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Trade: RSR/USDT/120/KCL/HILO/4444

Strategy
RSR/USDT/120/KCL/HILO/4444
Pair
RSR_USDT
Interval
2h
Score
321956
Daily Profit
0.255947
Profit Factor
1.493328
Profitability
42.481203
Streak
0.000000
Best Strategy
Training Data Length
1858.080000
Evaluation Time
2025-09-28 22:04
Expiration Time
2025-12-04 17:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 475569.4579 412751.3796 62818.0783 89698.4261 289109.0988 -199410.6727
Total P&L (%) 475.5695 412.7514 62.8181 89.6984 289.1091 -199.4107
Avg Daily Profit (%) 0.2559 0.2221 0.0338 0.0345 0.0732 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -249254 -258084 -78329 -1357204 -1094389 -451614
Profit Factor 1.4933 1.6858 1.1735 1.0278 1.1427 0.8336
Total Trades 266 133 133 266 133 133
Winning Trades 113 48 65 113 48 65
Losing Trades 153 85 68 153 85 68
Profitability (%) 42.4812 36.0902 48.8722 42.4812 36.0902 48.8722
Ratio Avg Win / Avg Loss 2.0219 2.9852 1.2276 1.3917 2.0236 0.8721
Largest Winning Trade 312364 312364 43636 929813 929813 199922
Largest Losing Trade -25267 -25267 -21903 -229276 -229276 -171340
Avg Bars in Trades 82 115 49 82 115 49
Avg Bars in Winners 128 208 68 128 208 68
Avg Bars in Losers 48 62 31 48 62 31
Bars Traded 21978 15357 6621 21978 15357 6621
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321956 194159 -178554 -338309 -163295 -581418
Evaluation Data
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22297,
    "evaluation_days": 1858.08,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1600142400000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086261111,
    "expiration_time": 1764861782400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 228,
            "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": [
        [
            475569.4579091669,
            412751.3795806298,
            62818.0783285375,
            89698.4260956195,
            289109.0988204215,
            -199410.6727248023
        ],
        [
            475.569458,
            412.75138,
            62.818078,
            89.698426,
            289.109099,
            -199.410673
        ],
        [
            0.255947,
            0.222139,
            0.033808,
            0.034464,
            0.07315,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -249254,
            -258084,
            -78329,
            -1357204,
            -1094389,
            -451614
        ],
        [
            1.493328,
            1.685767,
            1.173473,
            1.027822,
            1.142731,
            0.833618
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            113,
            48,
            65,
            113,
            48,
            65
        ],
        [
            153,
            85,
            68,
            153,
            85,
            68
        ],
        [
            42.481203,
            36.090226,
            48.87218,
            42.481203,
            36.090226,
            48.87218
        ],
        [
            2.021939,
            2.985212,
            1.227633,
            1.391652,
            2.023587,
            0.872093
        ],
        [
            312364,
            312364,
            43636,
            929813,
            929813,
            199922
        ],
        [
            -25267,
            -25267,
            -21903,
            -229276,
            -229276,
            -171340
        ],
        [
            82,
            115,
            49,
            82,
            115,
            49
        ],
        [
            128,
            208,
            68,
            128,
            208,
            68
        ],
        [
            48,
            62,
            31,
            48,
            62,
            31
        ],
        [
            21978,
            15357,
            6621,
            21978,
            15357,
            6621
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321956,
            194159,
            -178554,
            -338309,
            -163295,
            -581418
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RSR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22297,
    "evaluation_days": 1858.08,
    "actual_first_datapoint_time": 1598508000000,
    "first_datapoint_time": 1600142400000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086261111,
    "expiration_time": 1764861782400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 228,
            "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)