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Trade: ONE/USDT/120/KCL/SSF/3058

Strategy
ONE/USDT/120/KCL/SSF/3058
Pair
ONE_USDT
Interval
2h
Score
555270
Daily Profit
0.499014
Profit Factor
1.679057
Profitability
51.228070
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 17:43
Expiration Time
2025-12-16 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1039611.038 1025544.3519 14066.686 127465.1697 -211942.5787 339407.7485
Total P&L (%) 1039.611 1025.5444 14.0667 127.4652 -211.9426 339.4077
Avg Daily Profit (%) 0.499 0.4923 0.0068 0.0395 0 0.0711
Buy And Hold Return (%) 93.0502 93.0502 93.0502 93.0502 93.0502 93.0502
Max Trade Drawdown -220716 -246048 -91098 -17214875 -16342303 -4294640
Profit Factor 1.6791 1.9768 1.0292 1.0028 0.9939 1.0329
Total Trades 285 143 142 285 143 142
Winning Trades 146 65 81 146 65 81
Losing Trades 139 78 61 139 78 61
Profitability (%) 51.2281 45.4545 57.0423 51.2281 45.4545 57.0423
Ratio Avg Win / Avg Loss 1.5986 2.3722 0.7751 0.9548 1.1926 0.7779
Largest Winning Trade 567083 567083 19381 6072936 6072936 1483239
Largest Losing Trade -62008 -62008 -29778 -7451822 -7451822 -2836859
Avg Bars in Trades 87 136 37 87 136 37
Avg Bars in Winners 87 158 29 87 158 29
Avg Bars in Losers 86 117 47 86 117 47
Bars Traded 24805 19493 5312 24805 19493 5312
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 555270 444534 -538878 -408324 -581054 -285852
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579348800000,
    "first_datapoint_time": 1579946400000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759416237037,
    "expiration_time": 1765893600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 84,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1039611.0379582501,
            1025544.3519144845,
            14066.6860437647,
            127465.1697219956,
            -211942.578748443,
            339407.7484704398
        ],
        [
            1039.611038,
            1025.544352,
            14.066686,
            127.46517,
            -211.942579,
            339.407748
        ],
        [
            0.499014,
            0.492262,
            0.006752,
            0.039456,
            0,
            0.071078
        ],
        [
            93.050193,
            93.050193,
            93.050193,
            93.050193,
            93.050193,
            93.050193
        ],
        [
            -220716,
            -246048,
            -91098,
            -17214875,
            -16342303,
            -4294640
        ],
        [
            1.679057,
            1.97684,
            1.029238,
            1.002845,
            0.993853,
            1.032889
        ],
        [
            285,
            143,
            142,
            285,
            143,
            142
        ],
        [
            146,
            65,
            81,
            146,
            65,
            81
        ],
        [
            139,
            78,
            61,
            139,
            78,
            61
        ],
        [
            51.22807,
            45.454545,
            57.042254,
            51.22807,
            45.454545,
            57.042254
        ],
        [
            1.598555,
            2.372208,
            0.775105,
            0.954764,
            1.192624,
            0.777855
        ],
        [
            567083,
            567083,
            19381,
            6072936,
            6072936,
            1483239
        ],
        [
            -62008,
            -62008,
            -29778,
            -7451822,
            -7451822,
            -2836859
        ],
        [
            87,
            136,
            37,
            87,
            136,
            37
        ],
        [
            87,
            158,
            29,
            87,
            158,
            29
        ],
        [
            86,
            117,
            47,
            86,
            117,
            47
        ],
        [
            24805,
            19493,
            5312,
            24805,
            19493,
            5312
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            555270,
            444534,
            -538878,
            -408324,
            -581054,
            -285852
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579348800000,
    "first_datapoint_time": 1579946400000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759416237037,
    "expiration_time": 1765893600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 84,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 3
        }
    }
}

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)