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Trade: KSM/USDT/240/T3/SMA/8459

Strategy
KSM/USDT/240/T3/SMA/8459
Pair
KSM_USDT
Interval
4h
Score
308902
Daily Profit
0.170999
Profit Factor
1.287502
Profitability
45.697329
Streak
0.000000
Best Strategy
Training Data Length
1857.000000
Evaluation Time
2025-10-05 08:38
Expiration Time
2025-11-29 23:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 317544.9786 246265.0749 71279.9037 94536.6764 281898.3139 -187361.6374
Total P&L (%) 317.545 246.2651 71.2799 94.5367 281.8983 -187.3616
Avg Daily Profit (%) 0.171 0.1326 0.0384 0.0358 0.0722 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143453 -169182 -77771 -1050485 -929479 -493719
Profit Factor 1.2875 1.4315 1.1335 1.0245 1.1393 0.898
Total Trades 337 169 168 337 169 168
Winning Trades 154 80 74 154 80 74
Losing Trades 183 89 94 183 89 94
Profitability (%) 45.6973 47.3373 44.0476 45.6973 47.3373 44.0476
Ratio Avg Win / Avg Loss 1.53 1.5925 1.4399 1.2174 1.2674 1.1407
Largest Winning Trade 90626 90626 50480 361733 361733 123025
Largest Losing Trade -30392 -29935 -30392 -258259 -258259 -146282
Avg Bars in Trades 32 30 34 32 30 34
Avg Bars in Winners 40 37 43 40 37 43
Avg Bars in Losers 26 24 27 26 24 27
Bars Traded 10982 5157 5825 10982 5157 5825
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 308902 -14695 -217243 -338526 -164608 -581101
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11142,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1600675200000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759642734767,
    "expiration_time": 1764450144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 2,
            "offset": 96,
            "a": 0.20158
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 103,
            "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": [
        [
            317544.9785937412,
            246265.0748985612,
            71279.9036951802,
            94536.6764313233,
            281898.3138784833,
            -187361.6374471601
        ],
        [
            317.544979,
            246.265075,
            71.279904,
            94.536676,
            281.898314,
            -187.361637
        ],
        [
            0.170999,
            0.132614,
            0.038384,
            0.035841,
            0.072185,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143453,
            -169182,
            -77771,
            -1050485,
            -929479,
            -493719
        ],
        [
            1.287502,
            1.431474,
            1.133547,
            1.024482,
            1.139258,
            0.898018
        ],
        [
            337,
            169,
            168,
            337,
            169,
            168
        ],
        [
            154,
            80,
            74,
            154,
            80,
            74
        ],
        [
            183,
            89,
            94,
            183,
            89,
            94
        ],
        [
            45.697329,
            47.337278,
            44.047619,
            45.697329,
            47.337278,
            44.047619
        ],
        [
            1.529954,
            1.592514,
            1.439911,
            1.217404,
            1.267425,
            1.140726
        ],
        [
            90626,
            90626,
            50480,
            361733,
            361733,
            123025
        ],
        [
            -30392,
            -29935,
            -30392,
            -258259,
            -258259,
            -146282
        ],
        [
            32,
            30,
            34,
            32,
            30,
            34
        ],
        [
            40,
            37,
            43,
            40,
            37,
            43
        ],
        [
            26,
            24,
            27,
            26,
            24,
            27
        ],
        [
            10982,
            5157,
            5825,
            10982,
            5157,
            5825
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308902,
            -14695,
            -217243,
            -338526,
            -164608,
            -581101
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11142,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1600675200000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759642734767,
    "expiration_time": 1764450144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 2,
            "offset": 96,
            "a": 0.20158
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 103,
            "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)