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Trade: KSM/USDT/360/KCL/HWMA/8505

Strategy
KSM/USDT/360/KCL/HWMA/8505
Pair
KSM_USDT
Interval
6h
Score
492390
Daily Profit
0.586106
Profit Factor
2.171777
Profitability
40.307692
Streak
0.000000
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-09-29 05:18
Expiration Time
2025-11-23 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1084882.1513 952771.7848 132110.3665 839916.5098 -932825.4134 1772741.9232
Total P&L (%) 1084.8822 952.7718 132.1104 839.9165 -932.8254 1772.7419
Avg Daily Profit (%) 0.5861 0.5147 0.0714 0.1211 0 0.1584
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134118 -107676 -50713 -4375213 -3259545 -1600776
Profit Factor 2.1718 2.9686 1.299 1.0376 0.9231 1.1736
Total Trades 325 162 163 325 162 163
Winning Trades 131 61 70 131 61 70
Losing Trades 194 101 93 194 101 93
Profitability (%) 40.3077 37.6543 42.9448 40.3077 37.6543 42.9448
Ratio Avg Win / Avg Loss 3.2162 4.9153 1.7258 1.5366 1.5284 1.5592
Largest Winning Trade 937504 937504 56189 2361454 2361454 1754715
Largest Losing Trade -26110 -18414 -26110 -937710 -937710 -931437
Avg Bars in Trades 22 25 19 22 25 19
Avg Bars in Winners 38 47 31 38 47 31
Avg Bars in Losers 10 11 10 10 11 10
Bars Traded 7208 4059 3149 7208 4059 3149
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 492390 438017 -98622 -210747 -582230 -22919
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7404,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603130400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759112304460,
    "expiration_time": 1763901792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 183,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.50962,
            "nb": 0.1,
            "nc": 0.88513
        }
    }
}
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": [
        [
            1084882.151298665,
            952771.7847551771,
            132110.3665434885,
            839916.5098232017,
            -932825.4133746418,
            1772741.9231978445
        ],
        [
            1084.882151,
            952.771785,
            132.110367,
            839.91651,
            -932.825413,
            1772.741923
        ],
        [
            0.586106,
            0.514734,
            0.071372,
            0.121123,
            0,
            0.158418
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134118,
            -107676,
            -50713,
            -4375213,
            -3259545,
            -1600776
        ],
        [
            2.171777,
            2.968632,
            1.298982,
            1.037594,
            0.923105,
            1.17362
        ],
        [
            325,
            162,
            163,
            325,
            162,
            163
        ],
        [
            131,
            61,
            70,
            131,
            61,
            70
        ],
        [
            194,
            101,
            93,
            194,
            101,
            93
        ],
        [
            40.307692,
            37.654321,
            42.944785,
            40.307692,
            37.654321,
            42.944785
        ],
        [
            3.21622,
            4.915276,
            1.725791,
            1.53659,
            1.528419,
            1.559238
        ],
        [
            937504,
            937504,
            56189,
            2361454,
            2361454,
            1754715
        ],
        [
            -26110,
            -18414,
            -26110,
            -937710,
            -937710,
            -931437
        ],
        [
            22,
            25,
            19,
            22,
            25,
            19
        ],
        [
            38,
            47,
            31,
            38,
            47,
            31
        ],
        [
            10,
            11,
            10,
            10,
            11,
            10
        ],
        [
            7208,
            4059,
            3149,
            7208,
            4059,
            3149
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492390,
            438017,
            -98622,
            -210747,
            -582230,
            -22919
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7404,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603130400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759112304460,
    "expiration_time": 1763901792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 183,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.50962,
            "nb": 0.1,
            "nc": 0.88513
        }
    }
}

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)