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Trade: ONE/USDT/120/KCL/MIDPOINT/8338

Strategy
ONE/USDT/120/KCL/MIDPOINT/8338
Pair
ONE_USDT
Interval
2h
Score
593437
Daily Profit
1.351713
Profit Factor
3.672949
Profitability
36.637931
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-13 01:32
Expiration Time
2025-12-26 23:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2815726.5474 2702598.3207 113128.2267 2139387.9277 8669590.6456 -6530202.7179
Total P&L (%) 2815.7265 2702.5983 113.1282 2139.3879 8669.5906 -6530.2027
Avg Daily Profit (%) 1.3517 1.2974 0.0543 0.1494 0.215 0
Buy And Hold Return (%) 26.2436 26.2436 26.2436 26.2436 26.2436 26.2436
Max Trade Drawdown -228393 -221206 -87532 -34587415 -27765065 -13376210
Profit Factor 3.6729 5.0042 1.2989 1.0235 1.1576 0.8179
Total Trades 232 116 116 232 116 116
Winning Trades 85 38 47 85 38 47
Losing Trades 147 78 69 147 78 69
Profitability (%) 36.6379 32.7586 40.5172 36.6379 32.7586 40.5172
Ratio Avg Win / Avg Loss 6.352 10.2718 1.9069 1.7701 2.3761 1.2007
Largest Winning Trade 2395228 2395228 66419 20032429 20032429 4024135
Largest Losing Trade -37294 -37294 -18189 -7358045 -7358045 -6271770
Avg Bars in Trades 106 147 64 106 147 64
Avg Bars in Winners 169 266 91 169 266 91
Avg Bars in Losers 69 90 45 69 90 45
Bars Traded 24597 17140 7456 24597 17140 7456
Profit Streak 0 0 20.2722 0 0 20.2722
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 593437 520018 -124532 -190756 -44859 -582490
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1580263200000,
    "first_datapoint_time": 1581926400000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760308319938,
    "expiration_time": 1766785622400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 232,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 153,
            "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": [
        [
            2815726.547419484,
            2702598.320689061,
            113128.2267304229,
            2139387.927689648,
            8669590.645601407,
            -6530202.717911753
        ],
        [
            2815.726547,
            2702.598321,
            113.128227,
            2139.387928,
            8669.590646,
            -6530.202718
        ],
        [
            1.351713,
            1.297405,
            0.054308,
            0.149351,
            0.215003,
            0
        ],
        [
            26.243568,
            26.243568,
            26.243568,
            26.243568,
            26.243568,
            26.243568
        ],
        [
            -228393,
            -221206,
            -87532,
            -34587415,
            -27765065,
            -13376210
        ],
        [
            3.672949,
            5.004219,
            1.298903,
            1.023543,
            1.157583,
            0.817884
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            85,
            38,
            47,
            85,
            38,
            47
        ],
        [
            147,
            78,
            69,
            147,
            78,
            69
        ],
        [
            36.637931,
            32.758621,
            40.517241,
            36.637931,
            32.758621,
            40.517241
        ],
        [
            6.352042,
            10.271819,
            1.9069,
            1.770126,
            2.376091,
            1.200723
        ],
        [
            2395228,
            2395228,
            66419,
            20032429,
            20032429,
            4024135
        ],
        [
            -37294,
            -37294,
            -18189,
            -7358045,
            -7358045,
            -6271770
        ],
        [
            106,
            147,
            64,
            106,
            147,
            64
        ],
        [
            169,
            266,
            91,
            169,
            266,
            91
        ],
        [
            69,
            90,
            45,
            69,
            90,
            45
        ],
        [
            24597,
            17140,
            7456,
            24597,
            17140,
            7456
        ],
        [
            0,
            0,
            20.272221,
            0,
            0,
            20.272221
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            593437,
            520018,
            -124532,
            -190756,
            -44859,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1580263200000,
    "first_datapoint_time": 1581926400000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760308319938,
    "expiration_time": 1766785622400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 232,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 153,
            "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)