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Trade: FIL/USDT/15/KCL/KCL/3022

Strategy
FIL/USDT/15/KCL/KCL/3022
Pair
FIL_USDT
Interval
15m
Score
541810
Daily Profit
0.392346
Profit Factor
2.471235
Profitability
78.571429
Streak
27.368862
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-13 00:06
Expiration Time
2025-12-26 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77834.5001 -24340.1527 102174.6527 66351.3201 -28031.4626 94382.7827
Total P&L (%) 77.8345 -24.3402 102.1747 66.3513 -28.0315 94.3828
Avg Daily Profit (%) 0.2989 -0.0935 0.3923 0.1956 -0.1262 0.2556
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28330 -35019 -22037 -27550 -35394 -20975
Profit Factor 1.588 0.6131 2.4712 1.5339 0.5422 2.497
Total Trades 83 41 42 83 41 42
Winning Trades 60 27 33 60 27 33
Losing Trades 23 14 9 23 14 9
Profitability (%) 72.2892 65.8537 78.5714 72.2892 65.8537 78.5714
Ratio Avg Win / Avg Loss 0.6087 0.3179 0.674 0.588 0.2811 0.681
Largest Winning Trade 65028 3812 65028 65549 3383 65549
Largest Losing Trade -23962 -23962 -17376 -24730 -24730 -15997
Avg Bars in Trades 294 87 495 294 87 495
Avg Bars in Winners 206 48 335 206 48 335
Avg Bars in Losers 522 164 1080 522 164 1080
Bars Traded 24420 3606 20813 24420 3606 20813
Profit Streak 18.6605 18.6605 27.3689 18.6605 18.6605 27.3689
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385531 -578739 541810 333094 -578739 501512
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737803700000,
    "first_datapoint_time": 1737975600000,
    "last_datapoint_time": 1760302800000,
    "evaluation_time": 1760303169696,
    "expiration_time": 1766782800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 93,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            77834.5000810816,
            -24340.1526680992,
            102174.6527491809,
            66351.3200693542,
            -28031.4626300345,
            94382.7826993887
        ],
        [
            77.8345,
            -24.340153,
            102.174653,
            66.35132,
            -28.031463,
            94.382783
        ],
        [
            0.298881,
            -0.093465,
            0.392346,
            0.195618,
            -0.126232,
            0.255552
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28330,
            -35019,
            -22037,
            -27550,
            -35394,
            -20975
        ],
        [
            1.588041,
            0.613121,
            2.471235,
            1.533921,
            0.542156,
            2.497025
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            23,
            14,
            9,
            23,
            14,
            9
        ],
        [
            72.289157,
            65.853659,
            78.571429,
            72.289157,
            65.853659,
            78.571429
        ],
        [
            0.608749,
            0.317914,
            0.673973,
            0.588003,
            0.281118,
            0.681007
        ],
        [
            65028,
            3812,
            65028,
            65549,
            3383,
            65549
        ],
        [
            -23962,
            -23962,
            -17376,
            -24730,
            -24730,
            -15997
        ],
        [
            294,
            87,
            495,
            294,
            87,
            495
        ],
        [
            206,
            48,
            335,
            206,
            48,
            335
        ],
        [
            522,
            164,
            1080,
            522,
            164,
            1080
        ],
        [
            24420,
            3606,
            20813,
            24420,
            3606,
            20813
        ],
        [
            18.660529,
            18.660529,
            27.368862,
            18.660529,
            18.660529,
            27.368862
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385531,
            -578739,
            541810,
            333094,
            -578739,
            501512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737803700000,
    "first_datapoint_time": 1737975600000,
    "last_datapoint_time": 1760302800000,
    "evaluation_time": 1760303169696,
    "expiration_time": 1766782800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 93,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)