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Trade: KSM/USDT/240/SINWMA/KCU/3913

Strategy
KSM/USDT/240/SINWMA/KCU/3913
Pair
KSM_USDT
Interval
4h
Score
336792
Daily Profit
0.169769
Profit Factor
1.918306
Profitability
44.827586
Streak
0.000000
Best Strategy
Training Data Length
1853.670000
Evaluation Time
2025-10-02 02:56
Expiration Time
2025-11-26 12:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1167144.2132 993782.498 173361.7152 2049483.1562 -170827.9265 2220311.0828
Total P&L (%) 1167.1442 993.7825 173.3617 2049.4832 -170.8279 2220.3111
Avg Daily Profit (%) 0.6296 0.5361 0.0935 0.1656 0 0.1698
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85062 -75970 -30752 -1467410 -1193686 -690741
Profit Factor 4.0145 5.1943 2.1539 1.31 0.9593 1.9183
Total Trades 59 30 29 59 30 29
Winning Trades 21 8 13 21 8 13
Losing Trades 38 22 16 38 22 16
Profitability (%) 35.5932 26.6667 44.8276 35.5932 26.6667 44.8276
Ratio Avg Win / Avg Loss 7.2643 14.2844 2.6509 2.3705 2.638 2.361
Largest Winning Trade 946576 946576 65973 1112013 1000307 1112013
Largest Losing Trade -30752 -26657 -30752 -491367 -491367 -431183
Avg Bars in Trades 182 172 192 182 172 192
Avg Bars in Winners 342 391 311 342 391 311
Avg Bars in Losers 93 92 96 93 92 96
Bars Traded 10757 5161 5596 10757 5161 5596
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 -166598 -3668 -66077 -176380 -600516 336792
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11122,
    "evaluation_days": 1853.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602662400000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759363002578,
    "expiration_time": 1764153504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 47,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            1167144.2132130887,
            993782.4979740581,
            173361.7152390301,
            2049483.1562495409,
            -170827.9265270598,
            2220311.0827766
        ],
        [
            1167.144213,
            993.782498,
            173.361715,
            2049.483156,
            -170.827927,
            2220.311083
        ],
        [
            0.62964,
            0.536116,
            0.093524,
            0.165636,
            0,
            0.169769
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85062,
            -75970,
            -30752,
            -1467410,
            -1193686,
            -690741
        ],
        [
            4.014495,
            5.19433,
            2.153878,
            1.309992,
            0.959264,
            1.918306
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            21,
            8,
            13,
            21,
            8,
            13
        ],
        [
            38,
            22,
            16,
            38,
            22,
            16
        ],
        [
            35.59322,
            26.666667,
            44.827586,
            35.59322,
            26.666667,
            44.827586
        ],
        [
            7.264324,
            14.284407,
            2.650927,
            2.370462,
            2.637977,
            2.360992
        ],
        [
            946576,
            946576,
            65973,
            1112013,
            1000307,
            1112013
        ],
        [
            -30752,
            -26657,
            -30752,
            -491367,
            -491367,
            -431183
        ],
        [
            182,
            172,
            192,
            182,
            172,
            192
        ],
        [
            342,
            391,
            311,
            342,
            391,
            311
        ],
        [
            93,
            92,
            96,
            93,
            92,
            96
        ],
        [
            10757,
            5161,
            5596,
            10757,
            5161,
            5596
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166598,
            -3668,
            -66077,
            -176380,
            -600516,
            336792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11122,
    "evaluation_days": 1853.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602662400000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759363002578,
    "expiration_time": 1764153504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 47,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)