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Trade: KSM/USDT/120/RMA/JMA/1019

Strategy
KSM/USDT/120/RMA/JMA/1019
Pair
KSM_USDT
Interval
2h
Score
363547
Daily Profit
0.160650
Profit Factor
1.303409
Profitability
53.809524
Streak
8.983741
Best Strategy
Training Data Length
1845.750000
Evaluation Time
2025-09-26 12:36
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 296520.5952 234677.3659 61843.2293 60907.3471 179902.8275 -118995.4804
Total P&L (%) 296.5206 234.6774 61.8432 60.9073 179.9028 -118.9955
Avg Daily Profit (%) 0.1607 0.1271 0.0335 0.0258 0.0558 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172700 -183611 -117724 -559332 -388739 -313965
Profit Factor 1.3034 1.4317 1.1426 1.0337 1.1798 0.8527
Total Trades 210 105 105 210 105 105
Winning Trades 113 53 60 113 53 60
Losing Trades 97 52 45 97 52 45
Profitability (%) 53.8095 50.4762 57.1429 53.8095 50.4762 57.1429
Ratio Avg Win / Avg Loss 1.1189 1.4047 0.857 0.8873 1.1576 0.6396
Largest Winning Trade 97084 97084 39870 231410 231410 97358
Largest Losing Trade -32678 -32678 -24161 -159085 -159085 -143680
Avg Bars in Trades 104 98 110 104 98 110
Avg Bars in Winners 130 122 136 130 122 136
Avg Bars in Losers 74 74 74 74 74 74
Bars Traded 21908 10356 11552 21908 10356 11552
Profit Streak 8.9837 8.9837 12.8171 8.9837 8.9837 12.8171
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363547 -21935 -212744 -341486 -140693 -579515

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": 1600351200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758879395263,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 159,
            "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": [
        [
            296520.5952113949,
            234677.3659283263,
            61843.2292830688,
            60907.3470753193,
            179902.8274757086,
            -118995.4804003892
        ],
        [
            296.520595,
            234.677366,
            61.843229,
            60.907347,
            179.902827,
            -118.99548
        ],
        [
            0.16065,
            0.127145,
            0.033506,
            0.025774,
            0.05578,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172700,
            -183611,
            -117724,
            -559332,
            -388739,
            -313965
        ],
        [
            1.303409,
            1.431693,
            1.142602,
            1.033678,
            1.179828,
            0.852749
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            113,
            53,
            60,
            113,
            53,
            60
        ],
        [
            97,
            52,
            45,
            97,
            52,
            45
        ],
        [
            53.809524,
            50.47619,
            57.142857,
            53.809524,
            50.47619,
            57.142857
        ],
        [
            1.118855,
            1.40468,
            0.856951,
            0.887316,
            1.157567,
            0.639561
        ],
        [
            97084,
            97084,
            39870,
            231410,
            231410,
            97358
        ],
        [
            -32678,
            -32678,
            -24161,
            -159085,
            -159085,
            -143680
        ],
        [
            104,
            98,
            110,
            104,
            98,
            110
        ],
        [
            130,
            122,
            136,
            130,
            122,
            136
        ],
        [
            74,
            74,
            74,
            74,
            74,
            74
        ],
        [
            21908,
            10356,
            11552,
            21908,
            10356,
            11552
        ],
        [
            8.983741,
            8.983741,
            12.817075,
            8.983741,
            8.983741,
            12.817075
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363547,
            -21935,
            -212744,
            -341486,
            -140693,
            -579515
        ]
    ]
}
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": 1600351200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758879395263,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 159,
            "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)