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Trade: KSM/USDT/120/KCU/ZLMA/6809

Strategy
KSM/USDT/120/KCU/ZLMA/6809
Pair
KSM_USDT
Interval
2h
Score
319233
Daily Profit
0.340478
Profit Factor
3.997406
Profitability
31.034483
Streak
0.000000
Best Strategy
Training Data Length
1852.330000
Evaluation Time
2025-10-01 07:50
Expiration Time
2025-12-06 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 751192.1774 630677.5651 120514.6124 609372.9951 231336.4075 378036.5876
Total P&L (%) 751.1922 630.6776 120.5146 609.373 231.3364 378.0366
Avg Daily Profit (%) 0.4055 0.3405 0.0651 0.1058 0.0647 0.0845
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105833 -66721 -107897 -719147 -374916 -344231
Profit Factor 2.6197 3.9974 1.4756 1.2842 1.234 1.3272
Total Trades 58 29 29 58 29 29
Winning Trades 21 9 12 21 9 12
Losing Trades 37 20 17 37 20 17
Profitability (%) 36.2069 31.0345 41.3793 36.2069 31.0345 41.3793
Ratio Avg Win / Avg Loss 4.6157 8.8831 2.0905 2.2627 2.7423 1.8802
Largest Winning Trade 535054 535054 57920 520885 461515 520885
Largest Losing Trade -52635 -31116 -52635 -287492 -138524 -287492
Avg Bars in Trades 376 242 510 376 242 510
Avg Bars in Winners 727 471 919 727 471 919
Avg Bars in Losers 176 139 221 176 139 221
Bars Traded 21826 7029 14797 21826 7029 14797
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 -170350 319233 -107197 -235331 -113186 -82188
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22228,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600920000000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759294227548,
    "expiration_time": 1765052697600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "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": [
        [
            751192.1774359368,
            630677.56507768,
            120514.6123582565,
            609372.9950924772,
            231336.4074833918,
            378036.5876090857
        ],
        [
            751.192177,
            630.677565,
            120.514612,
            609.372995,
            231.336407,
            378.036588
        ],
        [
            0.405539,
            0.340478,
            0.065061,
            0.105826,
            0.064694,
            0.084498
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105833,
            -66721,
            -107897,
            -719147,
            -374916,
            -344231
        ],
        [
            2.619697,
            3.997406,
            1.475632,
            1.284234,
            1.234036,
            1.327178
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            21,
            9,
            12,
            21,
            9,
            12
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            36.206897,
            31.034483,
            41.37931,
            36.206897,
            31.034483,
            41.37931
        ],
        [
            4.615656,
            8.883125,
            2.090478,
            2.262699,
            2.742303,
            1.880168
        ],
        [
            535054,
            535054,
            57920,
            520885,
            461515,
            520885
        ],
        [
            -52635,
            -31116,
            -52635,
            -287492,
            -138524,
            -287492
        ],
        [
            376,
            242,
            510,
            376,
            242,
            510
        ],
        [
            727,
            471,
            919,
            727,
            471,
            919
        ],
        [
            176,
            139,
            221,
            176,
            139,
            221
        ],
        [
            21826,
            7029,
            14797,
            21826,
            7029,
            14797
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170350,
            319233,
            -107197,
            -235331,
            -113186,
            -82188
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22228,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600920000000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759294227548,
    "expiration_time": 1765052697600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "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)