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Trade: KSM/USDT/240/BBL/HWMA/9256

Strategy
KSM/USDT/240/BBL/HWMA/9256
Pair
KSM_USDT
Interval
4h
Score
577978
Daily Profit
0.487756
Profit Factor
1.682902
Profitability
50.809061
Streak
10.650789
Best Strategy
Training Data Length
1855.170000
Evaluation Time
2025-10-03 14:37
Expiration Time
2025-11-28 01:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 904870.8298 812710.3509 92160.4788 201080.5056 320715.8124 -119635.3068
Total P&L (%) 904.8708 812.7104 92.1605 201.0805 320.7158 -119.6353
Avg Daily Profit (%) 0.4878 0.4381 0.0497 0.0594 0.0775 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111284 -130298 -86309 -1024356 -631888 -524205
Profit Factor 1.6829 2.2337 1.1383 1.0473 1.1563 0.9455
Total Trades 309 154 155 309 154 155
Winning Trades 157 74 83 157 74 83
Losing Trades 152 80 72 152 80 72
Profitability (%) 50.8091 48.0519 53.5484 50.8091 48.0519 53.5484
Ratio Avg Win / Avg Loss 1.6293 2.4149 0.9875 1.014 1.2501 0.8202
Largest Winning Trade 771481 771481 40539 789117 789117 191187
Largest Losing Trade -39357 -39357 -32365 -289122 -234573 -289122
Avg Bars in Trades 35 41 29 35 41 29
Avg Bars in Winners 38 47 30 38 47 30
Avg Bars in Losers 32 35 28 32 35 28
Bars Traded 10932 6342 4591 10932 6342 4591
Profit Streak 10.6508 0 16.1508 10.6508 0 16.1508
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 577978 497439 -195043 -279657 -138582 -579206
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11131,
    "evaluation_days": 1855.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601352000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759491428187,
    "expiration_time": 1764286992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 1.44806
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08748,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            904870.8297773406,
            812710.350937989,
            92160.4788393513,
            201080.5055896096,
            320715.8123544491,
            -119635.3067648398
        ],
        [
            904.87083,
            812.710351,
            92.160479,
            201.080506,
            320.715812,
            -119.635307
        ],
        [
            0.487756,
            0.438079,
            0.049678,
            0.05943,
            0.077478,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111284,
            -130298,
            -86309,
            -1024356,
            -631888,
            -524205
        ],
        [
            1.682902,
            2.233743,
            1.138317,
            1.047333,
            1.156321,
            0.945536
        ],
        [
            309,
            154,
            155,
            309,
            154,
            155
        ],
        [
            157,
            74,
            83,
            157,
            74,
            83
        ],
        [
            152,
            80,
            72,
            152,
            80,
            72
        ],
        [
            50.809061,
            48.051948,
            53.548387,
            50.809061,
            48.051948,
            53.548387
        ],
        [
            1.629307,
            2.414857,
            0.987455,
            1.013978,
            1.250077,
            0.820224
        ],
        [
            771481,
            771481,
            40539,
            789117,
            789117,
            191187
        ],
        [
            -39357,
            -39357,
            -32365,
            -289122,
            -234573,
            -289122
        ],
        [
            35,
            41,
            29,
            35,
            41,
            29
        ],
        [
            38,
            47,
            30,
            38,
            47,
            30
        ],
        [
            32,
            35,
            28,
            32,
            35,
            28
        ],
        [
            10932,
            6342,
            4591,
            10932,
            6342,
            4591
        ],
        [
            10.650789,
            0,
            16.150789,
            10.650789,
            0,
            16.150789
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            577978,
            497439,
            -195043,
            -279657,
            -138582,
            -579206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11131,
    "evaluation_days": 1855.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601352000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759491428187,
    "expiration_time": 1764286992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 1.44806
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08748,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)