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Trade: KSM/USDT/240/KCU/MIDPRICE/7674

Strategy
KSM/USDT/240/KCU/MIDPRICE/7674
Pair
KSM_USDT
Interval
4h
Score
624691
Daily Profit
0.212920
Profit Factor
4.563570
Profitability
62.500000
Streak
70.368387
Best Strategy
Training Data Length
1860.830000
Evaluation Time
2025-10-09 03:50
Expiration Time
2025-12-03 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 539401.4032 396207.1547 143194.2485 1759814.5116 894906.9593 864907.5523
Total P&L (%) 539.4014 396.2072 143.1942 1759.8145 894.907 864.9076
Avg Daily Profit (%) 0.2899 0.2129 0.077 0.1572 0.1235 0.1219
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77351 -67533 -59236 -339891 -251698 -266648
Profit Factor 2.717 4.5636 1.7055 2.3388 2.657 2.1169
Total Trades 63 32 31 63 32 31
Winning Trades 34 20 14 34 20 14
Losing Trades 29 12 17 29 12 17
Profitability (%) 53.9683 62.5 45.1613 53.9683 62.5 45.1613
Ratio Avg Win / Avg Loss 2.3175 2.7381 2.071 1.9949 1.5942 2.5705
Largest Winning Trade 237448 237448 79667 437977 360402 437977
Largest Losing Trade -34227 -26616 -34227 -169411 -113073 -169411
Avg Bars in Trades 167 67 270 167 67 270
Avg Bars in Winners 254 80 502 254 80 502
Avg Bars in Losers 65 44 79 65 44 79
Bars Traded 10526 2145 8381 10526 2145 8381
Profit Streak 70.3684 70.3684 320.2017 70.3684 70.3684 320.2017
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135527 624691 -87506 -137391 -20452 -26373
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11165,
    "evaluation_days": 1860.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602057600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759971028645,
    "expiration_time": 1764791280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 199,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "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": [
        [
            539401.4031650273,
            396207.1547030834,
            143194.2484619442,
            1759814.511628459,
            894906.9593488725,
            864907.5522795863
        ],
        [
            539.401403,
            396.207155,
            143.194248,
            1759.814512,
            894.906959,
            864.907552
        ],
        [
            0.289871,
            0.21292,
            0.076952,
            0.157207,
            0.123542,
            0.121894
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77351,
            -67533,
            -59236,
            -339891,
            -251698,
            -266648
        ],
        [
            2.717043,
            4.56357,
            1.705519,
            2.338824,
            2.657015,
            2.116909
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            34,
            20,
            14,
            34,
            20,
            14
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            53.968254,
            62.5,
            45.16129,
            53.968254,
            62.5,
            45.16129
        ],
        [
            2.317478,
            2.738142,
            2.070988,
            1.99488,
            1.594209,
            2.570533
        ],
        [
            237448,
            237448,
            79667,
            437977,
            360402,
            437977
        ],
        [
            -34227,
            -26616,
            -34227,
            -169411,
            -113073,
            -169411
        ],
        [
            167,
            67,
            270,
            167,
            67,
            270
        ],
        [
            254,
            80,
            502,
            254,
            80,
            502
        ],
        [
            65,
            44,
            79,
            65,
            44,
            79
        ],
        [
            10526,
            2145,
            8381,
            10526,
            2145,
            8381
        ],
        [
            70.368387,
            70.368387,
            320.20172,
            70.368387,
            70.368387,
            320.20172
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135527,
            624691,
            -87506,
            -137391,
            -20452,
            -26373
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11165,
    "evaluation_days": 1860.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602057600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759971028645,
    "expiration_time": 1764791280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 199,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "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)