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Trade: KSM/USDT/240/PWMA/MIDPOINT/4905

Strategy
KSM/USDT/240/PWMA/MIDPOINT/4905
Pair
KSM_USDT
Interval
4h
Score
430824
Daily Profit
0.498019
Profit Factor
2.277637
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1846.330000
Evaluation Time
2025-09-26 05:40
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 919507.5385 833332.8095 86174.7291 206851.6107 296222.7526 -89371.1419
Total P&L (%) 919.5075 833.3328 86.1747 206.8516 296.2228 -89.3711
Avg Daily Profit (%) 0.498 0.4513 0.0467 0.0607 0.0746 -0.1213
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168436 -157228 -59567 -1875473 -1589713 -613894
Profit Factor 2.2776 3.0016 1.2841 1.052 1.1185 0.9396
Total Trades 108 54 54 108 54 54
Winning Trades 45 18 27 45 18 27
Losing Trades 63 36 27 63 36 27
Profitability (%) 41.6667 33.3333 50 41.6667 33.3333 50
Ratio Avg Win / Avg Loss 3.1887 6.0031 1.2841 1.4728 2.237 0.9396
Largest Winning Trade 764434 764434 44544 1719436 1719436 163562
Largest Losing Trade -59567 -48361 -59567 -965186 -965186 -613894
Avg Bars in Trades 99 94 103 99 94 103
Avg Bars in Winners 153 168 143 153 168 143
Avg Bars in Losers 60 57 63 60 57 63
Bars Traded 10700 5108 5592 10700 5108 5592
Profit Streak 0 29.2779 0 0 29.2779 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430824 -170355 -310643 -278120 -368709 -760833

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": 1602273600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854406919,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "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": [
        [
            919507.5385372981,
            833332.8094869121,
            86174.7290503857,
            206851.6107035209,
            296222.7525545627,
            -89371.141851042
        ],
        [
            919.507539,
            833.332809,
            86.174729,
            206.851611,
            296.222753,
            -89.371142
        ],
        [
            0.498019,
            0.451346,
            0.046674,
            0.060744,
            0.074598,
            -0.121335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168436,
            -157228,
            -59567,
            -1875473,
            -1589713,
            -613894
        ],
        [
            2.277637,
            3.00155,
            1.284077,
            1.051977,
            1.118476,
            0.939591
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            63,
            36,
            27,
            63,
            36,
            27
        ],
        [
            41.666667,
            33.333333,
            50,
            41.666667,
            33.333333,
            50
        ],
        [
            3.188692,
            6.003101,
            1.284077,
            1.472767,
            2.236953,
            0.939591
        ],
        [
            764434,
            764434,
            44544,
            1719436,
            1719436,
            163562
        ],
        [
            -59567,
            -48361,
            -59567,
            -965186,
            -965186,
            -613894
        ],
        [
            99,
            94,
            103,
            99,
            94,
            103
        ],
        [
            153,
            168,
            143,
            153,
            168,
            143
        ],
        [
            60,
            57,
            63,
            60,
            57,
            63
        ],
        [
            10700,
            5108,
            5592,
            10700,
            5108,
            5592
        ],
        [
            0,
            29.277858,
            0,
            0,
            29.277858,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430824,
            -170355,
            -310643,
            -278120,
            -368709,
            -760833
        ]
    ]
}
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": 1602273600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854406919,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "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)