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Trade: ALGO/USDT/360/KCL/BBL/2964

Strategy
ALGO/USDT/360/KCL/BBL/2964
Pair
ALGO_USDT
Interval
6h
Score
416525
Daily Profit
0.306500
Profit Factor
1.698490
Profitability
46.405229
Streak
0.000000
Best Strategy
Training Data Length
2297.750000
Evaluation Time
2025-10-05 20:23
Expiration Time
2025-12-13 12:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 704260.2962 638473.0771 65787.2191 26031.9399 -4196.4108 30228.3507
Total P&L (%) 704.2603 638.4731 65.7872 26.0319 -4.1964 30.2284
Avg Daily Profit (%) 0.3065 0.2779 0.0286 0.0101 -0.0019 0.0115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142883 -151176 -107089 -1334095 -1283072 -526835
Profit Factor 1.6985 1.9887 1.1815 1.0052 0.9988 1.0192
Total Trades 153 77 76 153 77 76
Winning Trades 71 31 40 71 31 40
Losing Trades 82 46 36 82 46 36
Profitability (%) 46.4052 40.2597 52.6316 46.4052 40.2597 52.6316
Ratio Avg Win / Avg Loss 1.9616 2.951 1.0633 1.1609 1.4821 0.9173
Largest Winning Trade 490009 490009 59995 849973 849973 230558
Largest Losing Trade -58401 -40700 -58401 -537265 -537265 -263866
Avg Bars in Trades 58 75 41 58 75 41
Avg Bars in Winners 62 70 56 62 70 56
Avg Bars in Losers 55 78 24 55 78 24
Bars Traded 8949 5793 3156 8949 5793 3156
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 416525 -33264 -224933 -398289 -624857 -430734
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9191,
    "evaluation_days": 2297.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564639200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759685020665,
    "expiration_time": 1765621368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 162,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 2.97855
        }
    }
}
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": [
        [
            704260.2961765949,
            638473.0770785018,
            65787.2190980927,
            26031.9398887646,
            -4196.4108351574,
            30228.350723922
        ],
        [
            704.260296,
            638.473077,
            65.787219,
            26.03194,
            -4.196411,
            30.228351
        ],
        [
            0.3065,
            0.277869,
            0.028631,
            0.01007,
            -0.001866,
            0.011495
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142883,
            -151176,
            -107089,
            -1334095,
            -1283072,
            -526835
        ],
        [
            1.69849,
            1.988731,
            1.181476,
            1.005161,
            0.998791,
            1.019224
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            71,
            31,
            40,
            71,
            31,
            40
        ],
        [
            82,
            46,
            36,
            82,
            46,
            36
        ],
        [
            46.405229,
            40.25974,
            52.631579,
            46.405229,
            40.25974,
            52.631579
        ],
        [
            1.961636,
            2.951019,
            1.063329,
            1.16089,
            1.482077,
            0.917301
        ],
        [
            490009,
            490009,
            59995,
            849973,
            849973,
            230558
        ],
        [
            -58401,
            -40700,
            -58401,
            -537265,
            -537265,
            -263866
        ],
        [
            58,
            75,
            41,
            58,
            75,
            41
        ],
        [
            62,
            70,
            56,
            62,
            70,
            56
        ],
        [
            55,
            78,
            24,
            55,
            78,
            24
        ],
        [
            8949,
            5793,
            3156,
            8949,
            5793,
            3156
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416525,
            -33264,
            -224933,
            -398289,
            -624857,
            -430734
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9191,
    "evaluation_days": 2297.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564639200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759685020665,
    "expiration_time": 1765621368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 162,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 2.97855
        }
    }
}

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)