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Trade: LDO/USDT/120/KCL/MIDPRICE/3200

Strategy
LDO/USDT/120/KCL/MIDPRICE/3200
Pair
LDO_USDT
Interval
2h
Score
471079
Daily Profit
0.245982
Profit Factor
1.634812
Profitability
60.194175
Streak
88.716582
Best Strategy
Training Data Length
1247.080000
Evaluation Time
2025-10-07 14:11
Expiration Time
2025-11-21 09:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306759.3973 226859.4356 79899.9617 302443.3595 159473.5655 142969.794
Total P&L (%) 306.7594 226.8594 79.9 302.4434 159.4736 142.9698
Avg Daily Profit (%) 0.246 0.1819 0.0641 0.1117 0.0765 0.0712
Buy And Hold Return (%) 19.0689 19.0689 19.0689 19.0689 19.0689 19.0689
Max Trade Drawdown -104156 -86315 -42275 -86764 -96762 -34457
Profit Factor 1.6348 1.731 1.4621 1.6462 1.4986 1.9649
Total Trades 103 51 52 103 51 52
Winning Trades 62 32 30 62 32 30
Losing Trades 41 19 22 41 19 22
Profitability (%) 60.1942 62.7451 57.6923 60.1942 62.7451 57.6923
Ratio Avg Win / Avg Loss 1.0811 1.0278 1.0722 1.0886 0.8898 1.4409
Largest Winning Trade 60515 60515 20253 82541 82541 50481
Largest Losing Trade -46550 -46550 -24340 -82129 -82129 -23266
Avg Bars in Trades 131 228 37 131 228 37
Avg Bars in Winners 106 162 46 106 162 46
Avg Bars in Losers 170 338 25 170 338 25
Bars Traded 13572 11636 1936 13572 11636 1936
Profit Streak 88.7166 89.2999 88.7166 88.7166 89.2999 88.7166
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 471079 -167405 -286054 -38760 -268234 -272930
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14965,
    "evaluation_days": 1247.08,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653739200000,
    "last_datapoint_time": 1759831200000,
    "evaluation_time": 1759835512684,
    "expiration_time": 1763710128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 95,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "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": [
        [
            306759.3972537977,
            226859.4355722896,
            79899.9616815083,
            302443.3594868955,
            159473.5654972807,
            142969.7939896149
        ],
        [
            306.759397,
            226.859436,
            79.899962,
            302.443359,
            159.473565,
            142.969794
        ],
        [
            0.245982,
            0.181912,
            0.06407,
            0.111714,
            0.076487,
            0.071213
        ],
        [
            19.068865,
            19.068865,
            19.068865,
            19.068865,
            19.068865,
            19.068865
        ],
        [
            -104156,
            -86315,
            -42275,
            -86764,
            -96762,
            -34457
        ],
        [
            1.634812,
            1.731034,
            1.462112,
            1.646205,
            1.498582,
            1.964868
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            60.194175,
            62.745098,
            57.692308,
            60.194175,
            62.745098,
            57.692308
        ],
        [
            1.081086,
            1.027801,
            1.072216,
            1.08862,
            0.889783,
            1.440903
        ],
        [
            60515,
            60515,
            20253,
            82541,
            82541,
            50481
        ],
        [
            -46550,
            -46550,
            -24340,
            -82129,
            -82129,
            -23266
        ],
        [
            131,
            228,
            37,
            131,
            228,
            37
        ],
        [
            106,
            162,
            46,
            106,
            162,
            46
        ],
        [
            170,
            338,
            25,
            170,
            338,
            25
        ],
        [
            13572,
            11636,
            1936,
            13572,
            11636,
            1936
        ],
        [
            88.716582,
            89.299915,
            88.716582,
            88.716582,
            89.299915,
            88.716582
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471079,
            -167405,
            -286054,
            -38760,
            -268234,
            -272930
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14965,
    "evaluation_days": 1247.08,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653739200000,
    "last_datapoint_time": 1759831200000,
    "evaluation_time": 1759835512684,
    "expiration_time": 1763710128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 95,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "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)