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Trade: KSM/USDT/360/HWMA/KCU/3906

Strategy
KSM/USDT/360/HWMA/KCU/3906
Pair
KSM_USDT
Interval
6h
Score
524463
Daily Profit
0.376925
Profit Factor
1.512624
Profitability
52.908587
Streak
11.088501
Best Strategy
Training Data Length
1852.000000
Evaluation Time
2025-09-30 05:07
Expiration Time
2025-11-24 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 698064.2066 455860.9239 242203.2828 4723211.1219 1197648.6244 3525562.4975
Total P&L (%) 698.0642 455.8609 242.2033 4723.2111 1197.6486 3525.5625
Avg Daily Profit (%) 0.3769 0.2461 0.1308 0.2095 0.1385 0.1941
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136727 -135773 -86391 -1436684 -1792253 -772963
Profit Factor 1.5126 1.6106 1.3938 1.3135 1.1298 1.6034
Total Trades 361 181 180 361 181 180
Winning Trades 191 93 98 191 93 98
Losing Trades 170 88 82 170 88 82
Profitability (%) 52.9086 51.3812 54.4444 52.9086 51.3812 54.4444
Ratio Avg Win / Avg Loss 1.3463 1.524 1.1662 1.1691 1.0691 1.3417
Largest Winning Trade 76783 76783 37571 875483 875483 559947
Largest Losing Trade -43865 -42877 -43865 -756334 -756334 -526815
Avg Bars in Trades 20 22 18 20 22 18
Avg Bars in Winners 19 21 17 19 21 17
Avg Bars in Losers 21 23 19 21 23 19
Bars Traded 7356 4030 3326 7356 4030 3326
Profit Streak 11.0885 11.0885 16.0885 11.0885 11.0885 16.0885
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 524463 451907 -15959 429138 -83955 422248
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7408,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600192800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759198046527,
    "expiration_time": 1763990784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.26043
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 47,
            "offset": 71,
            "scalar": 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": [
        [
            698064.2066281029,
            455860.9238566954,
            242203.2827714077,
            4723211.121862648,
            1197648.6244061084,
            3525562.4974565404
        ],
        [
            698.064207,
            455.860924,
            242.203283,
            4723.211122,
            1197.648624,
            3525.562497
        ],
        [
            0.376925,
            0.246145,
            0.130779,
            0.209508,
            0.138494,
            0.194065
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136727,
            -135773,
            -86391,
            -1436684,
            -1792253,
            -772963
        ],
        [
            1.512624,
            1.61055,
            1.393757,
            1.313477,
            1.129831,
            1.603435
        ],
        [
            361,
            181,
            180,
            361,
            181,
            180
        ],
        [
            191,
            93,
            98,
            191,
            93,
            98
        ],
        [
            170,
            88,
            82,
            170,
            88,
            82
        ],
        [
            52.908587,
            51.381215,
            54.444444,
            52.908587,
            51.381215,
            54.444444
        ],
        [
            1.346314,
            1.523961,
            1.166205,
            1.169064,
            1.069087,
            1.34165
        ],
        [
            76783,
            76783,
            37571,
            875483,
            875483,
            559947
        ],
        [
            -43865,
            -42877,
            -43865,
            -756334,
            -756334,
            -526815
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            21,
            23,
            19,
            21,
            23,
            19
        ],
        [
            7356,
            4030,
            3326,
            7356,
            4030,
            3326
        ],
        [
            11.088501,
            11.088501,
            16.088501,
            11.088501,
            11.088501,
            16.088501
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            524463,
            451907,
            -15959,
            429138,
            -83955,
            422248
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7408,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600192800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759198046527,
    "expiration_time": 1763990784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.26043
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 47,
            "offset": 71,
            "scalar": 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)