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Trade: DOT/USDT/360/KCL/MIDPRICE/5116

Strategy
DOT/USDT/360/KCL/MIDPRICE/5116
Pair
DOT_USDT
Interval
6h
Score
372769
Daily Profit
0.260274
Profit Factor
1.899270
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-10-07 16:49
Expiration Time
2025-12-02 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 488274.6458 492677.4384 -4402.7926 9598.6429 119300.7456 -109702.1027
Total P&L (%) 488.2746 492.6774 -4.4028 9.5986 119.3007 -109.7021
Avg Daily Profit (%) 0.2603 0.2626 -0.0023 0.0049 0.0419 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146303 -128155 -73581 -604437 -385391 -293022
Profit Factor 1.8993 2.81 0.9837 1.0073 1.1859 0.8387
Total Trades 105 52 53 105 52 53
Winning Trades 48 20 28 48 20 28
Losing Trades 57 32 25 57 32 25
Profitability (%) 45.7143 38.4615 52.8302 45.7143 38.4615 52.8302
Ratio Avg Win / Avg Loss 2.2554 4.496 0.8783 1.1961 1.8974 0.7488
Largest Winning Trade 545901 545901 43658 464270 464270 142937
Largest Losing Trade -36885 -25844 -36885 -178910 -178910 -177326
Avg Bars in Trades 66 85 47 66 85 47
Avg Bars in Winners 97 142 65 97 142 65
Avg Bars in Losers 39 49 27 39 49 27
Bars Traded 6944 4434 2510 6944 4434 2510
Profit Streak 0 107.0761 0 0 107.0761 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372769 -170461 -760466 -565994 -335883 -760466
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1601229600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759844978162,
    "expiration_time": 1764700992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 161,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 102,
            "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": [
        [
            488274.6457860317,
            492677.438434653,
            -4402.7926486213,
            9598.6429393127,
            119300.7456251429,
            -109702.1026858303
        ],
        [
            488.274646,
            492.677438,
            -4.402793,
            9.598643,
            119.300746,
            -109.702103
        ],
        [
            0.260274,
            0.262621,
            -0.002347,
            0.004886,
            0.041868,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146303,
            -128155,
            -73581,
            -604437,
            -385391,
            -293022
        ],
        [
            1.89927,
            2.810002,
            0.98374,
            1.007263,
            1.185905,
            0.838657
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            45.714286,
            38.461538,
            52.830189,
            45.714286,
            38.461538,
            52.830189
        ],
        [
            2.255383,
            4.496004,
            0.878339,
            1.196124,
            1.897448,
            0.748801
        ],
        [
            545901,
            545901,
            43658,
            464270,
            464270,
            142937
        ],
        [
            -36885,
            -25844,
            -36885,
            -178910,
            -178910,
            -177326
        ],
        [
            66,
            85,
            47,
            66,
            85,
            47
        ],
        [
            97,
            142,
            65,
            97,
            142,
            65
        ],
        [
            39,
            49,
            27,
            39,
            49,
            27
        ],
        [
            6944,
            4434,
            2510,
            6944,
            4434,
            2510
        ],
        [
            0,
            107.076136,
            0,
            0,
            107.076136,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372769,
            -170461,
            -760466,
            -565994,
            -335883,
            -760466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1601229600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759844978162,
    "expiration_time": 1764700992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 161,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 102,
            "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)