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Trade: KSM/USDT/360/KCB/MIDPRICE/4031

Strategy
KSM/USDT/360/KCB/MIDPRICE/4031
Pair
KSM_USDT
Interval
6h
Score
465979
Daily Profit
0.580178
Profit Factor
2.606382
Profitability
40.740741
Streak
0.000000
Best Strategy
Training Data Length
1858.250000
Evaluation Time
2025-10-06 12:59
Expiration Time
2025-12-01 01:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1078116.6708 984078.7338 94037.937 279121.0689 28621.9719 250499.097
Total P&L (%) 1078.1167 984.0787 94.0379 279.1211 28.622 250.4991
Avg Daily Profit (%) 0.5802 0.5296 0.0506 0.0717 0.0135 0.0675
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129807 -112533 -77620 -2496754 -1480327 -1766560
Profit Factor 2.6064 3.833 1.2904 1.0308 1.0064 1.055
Total Trades 108 54 54 108 54 54
Winning Trades 44 18 26 44 18 26
Losing Trades 64 36 28 64 36 28
Profitability (%) 40.7407 33.3333 48.1481 40.7407 33.3333 48.1481
Ratio Avg Win / Avg Loss 3.7911 7.666 1.3897 1.4993 2.0127 1.1361
Largest Winning Trade 981449 981449 50135 903145 903145 589636
Largest Losing Trade -53529 -41768 -53529 -1446407 -430966 -1446407
Avg Bars in Trades 65 60 70 65 60 70
Avg Bars in Winners 106 104 108 106 104 108
Avg Bars in Losers 36 38 34 36 38 34
Bars Traded 7039 3257 3782 7039 3257 3782
Profit Streak 0 73.6665 0 0 73.6665 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465979 -168462 -306081 -287116 -576665 -443627
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7433,
    "evaluation_days": 1858.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603087200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759744787857,
    "expiration_time": 1764546984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 181,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 111,
            "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": [
        [
            1078116.6708206092,
            984078.7337982447,
            94037.9370223646,
            279121.0688897974,
            28621.971882562,
            250499.097007236
        ],
        [
            1078.116671,
            984.078734,
            94.037937,
            279.121069,
            28.621972,
            250.499097
        ],
        [
            0.580178,
            0.529573,
            0.050606,
            0.071743,
            0.013546,
            0.067516
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129807,
            -112533,
            -77620,
            -2496754,
            -1480327,
            -1766560
        ],
        [
            2.606382,
            3.832995,
            1.290435,
            1.030794,
            1.006351,
            1.054964
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            44,
            18,
            26,
            44,
            18,
            26
        ],
        [
            64,
            36,
            28,
            64,
            36,
            28
        ],
        [
            40.740741,
            33.333333,
            48.148148,
            40.740741,
            33.333333,
            48.148148
        ],
        [
            3.791101,
            7.665991,
            1.3897,
            1.499337,
            2.012703,
            1.136115
        ],
        [
            981449,
            981449,
            50135,
            903145,
            903145,
            589636
        ],
        [
            -53529,
            -41768,
            -53529,
            -1446407,
            -430966,
            -1446407
        ],
        [
            65,
            60,
            70,
            65,
            60,
            70
        ],
        [
            106,
            104,
            108,
            106,
            104,
            108
        ],
        [
            36,
            38,
            34,
            36,
            38,
            34
        ],
        [
            7039,
            3257,
            3782,
            7039,
            3257,
            3782
        ],
        [
            0,
            73.666526,
            0,
            0,
            73.666526,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465979,
            -168462,
            -306081,
            -287116,
            -576665,
            -443627
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7433,
    "evaluation_days": 1858.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603087200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759744787857,
    "expiration_time": 1764546984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 181,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 111,
            "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)