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Trade: ONE/USDT/120/KCL/LINREG/3626

Strategy
ONE/USDT/120/KCL/LINREG/3626
Pair
ONE_USDT
Interval
2h
Score
578861
Daily Profit
0.398384
Profit Factor
1.369144
Profitability
60.109790
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-12 10:50
Expiration Time
2025-12-26 07:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 829703.1768 838991.0332 -9287.8564 45176.4177 290025.7263 -244849.3086
Total P&L (%) 829.7032 838.991 -9.2879 45.1764 290.0257 -244.8493
Avg Daily Profit (%) 0.3984 0.4028 -0.0045 0.0179 0.0654 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -228279 -226923 -88328 -2146493 -1805562 -472589
Profit Factor 1.3691 1.5365 0.9864 1.0051 1.0445 0.8962
Total Trades 1093 546 547 1093 546 547
Winning Trades 657 330 327 657 330 327
Losing Trades 436 216 220 436 216 220
Profitability (%) 60.1098 60.4396 59.7806 60.1098 60.4396 59.7806
Ratio Avg Win / Avg Loss 0.9086 1.0057 0.6636 0.667 0.6837 0.6029
Largest Winning Trade 438535 438535 11122 712545 712545 79094
Largest Losing Trade -63815 -63815 -40865 -682137 -682137 -301962
Avg Bars in Trades 22 39 5 22 39 5
Avg Bars in Winners 16 28 4 16 28 4
Avg Bars in Losers 31 56 7 31 56 7
Bars Traded 24587 21605 2982 24587 21605 2982
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 578861 538247 -576929 -379787 -275222 -576929
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1580241600000,
    "first_datapoint_time": 1581156000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760255444628,
    "expiration_time": 1766726726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 128,
            "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": [
        [
            829703.1768368519,
            838991.0332112435,
            -9287.8563743925,
            45176.417660688,
            290025.7263032984,
            -244849.3086426108
        ],
        [
            829.703177,
            838.991033,
            -9.287856,
            45.176418,
            290.025726,
            -244.849309
        ],
        [
            0.398384,
            0.402844,
            -0.00446,
            0.017901,
            0.065372,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -228279,
            -226923,
            -88328,
            -2146493,
            -1805562,
            -472589
        ],
        [
            1.369144,
            1.536517,
            0.986419,
            1.005091,
            1.044513,
            0.896188
        ],
        [
            1093,
            546,
            547,
            1093,
            546,
            547
        ],
        [
            657,
            330,
            327,
            657,
            330,
            327
        ],
        [
            436,
            216,
            220,
            436,
            216,
            220
        ],
        [
            60.10979,
            60.43956,
            59.780622,
            60.10979,
            60.43956,
            59.780622
        ],
        [
            0.908595,
            1.00572,
            0.663646,
            0.667001,
            0.683681,
            0.60294
        ],
        [
            438535,
            438535,
            11122,
            712545,
            712545,
            79094
        ],
        [
            -63815,
            -63815,
            -40865,
            -682137,
            -682137,
            -301962
        ],
        [
            22,
            39,
            5,
            22,
            39,
            5
        ],
        [
            16,
            28,
            4,
            16,
            28,
            4
        ],
        [
            31,
            56,
            7,
            31,
            56,
            7
        ],
        [
            24587,
            21605,
            2982,
            24587,
            21605,
            2982
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            578861,
            538247,
            -576929,
            -379787,
            -275222,
            -576929
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1580241600000,
    "first_datapoint_time": 1581156000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760255444628,
    "expiration_time": 1766726726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 128,
            "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)