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Trade: KSM/USDT/240/SSF/WMA/4101

Strategy
KSM/USDT/240/SSF/WMA/4101
Pair
KSM_USDT
Interval
4h
Score
605870
Daily Profit
0.539742
Profit Factor
6.431475
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
1852.330000
Evaluation Time
2025-09-30 16:40
Expiration Time
2025-11-25 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1144759.5447 999780.1335 144979.4111 1399520.8857 696092.0887 703428.797
Total P&L (%) 1144.7595 999.7801 144.9794 1399.5209 696.0921 703.4288
Avg Daily Profit (%) 0.618 0.5397 0.0783 0.1463 0.1121 0.1126
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117296 -66645 -63343 -644120 -333362 -614280
Profit Factor 3.7501 6.4315 1.6244 1.4318 1.4771 1.3947
Total Trades 60 30 30 60 30 30
Winning Trades 29 13 16 29 13 16
Losing Trades 31 17 14 31 17 14
Profitability (%) 48.3333 43.3333 53.3333 48.3333 43.3333 53.3333
Ratio Avg Win / Avg Loss 4.0087 8.4104 1.4214 1.5306 1.9316 1.2204
Largest Winning Trade 956968 956968 69704 742197 742197 597528
Largest Losing Trade -48067 -43323 -48067 -394038 -221421 -394038
Avg Bars in Trades 181 148 214 181 148 214
Avg Bars in Winners 277 250 299 277 250 299
Avg Bars in Losers 90 69 116 90 69 116
Bars Traded 10873 4449 6424 10873 4449 6424
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 -155659 605870 -86098 -169487 -43340 -41269
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11114,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601668800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239651426,
    "expiration_time": 1764034848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 49,
            "offset": 171,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 101,
            "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": [
        [
            1144759.5446745565,
            999780.1335275834,
            144979.4111469732,
            1399520.8857121407,
            696092.0887305515,
            703428.7969815888
        ],
        [
            1144.759545,
            999.780134,
            144.979411,
            1399.520886,
            696.092089,
            703.428797
        ],
        [
            0.618011,
            0.539742,
            0.078269,
            0.146287,
            0.112059,
            0.112555
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117296,
            -66645,
            -63343,
            -644120,
            -333362,
            -614280
        ],
        [
            3.7501,
            6.431475,
            1.624401,
            1.431819,
            1.477139,
            1.394719
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            48.333333,
            43.333333,
            53.333333,
            48.333333,
            43.333333,
            53.333333
        ],
        [
            4.008727,
            8.41039,
            1.421351,
            1.530566,
            1.931643,
            1.22038
        ],
        [
            956968,
            956968,
            69704,
            742197,
            742197,
            597528
        ],
        [
            -48067,
            -43323,
            -48067,
            -394038,
            -221421,
            -394038
        ],
        [
            181,
            148,
            214,
            181,
            148,
            214
        ],
        [
            277,
            250,
            299,
            277,
            250,
            299
        ],
        [
            90,
            69,
            116,
            90,
            69,
            116
        ],
        [
            10873,
            4449,
            6424,
            10873,
            4449,
            6424
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155659,
            605870,
            -86098,
            -169487,
            -43340,
            -41269
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11114,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601668800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239651426,
    "expiration_time": 1764034848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 49,
            "offset": 171,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 101,
            "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)