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Trade: KSM/USDT/120/EMA/SSF/5461

Strategy
KSM/USDT/120/EMA/SSF/5461
Pair
KSM_USDT
Interval
2h
Score
353679
Daily Profit
0.225529
Profit Factor
1.523908
Profitability
51.694915
Streak
0.000000
Best Strategy
Training Data Length
1854.420000
Evaluation Time
2025-10-03 11:03
Expiration Time
2025-12-09 02:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418225.9003 352214.8476 66011.0527 53615.5399 104984.9986 -51369.4586
Total P&L (%) 418.2259 352.2148 66.0111 53.6155 104.985 -51.3695
Avg Daily Profit (%) 0.2255 0.1899 0.0356 0.0232 0.0387 -0.0389
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176219 -170540 -127250 -1454181 -1172097 -605878
Profit Factor 1.5239 1.777 1.1914 1.0178 1.0586 0.9577
Total Trades 118 59 59 118 59 59
Winning Trades 61 27 34 61 27 34
Losing Trades 57 32 25 57 32 25
Profitability (%) 51.6949 45.7627 57.6271 51.6949 45.7627 57.6271
Ratio Avg Win / Avg Loss 1.424 2.106 0.876 0.9511 1.2546 0.7042
Largest Winning Trade 211401 211401 50492 599222 599222 209982
Largest Losing Trade -47168 -47168 -41203 -429750 -296762 -429750
Avg Bars in Trades 185 156 214 185 156 214
Avg Bars in Winners 209 165 244 209 165 244
Avg Bars in Losers 159 148 174 159 148 174
Bars Traded 21902 9221 12681 21902 9221 12681
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 353679 -167423 -333000 -365076 -475575 -756469
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22253,
    "evaluation_days": 1854.42,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759478594169,
    "expiration_time": 1765239177600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 210,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            418225.9002969826,
            352214.8475530964,
            66011.0527438862,
            53615.5399449216,
            104984.998556098,
            -51369.4586111768
        ],
        [
            418.2259,
            352.214848,
            66.011053,
            53.61554,
            104.984999,
            -51.369459
        ],
        [
            0.225529,
            0.189933,
            0.035597,
            0.023152,
            0.038713,
            -0.038868
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176219,
            -170540,
            -127250,
            -1454181,
            -1172097,
            -605878
        ],
        [
            1.523908,
            1.776966,
            1.191359,
            1.017831,
            1.058608,
            0.957741
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            51.694915,
            45.762712,
            57.627119,
            51.694915,
            45.762712,
            57.627119
        ],
        [
            1.42398,
            2.106033,
            0.875999,
            0.951088,
            1.254647,
            0.704222
        ],
        [
            211401,
            211401,
            50492,
            599222,
            599222,
            209982
        ],
        [
            -47168,
            -47168,
            -41203,
            -429750,
            -296762,
            -429750
        ],
        [
            185,
            156,
            214,
            185,
            156,
            214
        ],
        [
            209,
            165,
            244,
            209,
            165,
            244
        ],
        [
            159,
            148,
            174,
            159,
            148,
            174
        ],
        [
            21902,
            9221,
            12681,
            21902,
            9221,
            12681
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353679,
            -167423,
            -333000,
            -365076,
            -475575,
            -756469
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22253,
    "evaluation_days": 1854.42,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759478594169,
    "expiration_time": 1765239177600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 210,
            "offset": 0,
            "poles": 3
        }
    }
}

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)