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Trade: KSM/USDT/120/HWMA/DCL/3484

Strategy
KSM/USDT/120/HWMA/DCL/3484
Pair
KSM_USDT
Interval
2h
Score
353390
Daily Profit
0.265924
Profit Factor
1.597501
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
1845.750000
Evaluation Time
2025-09-26 15:42
Expiration Time
2025-11-30 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 490829.9078 331873.9514 158955.9564 1140529.8457 268059.4324 872470.4133
Total P&L (%) 490.8299 331.874 158.956 1140.5298 268.0594 872.4704
Avg Daily Profit (%) 0.2659 0.1798 0.0861 0.1365 0.0706 0.1233
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107292 -74050 -103212 -924938 -483139 -578526
Profit Factor 1.5975 1.7945 1.3937 1.3011 1.1343 1.4869
Total Trades 323 162 161 323 162 161
Winning Trades 136 62 74 136 62 74
Losing Trades 187 100 87 187 100 87
Profitability (%) 42.1053 38.2716 45.9627 42.1053 38.2716 45.9627
Ratio Avg Win / Avg Loss 2.1966 2.8943 1.6385 1.789 1.8295 1.7482
Largest Winning Trade 115852 115852 47615 302976 302976 259679
Largest Losing Trade -35629 -35629 -28522 -291499 -151959 -291499
Avg Bars in Trades 67 46 89 67 46 89
Avg Bars in Winners 113 80 141 113 80 141
Avg Bars in Losers 34 25 45 34 25 45
Bars Traded 21860 7479 14381 21860 7479 14381
Profit Streak 0 0 8.0298 0 0 8.0298
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353390 237030 -76819 -10541 -174594 -26241

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22149,
    "evaluation_days": 1845.75,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600970400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758890577190,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 244,
            "na": 0.59596,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 27,
            "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": [
        [
            490829.9077889436,
            331873.9513879671,
            158955.9564009767,
            1140529.8457490718,
            268059.4324280606,
            872470.4133210112
        ],
        [
            490.829908,
            331.873951,
            158.955956,
            1140.529846,
            268.059432,
            872.470413
        ],
        [
            0.265924,
            0.179804,
            0.08612,
            0.136521,
            0.070624,
            0.123314
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107292,
            -74050,
            -103212,
            -924938,
            -483139,
            -578526
        ],
        [
            1.597501,
            1.794478,
            1.393704,
            1.301111,
            1.1343,
            1.486933
        ],
        [
            323,
            162,
            161,
            323,
            162,
            161
        ],
        [
            136,
            62,
            74,
            136,
            62,
            74
        ],
        [
            187,
            100,
            87,
            187,
            100,
            87
        ],
        [
            42.105263,
            38.271605,
            45.962733,
            42.105263,
            38.271605,
            45.962733
        ],
        [
            2.196564,
            2.894319,
            1.638543,
            1.789028,
            1.829517,
            1.748151
        ],
        [
            115852,
            115852,
            47615,
            302976,
            302976,
            259679
        ],
        [
            -35629,
            -35629,
            -28522,
            -291499,
            -151959,
            -291499
        ],
        [
            67,
            46,
            89,
            67,
            46,
            89
        ],
        [
            113,
            80,
            141,
            113,
            80,
            141
        ],
        [
            34,
            25,
            45,
            34,
            25,
            45
        ],
        [
            21860,
            7479,
            14381,
            21860,
            7479,
            14381
        ],
        [
            0,
            0,
            8.029828,
            0,
            0,
            8.029829
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353390,
            237030,
            -76819,
            -10541,
            -174594,
            -26241
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22149,
    "evaluation_days": 1845.75,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600970400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758890577190,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 244,
            "na": 0.59596,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 27,
            "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)