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Trade: KSM/USDT/360/MIDPRICE/DEMA/5319

Strategy
KSM/USDT/360/MIDPRICE/DEMA/5319
Pair
KSM_USDT
Interval
6h
Score
536347
Daily Profit
0.352425
Profit Factor
3.203750
Profitability
48.571429
Streak
0.000000
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-10-07 17:26
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 725033.8703 655333.8509 69700.0194 98096.1729 591721.5603 -493625.3874
Total P&L (%) 725.0339 655.3339 69.7 98.0962 591.7216 -493.6254
Avg Daily Profit (%) 0.3899 0.3524 0.0375 0.0368 0.1041 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149490 -71635 -82954 -866622 -424332 -583361
Profit Factor 2.2751 3.2038 1.257 1.0381 1.5094 0.6504
Total Trades 69 35 34 69 35 34
Winning Trades 36 17 19 36 17 19
Losing Trades 33 18 15 33 18 15
Profitability (%) 52.1739 48.5714 55.8824 52.1739 48.5714 55.8824
Ratio Avg Win / Avg Loss 2.0855 3.3922 0.9924 0.9516 1.5982 0.5134
Largest Winning Trade 658349 658349 60215 875287 875287 175446
Largest Losing Trade -56727 -40566 -56727 -312360 -193172 -312360
Avg Bars in Trades 103 72 134 103 72 134
Avg Bars in Winners 141 85 191 141 85 191
Avg Bars in Losers 61 61 61 61 61 61
Bars Traded 7114 2550 4564 7114 2550 4564
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 -91725 536347 -143949 -429763 -51732 -580032
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": 1602331200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847214639,
    "expiration_time": 1764658224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 98,
            "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": [
        [
            725033.8703051726,
            655333.8509034374,
            69700.0194017358,
            98096.1728527549,
            591721.56030033,
            -493625.3874475747
        ],
        [
            725.03387,
            655.333851,
            69.700019,
            98.096173,
            591.72156,
            -493.625387
        ],
        [
            0.389908,
            0.352425,
            0.037483,
            0.036768,
            0.104061,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149490,
            -71635,
            -82954,
            -866622,
            -424332,
            -583361
        ],
        [
            2.275129,
            3.20375,
            1.256983,
            1.038119,
            1.509377,
            0.650354
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            52.173913,
            48.571429,
            55.882353,
            52.173913,
            48.571429,
            55.882353
        ],
        [
            2.085535,
            3.392206,
            0.992355,
            0.951609,
            1.598164,
            0.513437
        ],
        [
            658349,
            658349,
            60215,
            875287,
            875287,
            175446
        ],
        [
            -56727,
            -40566,
            -56727,
            -312360,
            -193172,
            -312360
        ],
        [
            103,
            72,
            134,
            103,
            72,
            134
        ],
        [
            141,
            85,
            191,
            141,
            85,
            191
        ],
        [
            61,
            61,
            61,
            61,
            61,
            61
        ],
        [
            7114,
            2550,
            4564,
            7114,
            2550,
            4564
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -91725,
            536347,
            -143949,
            -429763,
            -51732,
            -580032
        ]
    ]
}
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": 1602331200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847214639,
    "expiration_time": 1764658224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 98,
            "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)