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Trade: BCH/USDT/360/KCL/HILO/4573

Strategy
BCH/USDT/360/KCL/HILO/4573
Pair
BCH_USDT
Interval
6h
Score
401810
Daily Profit
0.158491
Profit Factor
1.721591
Profitability
52.941176
Streak
23.955261
Best Strategy
Training Data Length
2143.500000
Evaluation Time
2025-10-10 19:55
Expiration Time
2025-12-13 21:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 339725.2065 328913.6048 10811.6017 144724.575 253835.7831 -109111.2082
Total P&L (%) 339.7252 328.9136 10.8116 144.7246 253.8358 -109.1112
Avg Daily Profit (%) 0.1585 0.1534 0.005 0.0418 0.059 0
Buy And Hold Return (%) 62.6523 62.6523 62.6523 62.6523 62.6523 62.6523
Max Trade Drawdown -113710 -113449 -129027 -176084 -74864 -174376
Profit Factor 1.7216 2.5403 1.042 1.249 2.1935 0.7039
Total Trades 102 51 51 102 51 51
Winning Trades 54 28 26 54 28 26
Losing Trades 48 23 25 48 23 25
Profitability (%) 52.9412 54.902 50.9804 52.9412 54.902 50.9804
Ratio Avg Win / Avg Loss 1.5303 2.0866 1.0019 1.1102 1.8018 0.6769
Largest Winning Trade 157309 157309 37011 125979 125979 33541
Largest Losing Trade -63746 -50117 -63746 -74864 -74864 -70790
Avg Bars in Trades 79 116 42 79 116 42
Avg Bars in Winners 93 131 53 93 131 53
Avg Bars in Losers 62 97 30 62 97 30
Bars Traded 8075 5923 2152 8075 5923 2152
Profit Streak 23.9553 30.2053 23.9553 23.9553 30.2053 23.9553
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401810 -167980 -705540 -140491 -291060 -760161
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8574,
    "evaluation_days": 2143.5,
    "actual_first_datapoint_time": 1574920800000,
    "first_datapoint_time": 1580148000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760115334598,
    "expiration_time": 1765653552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 205,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 221
        }
    }
}
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": [
        [
            339725.2065358374,
            328913.604839847,
            10811.6016959903,
            144724.5749846217,
            253835.7831367379,
            -109111.208152116
        ],
        [
            339.725207,
            328.913605,
            10.811602,
            144.724575,
            253.835783,
            -109.111208
        ],
        [
            0.158491,
            0.153447,
            0.005044,
            0.041761,
            0.058971,
            0
        ],
        [
            62.652263,
            62.652263,
            62.652263,
            62.652263,
            62.652263,
            62.652263
        ],
        [
            -113710,
            -113449,
            -129027,
            -176084,
            -74864,
            -174376
        ],
        [
            1.721591,
            2.540267,
            1.042026,
            1.249,
            2.193465,
            0.703933
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            52.941176,
            54.901961,
            50.980392,
            52.941176,
            54.901961,
            50.980392
        ],
        [
            1.530303,
            2.086648,
            1.001948,
            1.110222,
            1.801775,
            0.676858
        ],
        [
            157309,
            157309,
            37011,
            125979,
            125979,
            33541
        ],
        [
            -63746,
            -50117,
            -63746,
            -74864,
            -74864,
            -70790
        ],
        [
            79,
            116,
            42,
            79,
            116,
            42
        ],
        [
            93,
            131,
            53,
            93,
            131,
            53
        ],
        [
            62,
            97,
            30,
            62,
            97,
            30
        ],
        [
            8075,
            5923,
            2152,
            8075,
            5923,
            2152
        ],
        [
            23.955261,
            30.205261,
            23.955261,
            23.955262,
            30.205262,
            23.955262
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401810,
            -167980,
            -705540,
            -140491,
            -291060,
            -760161
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8574,
    "evaluation_days": 2143.5,
    "actual_first_datapoint_time": 1574920800000,
    "first_datapoint_time": 1580148000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760115334598,
    "expiration_time": 1765653552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 205,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 221
        }
    }
}

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)