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Trade: KSM/USDT/240/MIDPRICE/DEMA/1131

Strategy
KSM/USDT/240/MIDPRICE/DEMA/1131
Pair
KSM_USDT
Interval
4h
Score
497031
Daily Profit
0.343061
Profit Factor
3.023948
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1850.170000
Evaluation Time
2025-09-28 13:39
Expiration Time
2025-11-22 22:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 729972.7005 634721.7372 95250.9632 277851.4647 508549.9982 -230698.5335
Total P&L (%) 729.9727 634.7217 95.251 277.8515 508.55 -230.6985
Avg Daily Profit (%) 0.3945 0.3431 0.0515 0.0719 0.0977 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133748 -83445 -81015 -972792 -507028 -605122
Profit Factor 2.1676 3.0239 1.3057 1.0724 1.2667 0.8807
Total Trades 89 45 44 89 45 44
Winning Trades 42 21 21 42 21 21
Losing Trades 47 24 23 47 24 23
Profitability (%) 47.191 46.6667 47.7273 47.191 46.6667 47.7273
Ratio Avg Win / Avg Loss 2.4257 3.4559 1.4301 1.2 1.4477 0.9646
Largest Winning Trade 561610 561610 61581 760886 760886 243982
Largest Losing Trade -65019 -33946 -65019 -399181 -286979 -399181
Avg Bars in Trades 119 90 150 119 90 150
Avg Bars in Winners 173 113 234 173 113 234
Avg Bars in Losers 71 70 73 71 70 73
Bars Traded 10679 4056 6623 10679 4056 6623
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466899 497031 -124870 -238765 -63532 -581603
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11101,
    "evaluation_days": 1850.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601956800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759055990446,
    "expiration_time": 1763842032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 114,
            "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": [
        [
            729972.7004809307,
            634721.737249689,
            95250.9632312419,
            277851.4646845505,
            508549.9981939259,
            -230698.5335093759
        ],
        [
            729.9727,
            634.721737,
            95.250963,
            277.851465,
            508.549998,
            -230.698534
        ],
        [
            0.394544,
            0.343061,
            0.051482,
            0.071875,
            0.097655,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133748,
            -83445,
            -81015,
            -972792,
            -507028,
            -605122
        ],
        [
            2.167638,
            3.023948,
            1.305718,
            1.072354,
            1.266737,
            0.88069
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            47.191011,
            46.666667,
            47.727273,
            47.191011,
            46.666667,
            47.727273
        ],
        [
            2.42569,
            3.45594,
            1.430072,
            1.200015,
            1.447699,
            0.964565
        ],
        [
            561610,
            561610,
            61581,
            760886,
            760886,
            243982
        ],
        [
            -65019,
            -33946,
            -65019,
            -399181,
            -286979,
            -399181
        ],
        [
            119,
            90,
            150,
            119,
            90,
            150
        ],
        [
            173,
            113,
            234,
            173,
            113,
            234
        ],
        [
            71,
            70,
            73,
            71,
            70,
            73
        ],
        [
            10679,
            4056,
            6623,
            10679,
            4056,
            6623
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466899,
            497031,
            -124870,
            -238765,
            -63532,
            -581603
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11101,
    "evaluation_days": 1850.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601956800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759055990446,
    "expiration_time": 1763842032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 114,
            "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)