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Trade: FIL/USDT/360/OHLC4/KCL/3977

Strategy
FIL/USDT/360/OHLC4/KCL/3977
Pair
FIL_USDT
Interval
6h
Score
456882
Daily Profit
0.376097
Profit Factor
2.443250
Profitability
42.519685
Streak
19.635229
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-10-06 00:14
Expiration Time
2025-11-29 07:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 683180.6432 490465.6405 192715.0027 805193.5598 -3063.9749 808257.5347
Total P&L (%) 683.1806 490.4656 192.715 805.1936 -3.064 808.2575
Avg Daily Profit (%) 0.3761 0.27 0.1061 0.1214 -0.0017 0.1215
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135836 -104432 -69725 -2124431 -1020888 -1198722
Profit Factor 2.4433 3.2038 1.7684 1.147 0.9987 1.2525
Total Trades 127 64 63 127 64 63
Winning Trades 54 28 26 54 28 26
Losing Trades 73 36 37 73 36 37
Profitability (%) 42.5197 43.75 41.2698 42.5197 43.75 41.2698
Ratio Avg Win / Avg Loss 3.3029 4.1192 2.5165 1.5506 1.284 1.7825
Largest Winning Trade 500649 500649 70389 1006527 583450 1006527
Largest Losing Trade -48918 -19994 -48918 -1164870 -233724 -1164870
Avg Bars in Trades 55 37 73 55 37 73
Avg Bars in Winners 95 63 131 95 63 131
Avg Bars in Losers 26 18 33 26 18 33
Bars Traded 7080 2428 4652 7080 2428 4652
Profit Streak 19.6352 19.6352 25.8852 19.6352 19.6352 25.8852
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456882 -126988 -197809 -89803 -720443 -179247
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7266,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606219200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759698883799,
    "expiration_time": 1764395568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 160
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 11,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            683180.6432095777,
            490465.6404669015,
            192715.0027426763,
            805193.5597906589,
            -3063.9749308599,
            808257.5347215194
        ],
        [
            683.180643,
            490.46564,
            192.715003,
            805.19356,
            -3.063975,
            808.257535
        ],
        [
            0.376097,
            0.270006,
            0.106091,
            0.12135,
            -0.001713,
            0.121536
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135836,
            -104432,
            -69725,
            -2124431,
            -1020888,
            -1198722
        ],
        [
            2.44325,
            3.203845,
            1.768362,
            1.147009,
            0.998654,
            1.252538
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            42.519685,
            43.75,
            41.269841,
            42.519685,
            43.75,
            41.269841
        ],
        [
            3.302912,
            4.11923,
            2.516516,
            1.550586,
            1.283984,
            1.782457
        ],
        [
            500649,
            500649,
            70389,
            1006527,
            583450,
            1006527
        ],
        [
            -48918,
            -19994,
            -48918,
            -1164870,
            -233724,
            -1164870
        ],
        [
            55,
            37,
            73,
            55,
            37,
            73
        ],
        [
            95,
            63,
            131,
            95,
            63,
            131
        ],
        [
            26,
            18,
            33,
            26,
            18,
            33
        ],
        [
            7080,
            2428,
            4652,
            7080,
            2428,
            4652
        ],
        [
            19.635229,
            19.635229,
            25.885229,
            19.635229,
            19.635229,
            25.885229
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456882,
            -126988,
            -197809,
            -89803,
            -720443,
            -179247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7266,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606219200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759698883799,
    "expiration_time": 1764395568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 160
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 11,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)