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Trade: ONE/USDT/720/KCB/HILO/3227

Strategy
ONE/USDT/720/KCB/HILO/3227
Pair
ONE_USDT
Interval
12h
Score
534361
Daily Profit
0.367581
Profit Factor
1.888980
Profitability
50.609756
Streak
16.919320
Best Strategy
Training Data Length
2324.000000
Evaluation Time
2025-10-11 01:03
Expiration Time
2025-12-19 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 854257.6493 773075.4285 81182.2208 953384.1128 3104950.8039 -2151566.6911
Total P&L (%) 854.2576 773.0754 81.1822 953.3841 3104.9508 -2151.5667
Avg Daily Profit (%) 0.3676 0.3326 0.0349 0.1014 0.1493 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158385 -117728 -113816 -6922625 -4438914 -5367357
Profit Factor 1.889 2.9164 1.1456 1.0375 1.2707 0.8458
Total Trades 164 82 82 164 82 82
Winning Trades 83 39 44 83 39 44
Losing Trades 81 43 38 81 43 38
Profitability (%) 50.6098 47.561 53.6585 50.6098 47.561 53.6585
Ratio Avg Win / Avg Loss 1.8435 3.2155 0.9894 1.0125 1.4011 0.7304
Largest Winning Trade 354614 354614 83916 2877863 2877863 2551032
Largest Losing Trade -50460 -34212 -50460 -2553024 -1803997 -2553024
Avg Bars in Trades 27 18 36 27 18 36
Avg Bars in Winners 35 25 44 35 25 44
Avg Bars in Losers 19 12 26 19 12 26
Bars Traded 4504 1539 2965 4504 1539 2965
Profit Streak 16.9193 0 25.4193 16.9193 0 25.4193
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 534361 346008 -211215 -234714 52603 -583739
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4648,
    "evaluation_days": 2324,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561593600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760133829221,
    "expiration_time": 1766121408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 1
        }
    },
    "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": [
        [
            854257.649329261,
            773075.4285388116,
            81182.22079045,
            953384.1128298491,
            3104950.803900563,
            -2151566.6910707164
        ],
        [
            854.257649,
            773.075429,
            81.182221,
            953.384113,
            3104.950804,
            -2151.566691
        ],
        [
            0.367581,
            0.332649,
            0.034932,
            0.101368,
            0.149306,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158385,
            -117728,
            -113816,
            -6922625,
            -4438914,
            -5367357
        ],
        [
            1.88898,
            2.916377,
            1.145609,
            1.037507,
            1.270734,
            0.845768
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            81,
            43,
            38,
            81,
            43,
            38
        ],
        [
            50.609756,
            47.560976,
            53.658537,
            50.609756,
            47.560976,
            53.658537
        ],
        [
            1.843463,
            3.215492,
            0.989389,
            1.012507,
            1.401066,
            0.730436
        ],
        [
            354614,
            354614,
            83916,
            2877863,
            2877863,
            2551032
        ],
        [
            -50460,
            -34212,
            -50460,
            -2553024,
            -1803997,
            -2553024
        ],
        [
            27,
            18,
            36,
            27,
            18,
            36
        ],
        [
            35,
            25,
            44,
            35,
            25,
            44
        ],
        [
            19,
            12,
            26,
            19,
            12,
            26
        ],
        [
            4504,
            1539,
            2965,
            4504,
            1539,
            2965
        ],
        [
            16.91932,
            0,
            25.41932,
            16.91932,
            0,
            25.41932
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            534361,
            346008,
            -211215,
            -234714,
            52603,
            -583739
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4648,
    "evaluation_days": 2324,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561593600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760133829221,
    "expiration_time": 1766121408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 1
        }
    },
    "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)