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Trade: KSM/USDT/120/ALMA/DCM/9612

Strategy
KSM/USDT/120/ALMA/DCM/9612
Pair
KSM_USDT
Interval
2h
Score
358272
Daily Profit
0.209511
Profit Factor
1.319343
Profitability
44.827586
Streak
10.046212
Best Strategy
Training Data Length
1851.920000
Evaluation Time
2025-09-30 22:06
Expiration Time
2025-12-06 12:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387996.8257 334034.0729 53962.7528 61085.2678 66490.9007 -5405.6329
Total P&L (%) 387.9968 334.0341 53.9628 61.0853 66.4909 -5.4056
Avg Daily Profit (%) 0.2095 0.1804 0.0291 0.0257 0.0275 -0.003
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141389 -167295 -145030 -228939 -178364 -189311
Profit Factor 1.3193 1.5497 1.0889 1.0467 1.1021 0.9918
Total Trades 261 130 131 261 130 131
Winning Trades 117 50 67 117 50 67
Losing Trades 144 80 64 144 80 64
Profitability (%) 44.8276 38.4615 51.145 44.8276 38.4615 51.145
Ratio Avg Win / Avg Loss 1.6238 2.4794 1.0401 1.2882 1.7633 0.9474
Largest Winning Trade 117827 117827 67261 73680 59056 73680
Largest Losing Trade -31172 -28531 -31172 -47858 -46103 -47858
Avg Bars in Trades 84 93 75 84 93 75
Avg Bars in Winners 103 118 92 103 118 92
Avg Bars in Losers 68 77 56 68 77 56
Bars Traded 21991 12140 9851 21991 12140 9851
Profit Streak 10.0462 10.2962 10.0462 10.0462 10.2962 10.0462
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358272 236800 -276757 -327308 -267063 -579733
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22223,
    "evaluation_days": 1851.92,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600783200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759259192711,
    "expiration_time": 1765015401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 219,
            "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": [
        [
            387996.8257188991,
            334034.0729171447,
            53962.7528017544,
            61085.26778078,
            66490.9006633409,
            -5405.6328825608
        ],
        [
            387.996826,
            334.034073,
            53.962753,
            61.085268,
            66.490901,
            -5.405633
        ],
        [
            0.209511,
            0.180372,
            0.029139,
            0.025748,
            0.02753,
            -0.003001
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141389,
            -167295,
            -145030,
            -228939,
            -178364,
            -189311
        ],
        [
            1.319343,
            1.549653,
            1.088862,
            1.046684,
            1.102075,
            0.991773
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            117,
            50,
            67,
            117,
            50,
            67
        ],
        [
            144,
            80,
            64,
            144,
            80,
            64
        ],
        [
            44.827586,
            38.461538,
            51.145038,
            44.827586,
            38.461538,
            51.145038
        ],
        [
            1.623806,
            2.479445,
            1.040107,
            1.288227,
            1.76332,
            0.947366
        ],
        [
            117827,
            117827,
            67261,
            73680,
            59056,
            73680
        ],
        [
            -31172,
            -28531,
            -31172,
            -47858,
            -46103,
            -47858
        ],
        [
            84,
            93,
            75,
            84,
            93,
            75
        ],
        [
            103,
            118,
            92,
            103,
            118,
            92
        ],
        [
            68,
            77,
            56,
            68,
            77,
            56
        ],
        [
            21991,
            12140,
            9851,
            21991,
            12140,
            9851
        ],
        [
            10.046212,
            10.296212,
            10.046212,
            10.046212,
            10.296212,
            10.046212
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358272,
            236800,
            -276757,
            -327308,
            -267063,
            -579733
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22223,
    "evaluation_days": 1851.92,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600783200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759259192711,
    "expiration_time": 1765015401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 219,
            "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)