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Trade: ONE/USDT/360/KCL/DCM/9523

Strategy
ONE/USDT/360/KCL/DCM/9523
Pair
ONE_USDT
Interval
6h
Score
750900
Daily Profit
0.705987
Profit Factor
6.309664
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2322.000000
Evaluation Time
2025-10-09 02:13
Expiration Time
2025-12-17 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1615542.3903 1639301.4109 -23759.0206 7685.502 54313.1178 -46627.6158
Total P&L (%) 1615.5424 1639.3014 -23.759 7.6855 54.3131 -46.6276
Avg Daily Profit (%) 0.6958 0.706 -0.0102 0.0032 0.0187 -0.027
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135017 -92804 -161602 -447809 -294549 -328292
Profit Factor 3.744 6.3097 0.9152 1.0081 1.0987 0.8829
Total Trades 65 32 33 65 32 33
Winning Trades 31 16 15 31 16 15
Losing Trades 34 16 18 34 16 18
Profitability (%) 47.6923 50 45.4545 47.6923 50 45.4545
Ratio Avg Win / Avg Loss 4.1063 6.3097 1.0982 1.1057 1.0987 1.0595
Largest Winning Trade 1455284 1455284 43407 306090 306090 141997
Largest Losing Trade -92804 -92804 -49661 -294549 -294549 -101564
Avg Bars in Trades 123 214 34 123 214 34
Avg Bars in Winners 146 240 46 146 240 46
Avg Bars in Losers 101 188 24 101 188 24
Bars Traded 8012 6876 1136 8012 6876 1136
Profit Streak 74.9675 0 151.4675 74.9675 0 151.4675
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -117190 750900 -579940 -702282 -280880 -579940
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564293600000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759965192214,
    "expiration_time": 1765965024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 122,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 230,
            "offset": 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": [
        [
            1615542.3902676934,
            1639301.4108873308,
            -23759.0206196371,
            7685.5020253013,
            54313.1178471062,
            -46627.615821805
        ],
        [
            1615.54239,
            1639.301411,
            -23.759021,
            7.685502,
            54.313118,
            -46.627616
        ],
        [
            0.695755,
            0.705987,
            -0.010232,
            0.003189,
            0.018685,
            -0.027037
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135017,
            -92804,
            -161602,
            -447809,
            -294549,
            -328292
        ],
        [
            3.743967,
            6.309664,
            0.915153,
            1.008106,
            1.098744,
            0.882883
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            47.692308,
            50,
            45.454545,
            47.692308,
            50,
            45.454545
        ],
        [
            4.106286,
            6.309664,
            1.098184,
            1.105664,
            1.098744,
            1.05946
        ],
        [
            1455284,
            1455284,
            43407,
            306090,
            306090,
            141997
        ],
        [
            -92804,
            -92804,
            -49661,
            -294549,
            -294549,
            -101564
        ],
        [
            123,
            214,
            34,
            123,
            214,
            34
        ],
        [
            146,
            240,
            46,
            146,
            240,
            46
        ],
        [
            101,
            188,
            24,
            101,
            188,
            24
        ],
        [
            8012,
            6876,
            1136,
            8012,
            6876,
            1136
        ],
        [
            74.967502,
            0,
            151.467502,
            74.967502,
            0,
            151.467502
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117190,
            750900,
            -579940,
            -702282,
            -280880,
            -579940
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564293600000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759965192214,
    "expiration_time": 1765965024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 122,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 230,
            "offset": 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)