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Trade: UNI/USDT/5/KCL/SSF/9037

Strategy
UNI/USDT/5/KCL/SSF/9037
Pair
UNI_USDT
Interval
5m
Score
562724
Daily Profit
0.739757
Profit Factor
4.256252
Profitability
50.000000
Streak
1.834587
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 11:41
Expiration Time
2025-12-25 10:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 113942.481 49724.1977 64218.2832 134371.3247 74416.9102 59954.4145
Total P&L (%) 113.9425 49.7242 64.2183 134.3713 74.4169 59.9544
Avg Daily Profit (%) 1.3126 0.5728 0.7398 0.986 0.6429 0.5426
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20564 -27760 -5453 -22959 -29562 -5592
Profit Factor 2.3585 1.7751 4.2563 2.5543 2.1268 3.9377
Total Trades 68 34 34 68 34 34
Winning Trades 29 12 17 29 12 17
Losing Trades 39 22 17 39 22 17
Profitability (%) 42.6471 35.2941 50 42.6471 35.2941 50
Ratio Avg Win / Avg Loss 3.1718 3.2544 4.2563 3.4352 3.8992 3.9377
Largest Winning Trade 64014 64014 52478 91474 91474 49180
Largest Losing Trade -8041 -8041 -4192 -8486 -8486 -4394
Avg Bars in Trades 335 593 78 335 593 78
Avg Bars in Winners 513 1086 109 513 1086 109
Avg Bars in Losers 203 325 46 203 325 46
Bars Traded 22844 20188 2656 22844 20188 2656
Profit Streak 0.5568 0.5568 1.8346 0.5568 0.5568 1.8346
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -103538 75939 562724 -103444 170815 483405
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752672300000,
    "first_datapoint_time": 1752735600000,
    "last_datapoint_time": 1760172000000,
    "evaluation_time": 1760172108286,
    "expiration_time": 1766652000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 135,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            113942.4809740018,
            49724.1977434196,
            64218.2832305822,
            134371.3247129807,
            74416.9101981319,
            59954.4145148488
        ],
        [
            113.942481,
            49.724198,
            64.218283,
            134.371325,
            74.41691,
            59.954415
        ],
        [
            1.31255,
            0.572793,
            0.739757,
            0.985979,
            0.642857,
            0.542555
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20564,
            -27760,
            -5453,
            -22959,
            -29562,
            -5592
        ],
        [
            2.358526,
            1.775117,
            4.256252,
            2.554343,
            2.126835,
            3.937747
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            42.647059,
            35.294118,
            50,
            42.647059,
            35.294118,
            50
        ],
        [
            3.171811,
            3.254381,
            4.256252,
            3.435151,
            3.899197,
            3.937747
        ],
        [
            64014,
            64014,
            52478,
            91474,
            91474,
            49180
        ],
        [
            -8041,
            -8041,
            -4192,
            -8486,
            -8486,
            -4394
        ],
        [
            335,
            593,
            78,
            335,
            593,
            78
        ],
        [
            513,
            1086,
            109,
            513,
            1086,
            109
        ],
        [
            203,
            325,
            46,
            203,
            325,
            46
        ],
        [
            22844,
            20188,
            2656,
            22844,
            20188,
            2656
        ],
        [
            0.556809,
            0.556809,
            1.834587,
            0.556809,
            0.556809,
            1.834587
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -103538,
            75939,
            562724,
            -103444,
            170815,
            483405
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752672300000,
    "first_datapoint_time": 1752735600000,
    "last_datapoint_time": 1760172000000,
    "evaluation_time": 1760172108286,
    "expiration_time": 1766652000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 135,
            "offset": 0,
            "poles": 2
        }
    }
}

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)