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Trade: THETA/USDT/120/KCL/DCU/9909

Strategy
THETA/USDT/120/KCL/DCU/9909
Pair
THETA_USDT
Interval
2h
Score
304167
Daily Profit
0.779666
Profit Factor
3.432463
Profitability
31.034483
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 12:21
Expiration Time
2025-12-17 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1501216.4481 1624301.5516 -123085.1035 -45460.2954 432003.7538 -477464.0492
Total P&L (%) 1501.2164 1624.3016 -123.0851 -45.4603 432.0038 -477.464
Avg Daily Profit (%) 0.7206 0.7797 -0.0591 -0.0291 0.0803 0
Buy And Hold Return (%) 609.9567 609.9567 609.9567 609.9567 609.9567 609.9567
Max Trade Drawdown -264353 -213036 -118897 -1799226 -1368287 -475729
Profit Factor 2.6985 3.4325 0.4303 0.986 1.1698 0.3175
Total Trades 175 87 88 175 87 88
Winning Trades 57 27 30 57 27 30
Losing Trades 118 60 58 118 60 58
Profitability (%) 32.5714 31.0345 34.0909 32.5714 31.0345 34.0909
Ratio Avg Win / Avg Loss 5.5865 7.6277 0.832 2.0412 2.5995 0.6138
Largest Winning Trade 968163 968163 9944 1606351 1606351 60614
Largest Losing Trade -56009 -56009 -34860 -325741 -325741 -119648
Avg Bars in Trades 138 273 5 138 273 5
Avg Bars in Winners 254 528 7 254 528 7
Avg Bars in Losers 83 158 5 83 158 5
Bars Traded 24307 23798 510 24307 23798 510
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 286559 304167 -587005 -583861 -291920 -587005
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579413600000,
    "first_datapoint_time": 1579860000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759483277576,
    "expiration_time": 1765958400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 63,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 11,
            "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": [
        [
            1501216.448127591,
            1624301.5516438396,
            -123085.1035162485,
            -45460.2954180583,
            432003.7538065428,
            -477464.0492246017
        ],
        [
            1501.216448,
            1624.301552,
            -123.085104,
            -45.460295,
            432.003754,
            -477.464049
        ],
        [
            0.720585,
            0.779666,
            -0.059081,
            -0.029095,
            0.080263,
            0
        ],
        [
            609.95671,
            609.95671,
            609.95671,
            609.95671,
            609.95671,
            609.95671
        ],
        [
            -264353,
            -213036,
            -118897,
            -1799226,
            -1368287,
            -475729
        ],
        [
            2.698549,
            3.432463,
            0.430327,
            0.985987,
            1.169781,
            0.317495
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            118,
            60,
            58,
            118,
            60,
            58
        ],
        [
            32.571429,
            31.034483,
            34.090909,
            32.571429,
            31.034483,
            34.090909
        ],
        [
            5.586471,
            7.627695,
            0.831965,
            2.041165,
            2.599514,
            0.613823
        ],
        [
            968163,
            968163,
            9944,
            1606351,
            1606351,
            60614
        ],
        [
            -56009,
            -56009,
            -34860,
            -325741,
            -325741,
            -119648
        ],
        [
            138,
            273,
            5,
            138,
            273,
            5
        ],
        [
            254,
            528,
            7,
            254,
            528,
            7
        ],
        [
            83,
            158,
            5,
            83,
            158,
            5
        ],
        [
            24307,
            23798,
            510,
            24307,
            23798,
            510
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            286559,
            304167,
            -587005,
            -583861,
            -291920,
            -587005
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579413600000,
    "first_datapoint_time": 1579860000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759483277576,
    "expiration_time": 1765958400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 63,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 11,
            "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)