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Trade: KSM/USDT/240/MIDPRICE/KCU/3915

Strategy
KSM/USDT/240/MIDPRICE/KCU/3915
Pair
KSM_USDT
Interval
4h
Score
500293
Daily Profit
0.545107
Profit Factor
1.914373
Profitability
40.576497
Streak
4.067968
Best Strategy
Training Data Length
1850.330000
Evaluation Time
2025-09-28 16:37
Expiration Time
2025-11-23 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1008627.1229 962563.7337 46063.3893 31288.073 -72703.7779 103991.8509
Total P&L (%) 1008.6271 962.5637 46.0634 31.2881 -72.7038 103.9919
Avg Daily Profit (%) 0.5451 0.5202 0.0249 0.0147 -0.0701 0.0385
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206646 -226037 -58438 -713212 -789073 -193736
Profit Factor 1.9144 2.5579 1.0949 1.0098 0.9586 1.0716
Total Trades 451 226 225 451 226 225
Winning Trades 183 75 108 183 75 108
Losing Trades 268 151 117 268 151 117
Profitability (%) 40.5765 33.1858 48 40.5765 33.1858 48
Ratio Avg Win / Avg Loss 2.8036 5.1498 1.1862 1.4788 1.93 1.1609
Largest Winning Trade 1018479 1018479 24807 548867 548867 93388
Largest Losing Trade -26038 -24461 -26038 -114315 -107279 -114315
Avg Bars in Trades 24 34 14 24 34 14
Avg Bars in Winners 34 62 14 34 62 14
Avg Bars in Losers 17 20 13 17 20 13
Bars Traded 10897 7730 3166 10897 7730 3166
Profit Streak 4.068 4.068 52.2346 4.068 4.068 52.2346
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 500293 344989 -276708 -386712 -584068 -282512
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11102,
    "evaluation_days": 1850.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759066672479,
    "expiration_time": 1763856864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 5,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            1008627.1229231611,
            962563.7336662477,
            46063.3892569135,
            31288.0730151638,
            -72703.7779317959,
            103991.8509469596
        ],
        [
            1008.627123,
            962.563734,
            46.063389,
            31.288073,
            -72.703778,
            103.991851
        ],
        [
            0.545107,
            0.520212,
            0.024895,
            0.014713,
            -0.070148,
            0.038536
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206646,
            -226037,
            -58438,
            -713212,
            -789073,
            -193736
        ],
        [
            1.914373,
            2.557853,
            1.094936,
            1.009751,
            0.958603,
            1.071595
        ],
        [
            451,
            226,
            225,
            451,
            226,
            225
        ],
        [
            183,
            75,
            108,
            183,
            75,
            108
        ],
        [
            268,
            151,
            117,
            268,
            151,
            117
        ],
        [
            40.576497,
            33.185841,
            48,
            40.576497,
            33.185841,
            48
        ],
        [
            2.803562,
            5.14981,
            1.186181,
            1.478761,
            1.929987,
            1.160894
        ],
        [
            1018479,
            1018479,
            24807,
            548867,
            548867,
            93388
        ],
        [
            -26038,
            -24461,
            -26038,
            -114315,
            -107279,
            -114315
        ],
        [
            24,
            34,
            14,
            24,
            34,
            14
        ],
        [
            34,
            62,
            14,
            34,
            62,
            14
        ],
        [
            17,
            20,
            13,
            17,
            20,
            13
        ],
        [
            10897,
            7730,
            3166,
            10897,
            7730,
            3166
        ],
        [
            4.067968,
            4.067968,
            52.234635,
            4.067968,
            4.067968,
            52.234635
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            500293,
            344989,
            -276708,
            -386712,
            -584068,
            -282512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11102,
    "evaluation_days": 1850.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759066672479,
    "expiration_time": 1763856864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 5,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)