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Trade: FIL/USDT/120/KCL/PSAR/6688

Strategy
FIL/USDT/120/KCL/PSAR/6688
Pair
FIL_USDT
Interval
2h
Score
400964
Daily Profit
0.270411
Profit Factor
1.390966
Profitability
44.833333
Streak
3.783930
Best Strategy
Training Data Length
1816.250000
Evaluation Time
2025-10-06 11:48
Expiration Time
2025-12-10 19:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 491133.1896 325322.096 165811.0936 221934.3288 -250198.2086 472132.5374
Total P&L (%) 491.1332 325.3221 165.8111 221.9343 -250.1982 472.1325
Avg Daily Profit (%) 0.2704 0.1791 0.0913 0.0644 0 0.0961
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192893 -141549 -70251 -3091102 -2363251 -1139366
Profit Factor 1.391 1.4441 1.3166 1.0153 0.9699 1.0758
Total Trades 600 300 300 600 300 300
Winning Trades 269 118 151 269 118 151
Losing Trades 331 182 149 331 182 149
Profitability (%) 44.8333 39.3333 50.3333 44.8333 39.3333 50.3333
Ratio Avg Win / Avg Loss 1.7116 2.2274 1.2992 1.2493 1.4959 1.0615
Largest Winning Trade 331012 331012 69843 1491547 1491547 554459
Largest Losing Trade -18893 -18893 -13822 -319607 -319607 -301842
Avg Bars in Trades 35 34 37 35 34 37
Avg Bars in Winners 50 48 51 50 48 51
Avg Bars in Losers 24 24 23 24 24 23
Bars Traded 21517 10201 11316 21517 10201 11316
Profit Streak 3.7839 14.1173 3.7839 3.7839 14.1173 3.7839
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400964 251239 -70260 -309524 -581650 -201251
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21795,
    "evaluation_days": 1816.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604448000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759740531584,
    "expiration_time": 1765386864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}
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": [
        [
            491133.1896186229,
            325322.096005484,
            165811.0936131401,
            221934.3287743371,
            -250198.2085929399,
            472132.5373672766
        ],
        [
            491.13319,
            325.322096,
            165.811094,
            221.934329,
            -250.198209,
            472.132537
        ],
        [
            0.270411,
            0.179117,
            0.091293,
            0.064394,
            0,
            0.096079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192893,
            -141549,
            -70251,
            -3091102,
            -2363251,
            -1139366
        ],
        [
            1.390966,
            1.444122,
            1.316616,
            1.01526,
            0.969897,
            1.075764
        ],
        [
            600,
            300,
            300,
            600,
            300,
            300
        ],
        [
            269,
            118,
            151,
            269,
            118,
            151
        ],
        [
            331,
            182,
            149,
            331,
            182,
            149
        ],
        [
            44.833333,
            39.333333,
            50.333333,
            44.833333,
            39.333333,
            50.333333
        ],
        [
            1.71156,
            2.227375,
            1.299177,
            1.249261,
            1.495944,
            1.061515
        ],
        [
            331012,
            331012,
            69843,
            1491547,
            1491547,
            554459
        ],
        [
            -18893,
            -18893,
            -13822,
            -319607,
            -319607,
            -301842
        ],
        [
            35,
            34,
            37,
            35,
            34,
            37
        ],
        [
            50,
            48,
            51,
            50,
            48,
            51
        ],
        [
            24,
            24,
            23,
            24,
            24,
            23
        ],
        [
            21517,
            10201,
            11316,
            21517,
            10201,
            11316
        ],
        [
            3.78393,
            14.117264,
            3.78393,
            3.78393,
            14.117264,
            3.78393
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400964,
            251239,
            -70260,
            -309524,
            -581650,
            -201251
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21795,
    "evaluation_days": 1816.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604448000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759740531584,
    "expiration_time": 1765386864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}

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)