← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: KSM/USDT/240/MIDPRICE/SSF/5224

Strategy
KSM/USDT/240/MIDPRICE/SSF/5224
Pair
KSM_USDT
Interval
4h
Score
357472
Daily Profit
0.420903
Profit Factor
2.106440
Profitability
38.938053
Streak
0.000000
Best Strategy
Training Data Length
1846.330000
Evaluation Time
2025-09-26 15:06
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 777126.431 669003.2745 108123.1565 465289.1484 -189409.3546 654698.5029
Total P&L (%) 777.1264 669.0033 108.1232 465.2891 -189.4094 654.6985
Avg Daily Profit (%) 0.4209 0.3623 0.0586 0.0939 0 0.1095
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91210 -73760 -70857 -1279192 -832085 -900426
Profit Factor 2.1064 2.7927 1.3285 1.0769 0.9422 1.2359
Total Trades 113 57 56 113 57 56
Winning Trades 44 19 25 44 19 25
Losing Trades 69 38 31 69 38 31
Profitability (%) 38.9381 33.3333 44.6429 38.9381 33.3333 44.6429
Ratio Avg Win / Avg Loss 3.3033 5.5854 1.6473 1.6887 1.8845 1.5325
Largest Winning Trade 601155 601155 65695 646519 646519 609033
Largest Losing Trade -37405 -30945 -37405 -302181 -280695 -302181
Avg Bars in Trades 95 75 114 95 75 114
Avg Bars in Winners 158 130 179 158 130 179
Avg Bars in Losers 54 48 62 54 48 62
Bars Traded 10744 4323 6421 10744 4323 6421
Profit Streak 0 0 13.0045 0 0 13.0045
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357472 -172059 -294886 -206541 -764814 -227079

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": 1601380800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888389635,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 43,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            777126.4309911655,
            669003.2745331869,
            108123.1564579789,
            465289.1483502811,
            -189409.3545908415,
            654698.5029411224
        ],
        [
            777.126431,
            669.003275,
            108.123156,
            465.289148,
            -189.409355,
            654.698503
        ],
        [
            0.420903,
            0.362342,
            0.058561,
            0.093861,
            0,
            0.109528
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91210,
            -73760,
            -70857,
            -1279192,
            -832085,
            -900426
        ],
        [
            2.10644,
            2.792681,
            1.328462,
            1.07685,
            0.942234,
            1.235877
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            69,
            38,
            31,
            69,
            38,
            31
        ],
        [
            38.938053,
            33.333333,
            44.642857,
            38.938053,
            33.333333,
            44.642857
        ],
        [
            3.303281,
            5.585362,
            1.647293,
            1.688697,
            1.884468,
            1.532487
        ],
        [
            601155,
            601155,
            65695,
            646519,
            646519,
            609033
        ],
        [
            -37405,
            -30945,
            -37405,
            -302181,
            -280695,
            -302181
        ],
        [
            95,
            75,
            114,
            95,
            75,
            114
        ],
        [
            158,
            130,
            179,
            158,
            130,
            179
        ],
        [
            54,
            48,
            62,
            54,
            48,
            62
        ],
        [
            10744,
            4323,
            6421,
            10744,
            4323,
            6421
        ],
        [
            0,
            0,
            13.00451,
            0,
            0,
            13.00451
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357472,
            -172059,
            -294886,
            -206541,
            -764814,
            -227079
        ]
    ]
}
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": 1601380800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888389635,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 43,
            "offset": 0,
            "poles": 2
        }
    }
}

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)