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Trade: KSM/USDT/240/PWMA/MIDPRICE/1087

Strategy
KSM/USDT/240/PWMA/MIDPRICE/1087
Pair
KSM_USDT
Interval
4h
Score
346475
Daily Profit
0.243347
Profit Factor
1.558224
Profitability
45.033113
Streak
0.000000
Best Strategy
Training Data Length
1846.330000
Evaluation Time
2025-09-26 04:11
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 449298.1341 370310.06 78988.0741 141742.1848 -149589.761 291331.9458
Total P&L (%) 449.2981 370.3101 78.9881 141.7422 -149.5898 291.3319
Avg Daily Profit (%) 0.2433 0.2006 0.0428 0.0478 0 0.0739
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162368 -168557 -75961 -474891 -581567 -191936
Profit Factor 1.5582 1.8839 1.2047 1.0639 0.8855 1.3192
Total Trades 151 76 75 151 76 75
Winning Trades 68 28 40 68 28 40
Losing Trades 83 48 35 83 48 35
Profitability (%) 45.0331 36.8421 53.3333 45.0331 36.8421 53.3333
Ratio Avg Win / Avg Loss 1.902 3.2296 1.0541 1.2986 1.5179 1.1543
Largest Winning Trade 278790 278790 51780 258448 258448 140834
Largest Losing Trade -37383 -26452 -37383 -115599 -115599 -102495
Avg Bars in Trades 72 68 76 72 68 76
Avg Bars in Winners 103 111 97 103 111 97
Avg Bars in Losers 46 42 51 46 42 51
Bars Traded 10879 5178 5701 10879 5178 5701
Profit Streak 0 0 43.0498 0 0 43.0498
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346475 -43373 -192237 -280434 -632575 -150011

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": 1601668800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849102683,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "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": [
        [
            449298.1341428972,
            370310.0600175806,
            78988.0741253166,
            141742.1848472606,
            -149589.761000219,
            291331.9458474792
        ],
        [
            449.298134,
            370.31006,
            78.988074,
            141.742185,
            -149.589761,
            291.331946
        ],
        [
            0.243347,
            0.200565,
            0.042781,
            0.04782,
            0,
            0.073925
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162368,
            -168557,
            -75961,
            -474891,
            -581567,
            -191936
        ],
        [
            1.558224,
            1.883908,
            1.204673,
            1.06389,
            0.885456,
            1.319246
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            68,
            28,
            40,
            68,
            28,
            40
        ],
        [
            83,
            48,
            35,
            83,
            48,
            35
        ],
        [
            45.033113,
            36.842105,
            53.333333,
            45.033113,
            36.842105,
            53.333333
        ],
        [
            1.90195,
            3.229556,
            1.054089,
            1.298572,
            1.517924,
            1.15434
        ],
        [
            278790,
            278790,
            51780,
            258448,
            258448,
            140834
        ],
        [
            -37383,
            -26452,
            -37383,
            -115599,
            -115599,
            -102495
        ],
        [
            72,
            68,
            76,
            72,
            68,
            76
        ],
        [
            103,
            111,
            97,
            103,
            111,
            97
        ],
        [
            46,
            42,
            51,
            46,
            42,
            51
        ],
        [
            10879,
            5178,
            5701,
            10879,
            5178,
            5701
        ],
        [
            0,
            0,
            43.049799,
            0,
            0,
            43.0498
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346475,
            -43373,
            -192237,
            -280434,
            -632575,
            -150011
        ]
    ]
}
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": 1601668800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849102683,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "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)