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Trade: ONE/USDT/720/KCB/HILO/7308

Strategy
ONE/USDT/720/KCB/HILO/7308
Pair
ONE_USDT
Interval
12h
Score
686920
Daily Profit
0.810431
Profit Factor
9.884628
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
2315.000000
Evaluation Time
2025-10-01 17:05
Expiration Time
2025-12-10 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1974817.2186 1876148.4799 98668.7388 2621940.045 1307127.6608 1314812.3842
Total P&L (%) 1974.8172 1876.1485 98.6687 2621.94 1307.1277 1314.8124
Avg Daily Profit (%) 0.8531 0.8104 0.0426 0.1428 0.1143 0.1145
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84447 -57665 -54992 -3864059 -2181497 -2661062
Profit Factor 5.0509 9.8846 1.3571 1.2045 1.2292 1.1847
Total Trades 73 37 36 73 37 36
Winning Trades 32 16 16 32 16 16
Losing Trades 41 21 20 41 21 20
Profitability (%) 43.8356 43.2432 44.4444 43.8356 43.2432 44.4444
Ratio Avg Win / Avg Loss 6.4715 12.9736 1.6963 1.5433 1.6134 1.4809
Largest Winning Trade 1744419 1744419 81463 1710776 1275942 1710776
Largest Losing Trade -51413 -25974 -51413 -1456158 -1343578 -1456158
Avg Bars in Trades 58 41 74 58 41 74
Avg Bars in Winners 94 76 111 94 76 111
Avg Bars in Losers 30 15 45 30 15 45
Bars Traded 4243 1545 2698 4243 1545 2698
Profit Streak 0 0 16.0874 0 0 16.0874
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57630 686920 -136019 -80026 -41871 -58662
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4630,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327549772,
    "expiration_time": 1765320480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 3
        }
    },
    "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": [
        [
            1974817.2186403438,
            1876148.479881385,
            98668.7387589577,
            2621940.045005475,
            1307127.660823384,
            1314812.384182094
        ],
        [
            1974.817219,
            1876.14848,
            98.668739,
            2621.940045,
            1307.127661,
            1314.812384
        ],
        [
            0.853053,
            0.810431,
            0.042621,
            0.14282,
            0.114283,
            0.114518
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84447,
            -57665,
            -54992,
            -3864059,
            -2181497,
            -2661062
        ],
        [
            5.050909,
            9.884628,
            1.357066,
            1.204494,
            1.229232,
            1.184681
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            43.835616,
            43.243243,
            44.444444,
            43.835616,
            43.243243,
            44.444444
        ],
        [
            6.471477,
            12.973574,
            1.696333,
            1.543259,
            1.613367,
            1.480851
        ],
        [
            1744419,
            1744419,
            81463,
            1710776,
            1275942,
            1710776
        ],
        [
            -51413,
            -25974,
            -51413,
            -1456158,
            -1343578,
            -1456158
        ],
        [
            58,
            41,
            74,
            58,
            41,
            74
        ],
        [
            94,
            76,
            111,
            94,
            76,
            111
        ],
        [
            30,
            15,
            45,
            30,
            15,
            45
        ],
        [
            4243,
            1545,
            2698,
            4243,
            1545,
            2698
        ],
        [
            0,
            0,
            16.087382,
            0,
            0,
            16.087382
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57630,
            686920,
            -136019,
            -80026,
            -41871,
            -58662
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4630,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327549772,
    "expiration_time": 1765320480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 3
        }
    },
    "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)