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Trade: KSM/USDT/240/BBM/ZLMA/7844

Strategy
KSM/USDT/240/BBM/ZLMA/7844
Pair
KSM_USDT
Interval
4h
Score
410957
Daily Profit
0.448436
Profit Factor
3.956455
Profitability
35.135135
Streak
0.000000
Best Strategy
Training Data Length
1846.330000
Evaluation Time
2025-09-26 18:37
Expiration Time
2025-11-18 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 857339.7006 827961.1662 29378.5345 -41583.6715 414189.2474 -455772.919
Total P&L (%) 857.3397 827.9612 29.3785 -41.5837 414.1892 -455.7729
Avg Daily Profit (%) 0.4643 0.4484 0.0159 -0.0291 0.0887 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108987 -99903 -85811 -869032 -418426 -573535
Profit Factor 2.382 3.9565 1.0863 0.9788 1.5744 0.6332
Total Trades 73 37 36 73 37 36
Winning Trades 28 13 15 28 13 15
Losing Trades 45 24 21 45 24 21
Profitability (%) 38.3562 35.1351 41.6667 38.3562 35.1351 41.6667
Ratio Avg Win / Avg Loss 3.8282 7.3042 1.5209 1.5731 2.9067 0.8865
Largest Winning Trade 932907 932907 51826 837658 837658 131373
Largest Losing Trade -72487 -43047 -72487 -398340 -236130 -398340
Avg Bars in Trades 145 113 179 145 113 179
Avg Bars in Winners 232 212 250 232 212 250
Avg Bars in Losers 91 59 128 91 59 128
Bars Traded 10652 4204 6448 10652 4204 6448
Profit Streak 0 0 20.6509 0 0 20.6509
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -65971 410957 -301900 -658805 -77409 -583467

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602345600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901034309,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 73,
            "offset": 207,
            "std": 3.91092
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 219,
            "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": [
        [
            857339.700630452,
            827961.1661667051,
            29378.5344637469,
            -41583.6715341501,
            414189.2474363436,
            -455772.9189704939
        ],
        [
            857.339701,
            827.961166,
            29.378534,
            -41.583672,
            414.189247,
            -455.772919
        ],
        [
            0.464348,
            0.448436,
            0.015912,
            -0.029112,
            0.088725,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108987,
            -99903,
            -85811,
            -869032,
            -418426,
            -573535
        ],
        [
            2.382002,
            3.956455,
            1.086329,
            0.978824,
            1.574437,
            0.633238
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            38.356164,
            35.135135,
            41.666667,
            38.356164,
            35.135135,
            41.666667
        ],
        [
            3.828217,
            7.304224,
            1.520861,
            1.57311,
            2.906653,
            0.886533
        ],
        [
            932907,
            932907,
            51826,
            837658,
            837658,
            131373
        ],
        [
            -72487,
            -43047,
            -72487,
            -398340,
            -236130,
            -398340
        ],
        [
            145,
            113,
            179,
            145,
            113,
            179
        ],
        [
            232,
            212,
            250,
            232,
            212,
            250
        ],
        [
            91,
            59,
            128,
            91,
            59,
            128
        ],
        [
            10652,
            4204,
            6448,
            10652,
            4204,
            6448
        ],
        [
            0,
            0,
            20.65086,
            0,
            0,
            20.65086
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65971,
            410957,
            -301900,
            -658805,
            -77409,
            -583467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602345600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901034309,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 73,
            "offset": 207,
            "std": 3.91092
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 219,
            "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)