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Trade: KSM/USDT/120/SMA/T3/5843

Strategy
KSM/USDT/120/SMA/T3/5843
Pair
KSM_USDT
Interval
2h
Score
347898
Daily Profit
0.248004
Profit Factor
1.538214
Profitability
46.428571
Streak
0.000000
Best Strategy
Training Data Length
1845.750000
Evaluation Time
2025-09-27 15:38
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 457753.0206 381018.4302 76734.5905 133145.9737 -127258.3207 260404.2945
Total P&L (%) 457.753 381.0184 76.7346 133.146 -127.2583 260.4043
Avg Daily Profit (%) 0.248 0.2064 0.0416 0.0459 0 0.0695
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197090 -164597 -133654 -790538 -670763 -459772
Profit Factor 1.5382 1.8371 1.1941 1.0496 0.9166 1.2251
Total Trades 140 70 70 140 70 70
Winning Trades 65 30 35 65 30 35
Losing Trades 75 40 35 75 40 35
Profitability (%) 46.4286 42.8571 50 46.4286 42.8571 50
Ratio Avg Win / Avg Loss 1.7749 2.4495 1.1941 1.2111 1.2222 1.2251
Largest Winning Trade 162909 162909 68764 327105 219788 327105
Largest Losing Trade -38403 -34059 -38403 -166830 -166830 -146186
Avg Bars in Trades 156 133 178 156 133 178
Avg Bars in Winners 204 164 238 204 164 238
Avg Bars in Losers 114 110 118 114 110 118
Bars Traded 21858 9344 12514 21858 9344 12514
Profit Streak 0 54.1934 0 0 54.1934 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347898 -84668 -238852 -298612 -674941 -194993
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": 1600329600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758976708279,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 91,
            "offset": 0,
            "a": 0.68005
        }
    }
}
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": [
        [
            457753.0206440265,
            381018.4301936625,
            76734.5904503637,
            133145.9737401449,
            -127258.3207100119,
            260404.2944501565
        ],
        [
            457.753021,
            381.01843,
            76.73459,
            133.145974,
            -127.258321,
            260.404294
        ],
        [
            0.248004,
            0.20643,
            0.041574,
            0.045872,
            0,
            0.069484
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197090,
            -164597,
            -133654,
            -790538,
            -670763,
            -459772
        ],
        [
            1.538214,
            1.837105,
            1.194097,
            1.049615,
            0.916639,
            1.225065
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            65,
            30,
            35,
            65,
            30,
            35
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            46.428571,
            42.857143,
            50,
            46.428571,
            42.857143,
            50
        ],
        [
            1.774862,
            2.449473,
            1.194097,
            1.211094,
            1.222185,
            1.225065
        ],
        [
            162909,
            162909,
            68764,
            327105,
            219788,
            327105
        ],
        [
            -38403,
            -34059,
            -38403,
            -166830,
            -166830,
            -146186
        ],
        [
            156,
            133,
            178,
            156,
            133,
            178
        ],
        [
            204,
            164,
            238,
            204,
            164,
            238
        ],
        [
            114,
            110,
            118,
            114,
            110,
            118
        ],
        [
            21858,
            9344,
            12514,
            21858,
            9344,
            12514
        ],
        [
            0,
            54.193383,
            0,
            0,
            54.193383,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347898,
            -84668,
            -238852,
            -298612,
            -674941,
            -194993
        ]
    ]
}
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": 1600329600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758976708279,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 91,
            "offset": 0,
            "a": 0.68005
        }
    }
}

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)