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Trade: KSM/USDT/240/SMA/SINWMA/2975

Strategy
KSM/USDT/240/SMA/SINWMA/2975
Pair
KSM_USDT
Interval
4h
Score
484176
Daily Profit
0.183873
Profit Factor
2.159965
Profitability
53.488372
Streak
167.378495
Best Strategy
Training Data Length
1852.000000
Evaluation Time
2025-09-30 08:05
Expiration Time
2025-11-24 19:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359737.4061 340531.8755 19205.5306 -196355.4604 309985.5785 -506341.0389
Total P&L (%) 359.7374 340.5319 19.2055 -196.3555 309.9856 -506.341
Avg Daily Profit (%) 0.1942 0.1839 0.0104 0 0.0762 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144710 -117615 -130024 -975850 -414861 -651445
Profit Factor 1.4618 2.16 1.0396 0.9062 1.4338 0.6327
Total Trades 87 43 44 87 43 44
Winning Trades 50 23 27 48 24 24
Losing Trades 37 20 17 39 19 20
Profitability (%) 57.4713 53.4884 61.3636 55.1724 55.814 54.5455
Ratio Avg Win / Avg Loss 1.0818 1.8782 0.6545 0.7363 1.1351 0.5273
Largest Winning Trade 177869 177869 40581 301263 301263 191796
Largest Losing Trade -130024 -33106 -130024 -430520 -290204 -430520
Avg Bars in Trades 124 109 138 124 109 138
Avg Bars in Winners 133 119 146 122 110 135
Avg Bars in Losers 111 97 127 125 107 143
Bars Traded 10805 4691 6114 10805 4691 6114
Profit Streak 0 167.3785 0 19.3785 0 31.2118
Trades During Streak 0 3 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354439 484176 -363534 -579317 -89481 -579590
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11112,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759208701945,
    "expiration_time": 1764005184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 179,
            "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": [
        [
            359737.4060944892,
            340531.8755212654,
            19205.5305732238,
            -196355.4603809637,
            309985.5785059391,
            -506341.0388869029
        ],
        [
            359.737406,
            340.531876,
            19.205531,
            -196.35546,
            309.985579,
            -506.341039
        ],
        [
            0.194243,
            0.183873,
            0.01037,
            0,
            0.076214,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144710,
            -117615,
            -130024,
            -975850,
            -414861,
            -651445
        ],
        [
            1.461831,
            2.159965,
            1.039569,
            0.906192,
            1.433784,
            0.6327
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            50,
            23,
            27,
            48,
            24,
            24
        ],
        [
            37,
            20,
            17,
            39,
            19,
            20
        ],
        [
            57.471264,
            53.488372,
            61.363636,
            55.172414,
            55.813953,
            54.545455
        ],
        [
            1.081755,
            1.87823,
            0.654544,
            0.736281,
            1.135079,
            0.52725
        ],
        [
            177869,
            177869,
            40581,
            301263,
            301263,
            191796
        ],
        [
            -130024,
            -33106,
            -130024,
            -430520,
            -290204,
            -430520
        ],
        [
            124,
            109,
            138,
            124,
            109,
            138
        ],
        [
            133,
            119,
            146,
            122,
            110,
            135
        ],
        [
            111,
            97,
            127,
            125,
            107,
            143
        ],
        [
            10805,
            4691,
            6114,
            10805,
            4691,
            6114
        ],
        [
            0,
            167.378495,
            0,
            19.378495,
            0,
            31.211828
        ],
        [
            0,
            3,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354439,
            484176,
            -363534,
            -579317,
            -89481,
            -579590
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11112,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759208701945,
    "expiration_time": 1764005184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 179,
            "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)