578217
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579068000000,
    "first_datapoint_time": 1579212000000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759138499007,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 125,
            "offset": 0,
            "poles": 2
        }
    }
}

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)