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Trade: KSM/USDT/360/KCB/HWMA/5240

Strategy
KSM/USDT/360/KCB/HWMA/5240
Pair
KSM_USDT
Interval
6h
Score
317697
Daily Profit
0.519423
Profit Factor
2.553738
Profitability
30.113636
Streak
0.000000
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-10-07 17:46
Expiration Time
2025-12-02 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 965867.7794 866234.6373 99633.1421 455874.9111 356627.485 99247.4261
Total P&L (%) 965.8678 866.2346 99.6331 455.8749 356.6275 99.2474
Avg Daily Profit (%) 0.5194 0.4658 0.0536 0.0923 0.0817 0.0371
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108130 -72918 -51171 -1154123 -759738 -501266
Profit Factor 2.5537 3.9312 1.3055 1.0841 1.1369 1.0353
Total Trades 176 88 88 176 88 88
Winning Trades 53 26 27 53 26 27
Losing Trades 123 62 61 123 62 61
Profitability (%) 30.1136 29.5455 30.6818 30.1136 29.5455 30.6818
Ratio Avg Win / Avg Loss 5.9266 9.3743 2.9495 2.516 2.7111 2.3389
Largest Winning Trade 899096 899096 60722 845994 845994 504872
Largest Losing Trade -24799 -16791 -24799 -178753 -178753 -174366
Avg Bars in Trades 40 31 50 40 31 50
Avg Bars in Winners 110 78 141 110 78 141
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 7181 2730 4451 7181 2730 4451
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 317697 259955 -127967 -203431 -162759 -331818
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7438,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604512800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759848365390,
    "expiration_time": 1764658224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 247,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.58524,
            "nc": 0.1
        }
    }
}
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": [
        [
            965867.779352399,
            866234.6372765762,
            99633.1420758227,
            455874.9111390574,
            356627.4850412545,
            99247.4260978029
        ],
        [
            965.867779,
            866.234637,
            99.633142,
            455.874911,
            356.627485,
            99.247426
        ],
        [
            0.519423,
            0.465843,
            0.053581,
            0.092292,
            0.081706,
            0.03708
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108130,
            -72918,
            -51171,
            -1154123,
            -759738,
            -501266
        ],
        [
            2.553738,
            3.93115,
            1.305516,
            1.084133,
            1.136929,
            1.035269
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            30.113636,
            29.545455,
            30.681818,
            30.113636,
            29.545455,
            30.681818
        ],
        [
            5.926599,
            9.374281,
            2.949499,
            2.516007,
            2.711138,
            2.338941
        ],
        [
            899096,
            899096,
            60722,
            845994,
            845994,
            504872
        ],
        [
            -24799,
            -16791,
            -24799,
            -178753,
            -178753,
            -174366
        ],
        [
            40,
            31,
            50,
            40,
            31,
            50
        ],
        [
            110,
            78,
            141,
            110,
            78,
            141
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            7181,
            2730,
            4451,
            7181,
            2730,
            4451
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317697,
            259955,
            -127967,
            -203431,
            -162759,
            -331818
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7438,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604512800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759848365390,
    "expiration_time": 1764658224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 247,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.58524,
            "nc": 0.1
        }
    }
}

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)