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Trade: KSM/USDT/120/MIDPRICE/MIDPOINT/8760

Strategy
KSM/USDT/120/MIDPRICE/MIDPOINT/8760
Pair
KSM_USDT
Interval
2h
Score
483174
Daily Profit
0.453785
Profit Factor
3.769876
Profitability
40.625000
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 794186.2276 837573.0374 -43386.8098 -73700.672 429089.4568 -502790.1289
Total P&L (%) 794.1862 837.573 -43.3868 -73.7007 429.0895 -502.7901
Avg Daily Profit (%) 0.4303 0.4538 -0.0235 -0.0723 0.0903 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202256 -119304 -116417 -894080 -390503 -536997
Profit Factor 2.2647 3.7699 0.8667 0.9362 1.8893 0.2526
Total Trades 63 32 31 63 32 31
Winning Trades 24 13 11 24 13 11
Losing Trades 39 19 20 39 19 20
Profitability (%) 38.0952 40.625 35.4839 38.0952 40.625 35.4839
Ratio Avg Win / Avg Loss 3.6802 5.5098 1.5759 1.5213 2.7613 0.4594
Largest Winning Trade 956290 956290 82831 824834 824834 72084
Largest Losing Trade -69190 -63889 -69190 -366892 -230499 -366892
Avg Bars in Trades 341 275 408 341 275 408
Avg Bars in Winners 603 456 778 603 456 778
Avg Bars in Losers 179 152 204 179 152 204
Bars Traded 21489 8831 12658 21489 8831 12658
Profit Streak 0 0 17.2798 0 0 17.2798
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141590 483174 -583116 -733907 -72496 -585894

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": 1602021600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758890574763,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 225,
            "offset": 166
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 173,
            "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": [
        [
            794186.2276253616,
            837573.037394622,
            -43386.8097692608,
            -73700.6720202494,
            429089.4568430901,
            -502790.1288633395
        ],
        [
            794.186228,
            837.573037,
            -43.38681,
            -73.700672,
            429.089457,
            -502.790129
        ],
        [
            0.430278,
            0.453785,
            -0.023506,
            -0.072336,
            0.090301,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202256,
            -119304,
            -116417,
            -894080,
            -390503,
            -536997
        ],
        [
            2.264727,
            3.769876,
            0.866734,
            0.936203,
            1.889335,
            0.252644
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            38.095238,
            40.625,
            35.483871,
            38.095238,
            40.625,
            35.483871
        ],
        [
            3.680181,
            5.509818,
            1.575879,
            1.52133,
            2.761336,
            0.459352
        ],
        [
            956290,
            956290,
            82831,
            824834,
            824834,
            72084
        ],
        [
            -69190,
            -63889,
            -69190,
            -366892,
            -230499,
            -366892
        ],
        [
            341,
            275,
            408,
            341,
            275,
            408
        ],
        [
            603,
            456,
            778,
            603,
            456,
            778
        ],
        [
            179,
            152,
            204,
            179,
            152,
            204
        ],
        [
            21489,
            8831,
            12658,
            21489,
            8831,
            12658
        ],
        [
            0,
            0,
            17.2798,
            0,
            0,
            17.2798
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141590,
            483174,
            -583116,
            -733907,
            -72496,
            -585894
        ]
    ]
}
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": 1602021600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758890574763,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 225,
            "offset": 166
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 173,
            "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)