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Trade: KSM/USDT/360/HILO/ALMA/2420

Strategy
KSM/USDT/360/HILO/ALMA/2420
Pair
KSM_USDT
Interval
6h
Score
446161
Daily Profit
0.195411
Profit Factor
2.332743
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 17:16
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1014746.6837 -61648.6234 -953098.0604 -170609.2575 3577232.665 -3747841.9225
Total P&L (%) -1014.7467 -61.6486 -953.0981 -170.6093 3577.2327 -3747.8419
Avg Daily Profit (%) -0.5496 -0.0334 -0.5162 0 0.1954 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1072698 -191530 -91683 -4731216 -1464656 -3759293
Profit Factor 0.3307 0.7887 0.2216 0.9798 2.3327 0.3487
Total Trades 59 30 29 59 30 29
Winning Trades 34 16 18 25 15 10
Losing Trades 25 14 11 34 15 19
Profitability (%) 57.6271 53.3333 62.069 42.3729 50 34.4828
Ratio Avg Win / Avg Loss 0.2431 0.6901 0.1354 1.3325 2.3327 0.6626
Largest Winning Trade 47986 40711 47986 1955313 1955313 1139723
Largest Losing Trade -1032525 -51078 -1032525 -1287118 -710648 -1287118
Avg Bars in Trades 120 144 95 120 144 95
Avg Bars in Winners 49 51 48 190 237 119
Avg Bars in Losers 216 251 172 68 51 83
Bars Traded 7110 4334 2776 7110 4334 2776
Profit Streak 23.0948 25.5948 0 0 0 55.5948
Trades During Streak 1 1 0 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758742 -579850 -579268 -761577 446161 -585465

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604080800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896187007,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 227,
            "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": [
        [
            -1014746.6837269173,
            -61648.6233676659,
            -953098.060359251,
            -170609.2574977325,
            3577232.6650248887,
            -3747841.92252262
        ],
        [
            -1014.746684,
            -61.648623,
            -953.09806,
            -170.609257,
            3577.232665,
            -3747.841923
        ],
        [
            -0.549551,
            -0.033387,
            -0.516165,
            0,
            0.195411,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1072698,
            -191530,
            -91683,
            -4731216,
            -1464656,
            -3759293
        ],
        [
            0.330683,
            0.788675,
            0.221559,
            0.979782,
            2.332743,
            0.348714
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            34,
            16,
            18,
            25,
            15,
            10
        ],
        [
            25,
            14,
            11,
            34,
            15,
            19
        ],
        [
            57.627119,
            53.333333,
            62.068966,
            42.372881,
            50,
            34.482759
        ],
        [
            0.243149,
            0.690091,
            0.135397,
            1.332504,
            2.332743,
            0.662556
        ],
        [
            47986,
            40711,
            47986,
            1955313,
            1955313,
            1139723
        ],
        [
            -1032525,
            -51078,
            -1032525,
            -1287118,
            -710648,
            -1287118
        ],
        [
            120,
            144,
            95,
            120,
            144,
            95
        ],
        [
            49,
            51,
            48,
            190,
            237,
            119
        ],
        [
            216,
            251,
            172,
            68,
            51,
            83
        ],
        [
            7110,
            4334,
            2776,
            7110,
            4334,
            2776
        ],
        [
            23.094757,
            25.594757,
            0,
            0,
            0,
            55.594757
        ],
        [
            1,
            1,
            0,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -758742,
            -579850,
            -579268,
            -761577,
            446161,
            -585465
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604080800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896187007,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 227,
            "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)