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Trade: ETC/USDT/120/KCL/HILO/5866

Strategy
ETC/USDT/120/KCL/HILO/5866
Pair
ETC_USDT
Interval
2h
Score
396478
Daily Profit
0.283411
Profit Factor
1.527602
Profitability
45.913462
Streak
6.195946
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-10-02 07:42
Expiration Time
2025-12-16 05:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 483273.1582 590275.0498 -107001.8916 -79787.1364 99325.7067 -179112.8431
Total P&L (%) 483.2732 590.2751 -107.0019 -79.7871 99.3257 -179.1128
Avg Daily Profit (%) 0.232 0.2834 -0.0514 -0.0767 0.0331 0
Buy And Hold Return (%) 108.7262 108.7262 108.7262 108.7262 108.7262 108.7262
Max Trade Drawdown -246806 -156358 -143883 -381497 -227409 -196484
Profit Factor 1.2681 1.5276 0.8435 0.9254 1.1553 0.5828
Total Trades 833 416 417 833 416 417
Winning Trades 399 191 208 399 191 208
Losing Trades 434 225 209 434 225 209
Profitability (%) 47.8992 45.9135 49.8801 47.8992 45.9135 49.8801
Ratio Avg Win / Avg Loss 1.3793 1.7995 0.8476 1.0065 1.3609 0.5856
Largest Winning Trade 606432 606432 30455 343447 343447 23924
Largest Losing Trade -40822 -34417 -40822 -115804 -115804 -85493
Avg Bars in Trades 29 45 13 29 45 13
Avg Bars in Winners 34 59 12 34 59 12
Avg Bars in Losers 24 33 14 24 33 14
Bars Traded 24615 18962 5653 24615 18962 5653
Profit Streak 0 6.1959 0 0 6.1959 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 351670 396478 -578922 -575299 -363418 -578922
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579363200000,
    "first_datapoint_time": 1579672800000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759380129726,
    "expiration_time": 1765855785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 44,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            483273.158176954,
            590275.0497922503,
            -107001.8916152973,
            -79787.136449152,
            99325.7067008381,
            -179112.8431499902
        ],
        [
            483.273158,
            590.27505,
            -107.001892,
            -79.787136,
            99.325707,
            -179.112843
        ],
        [
            0.232036,
            0.283411,
            -0.051375,
            -0.076737,
            0.033124,
            0
        ],
        [
            108.726227,
            108.726227,
            108.726227,
            108.726227,
            108.726227,
            108.726227
        ],
        [
            -246806,
            -156358,
            -143883,
            -381497,
            -227409,
            -196484
        ],
        [
            1.2681,
            1.527602,
            0.843518,
            0.925362,
            1.155276,
            0.58279
        ],
        [
            833,
            416,
            417,
            833,
            416,
            417
        ],
        [
            399,
            191,
            208,
            399,
            191,
            208
        ],
        [
            434,
            225,
            209,
            434,
            225,
            209
        ],
        [
            47.89916,
            45.913462,
            49.880096,
            47.89916,
            45.913462,
            49.880096
        ],
        [
            1.379337,
            1.799531,
            0.847573,
            1.006534,
            1.360927,
            0.585592
        ],
        [
            606432,
            606432,
            30455,
            343447,
            343447,
            23924
        ],
        [
            -40822,
            -34417,
            -40822,
            -115804,
            -115804,
            -85493
        ],
        [
            29,
            45,
            13,
            29,
            45,
            13
        ],
        [
            34,
            59,
            12,
            34,
            59,
            12
        ],
        [
            24,
            33,
            14,
            24,
            33,
            14
        ],
        [
            24615,
            18962,
            5653,
            24615,
            18962,
            5653
        ],
        [
            0,
            6.195946,
            0,
            0,
            6.195946,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351670,
            396478,
            -578922,
            -575299,
            -363418,
            -578922
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579363200000,
    "first_datapoint_time": 1579672800000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759380129726,
    "expiration_time": 1765855785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 44,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)