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Trade: ONE/USDT/720/KCB/HILO/3146

Strategy
ONE/USDT/720/KCB/HILO/3146
Pair
ONE_USDT
Interval
12h
Score
682633
Daily Profit
0.606567
Profit Factor
7.521548
Profitability
44.827586
Streak
39.997168
Best Strategy
Training Data Length
2321.000000
Evaluation Time
2025-10-08 02:55
Expiration Time
2025-12-16 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1408015.0321 1407841.1015 173.9307 234491.1292 357445.8974 -122954.7681
Total P&L (%) 1408.015 1407.8411 0.1739 234.4911 357.4459 -122.9548
Avg Daily Profit (%) 0.6066 0.6066 0.0001 0.052 0.0655 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108792 -60312 -92906 -799250 -453742 -415160
Profit Factor 3.7536 7.5215 1.0006 1.0854 1.3091 0.9227
Total Trades 57 29 28 57 29 28
Winning Trades 26 13 13 26 13 13
Losing Trades 31 16 15 31 16 15
Profitability (%) 45.614 44.8276 46.4286 45.614 44.8276 46.4286
Ratio Avg Win / Avg Loss 4.4755 9.2573 1.1545 1.2941 1.6112 1.0647
Largest Winning Trade 1356105 1356105 85831 434169 434169 422882
Largest Losing Trade -64254 -27432 -64254 -358145 -214215 -358145
Avg Bars in Trades 74 52 96 74 52 96
Avg Bars in Winners 121 96 147 121 96 147
Avg Bars in Losers 34 16 52 34 16 52
Bars Traded 4223 1523 2700 4223 1523 2700
Profit Streak 22.4972 39.9972 22.4972 22.4972 39.9972 22.4972
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161345 682633 -600259 -429793 -105258 -601007
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4642,
    "evaluation_days": 2321,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565611200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759881355302,
    "expiration_time": 1765854432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 146,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1408015.0321366265,
            1407841.1014680227,
            173.9306686038,
            234491.1292229098,
            357445.8973618635,
            -122954.7681389534
        ],
        [
            1408.015032,
            1407.841101,
            0.173931,
            234.491129,
            357.445897,
            -122.954768
        ],
        [
            0.606642,
            0.606567,
            7.5e-5,
            0.052036,
            0.065532,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108792,
            -60312,
            -92906,
            -799250,
            -453742,
            -415160
        ],
        [
            3.753617,
            7.521548,
            1.000589,
            1.085362,
            1.30912,
            0.922703
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            45.614035,
            44.827586,
            46.428571,
            45.614035,
            44.827586,
            46.428571
        ],
        [
            4.475467,
            9.25729,
            1.154525,
            1.294085,
            1.611225,
            1.064658
        ],
        [
            1356105,
            1356105,
            85831,
            434169,
            434169,
            422882
        ],
        [
            -64254,
            -27432,
            -64254,
            -358145,
            -214215,
            -358145
        ],
        [
            74,
            52,
            96,
            74,
            52,
            96
        ],
        [
            121,
            96,
            147,
            121,
            96,
            147
        ],
        [
            34,
            16,
            52,
            34,
            16,
            52
        ],
        [
            4223,
            1523,
            2700,
            4223,
            1523,
            2700
        ],
        [
            22.497168,
            39.997168,
            22.497168,
            22.497168,
            39.997168,
            22.497168
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161345,
            682633,
            -600259,
            -429793,
            -105258,
            -601007
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4642,
    "evaluation_days": 2321,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565611200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759881355302,
    "expiration_time": 1765854432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 146,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)