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Trade: DOT/USDT/120/MIDPRICE/KCU/1842

Strategy
DOT/USDT/120/MIDPRICE/KCU/1842
Pair
DOT_USDT
Interval
2h
Score
378169
Daily Profit
0.362987
Profit Factor
2.011725
Profitability
41.958042
Streak
0.000000
Best Strategy
Training Data Length
1871.250000
Evaluation Time
2025-10-03 17:47
Expiration Time
2025-12-10 00:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 679239.8282 705131.6886 -25891.8604 -38856.1338 119743.3652 -158599.499
Total P&L (%) 679.2398 705.1317 -25.8919 -38.8561 119.7434 -158.5995
Avg Daily Profit (%) 0.363 0.3768 -0.0138 -0.0263 0.0421 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172188 -176588 -45342 -612587 -464330 -169144
Profit Factor 2.0117 2.397 0.8446 0.972 1.1125 0.5102
Total Trades 143 71 72 143 71 72
Winning Trades 60 27 33 60 27 33
Losing Trades 83 44 39 83 44 39
Profitability (%) 41.958 38.0282 45.8333 41.958 38.0282 45.8333
Ratio Avg Win / Avg Loss 2.7829 3.9063 0.9982 1.3446 1.813 0.6029
Largest Winning Trade 673276 673276 12147 579491 579491 19634
Largest Losing Trade -46916 -46916 -12526 -207883 -207883 -57331
Avg Bars in Trades 153 282 26 153 282 26
Avg Bars in Winners 189 392 23 189 392 23
Avg Bars in Losers 127 215 28 127 215 28
Bars Traded 21964 20071 1893 21964 20071 1893
Profit Streak 0 103.2832 0 0 103.2832 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378169 -76143 -661578 -581860 -322574 -661578
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22455,
    "evaluation_days": 1871.25,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1598954400000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759502871626,
    "expiration_time": 1765320336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            679239.8281974716,
            705131.6885766729,
            -25891.8603792008,
            -38856.133834684,
            119743.3651622873,
            -158599.4989969713
        ],
        [
            679.239828,
            705.131689,
            -25.89186,
            -38.856134,
            119.743365,
            -158.599499
        ],
        [
            0.362987,
            0.376824,
            -0.013837,
            -0.026286,
            0.042082,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172188,
            -176588,
            -45342,
            -612587,
            -464330,
            -169144
        ],
        [
            2.011725,
            2.397021,
            0.844613,
            0.972001,
            1.112543,
            0.510178
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            83,
            44,
            39,
            83,
            44,
            39
        ],
        [
            41.958042,
            38.028169,
            45.833333,
            41.958042,
            38.028169,
            45.833333
        ],
        [
            2.782887,
            3.906256,
            0.998179,
            1.344602,
            1.813032,
            0.602938
        ],
        [
            673276,
            673276,
            12147,
            579491,
            579491,
            19634
        ],
        [
            -46916,
            -46916,
            -12526,
            -207883,
            -207883,
            -57331
        ],
        [
            153,
            282,
            26,
            153,
            282,
            26
        ],
        [
            189,
            392,
            23,
            189,
            392,
            23
        ],
        [
            127,
            215,
            28,
            127,
            215,
            28
        ],
        [
            21964,
            20071,
            1893,
            21964,
            20071,
            1893
        ],
        [
            0,
            103.283236,
            0,
            0,
            103.283236,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378169,
            -76143,
            -661578,
            -581860,
            -322574,
            -661578
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22455,
    "evaluation_days": 1871.25,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1598954400000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759502871626,
    "expiration_time": 1765320336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)