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Trade: KSM/USDT/360/HL2/SSF/7920

Strategy
KSM/USDT/360/HL2/SSF/7920
Pair
KSM_USDT
Interval
6h
Score
304252
Daily Profit
0.223069
Profit Factor
1.488719
Profitability
42.723005
Streak
0.000000
Best Strategy
Training Data Length
1852.500000
Evaluation Time
2025-09-30 17:59
Expiration Time
2025-11-25 03:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413234.9174 343456.2289 69778.6885 81946.5314 -93188.1987 175134.73
Total P&L (%) 413.2349 343.4562 69.7787 81.9465 -93.1882 175.1347
Avg Daily Profit (%) 0.2231 0.1854 0.0377 0.0323 -0.1449 0.0546
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149326 -118253 -69765 -938409 -831781 -579404
Profit Factor 1.4887 1.7333 1.185 1.0196 0.9595 1.0936
Total Trades 213 107 106 213 107 106
Winning Trades 91 43 48 91 43 48
Losing Trades 122 64 58 122 64 58
Profitability (%) 42.723 40.1869 45.283 42.723 40.1869 45.283
Ratio Avg Win / Avg Loss 1.9959 2.5799 1.4319 1.367 1.4281 1.3214
Largest Winning Trade 263700 263700 50002 578779 578779 275537
Largest Losing Trade -36704 -28598 -36704 -378662 -200353 -378662
Avg Bars in Trades 34 30 38 34 30 38
Avg Bars in Winners 50 45 55 50 45 55
Avg Bars in Losers 21 20 23 21 20 23
Bars Traded 7295 3255 4040 7295 3255 4040
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 304252 241071 -161745 -350355 -583196 -239646
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7410,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600948800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759244360971,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 81
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 42,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            413234.9173669771,
            343456.2289029061,
            69778.6884640711,
            81946.5313531779,
            -93188.1986513654,
            175134.7300045436
        ],
        [
            413.234917,
            343.456229,
            69.778688,
            81.946531,
            -93.188199,
            175.13473
        ],
        [
            0.223069,
            0.185401,
            0.037667,
            0.032315,
            -0.144916,
            0.054649
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149326,
            -118253,
            -69765,
            -938409,
            -831781,
            -579404
        ],
        [
            1.488719,
            1.733347,
            1.184988,
            1.019642,
            0.959489,
            1.093571
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            91,
            43,
            48,
            91,
            43,
            48
        ],
        [
            122,
            64,
            58,
            122,
            64,
            58
        ],
        [
            42.723005,
            40.186916,
            45.283019,
            42.723005,
            40.186916,
            45.283019
        ],
        [
            1.995865,
            2.579866,
            1.43186,
            1.366993,
            1.428077,
            1.321398
        ],
        [
            263700,
            263700,
            50002,
            578779,
            578779,
            275537
        ],
        [
            -36704,
            -28598,
            -36704,
            -378662,
            -200353,
            -378662
        ],
        [
            34,
            30,
            38,
            34,
            30,
            38
        ],
        [
            50,
            45,
            55,
            50,
            45,
            55
        ],
        [
            21,
            20,
            23,
            21,
            20,
            23
        ],
        [
            7295,
            3255,
            4040,
            7295,
            3255,
            4040
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304252,
            241071,
            -161745,
            -350355,
            -583196,
            -239646
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7410,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600948800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759244360971,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 81
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 42,
            "offset": 0,
            "poles": 2
        }
    }
}

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)