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Trade: KSM/USDT/360/PWMA/HMA/1483

Strategy
KSM/USDT/360/PWMA/HMA/1483
Pair
KSM_USDT
Interval
6h
Score
439196
Daily Profit
0.405550
Profit Factor
1.972554
Profitability
41.780822
Streak
20.998218
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-28 08:57
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 748847.9259 672751.8821 76096.0437 273519.6166 -33736.2256 307255.8422
Total P&L (%) 748.8479 672.7519 76.096 273.5196 -33.7362 307.2558
Avg Daily Profit (%) 0.4056 0.3643 0.0412 0.0714 -0.0223 0.0761
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172262 -144881 -82476 -1692902 -1188747 -874428
Profit Factor 1.9726 2.6066 1.2166 1.0485 0.9883 1.1115
Total Trades 146 73 73 146 73 73
Winning Trades 61 30 31 61 30 31
Losing Trades 85 43 42 85 43 42
Profitability (%) 41.7808 41.0959 42.4658 41.7808 41.0959 42.4658
Ratio Avg Win / Avg Loss 2.7486 3.7362 1.6484 1.4611 1.4165 1.5059
Largest Winning Trade 613468 613468 67123 773682 550292 773682
Largest Losing Trade -37202 -23310 -37202 -646170 -275954 -646170
Avg Bars in Trades 49 41 56 49 41 56
Avg Bars in Winners 76 63 90 76 63 90
Avg Bars in Losers 29 26 32 29 26 32
Bars Traded 7198 3061 4137 7198 3061 4137
Profit Streak 20.9982 22.9982 20.9982 20.9982 22.9982 20.9982
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439196 -59969 -211508 -266086 -653494 -262473
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602914400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039046062,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 162,
            "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": [
        [
            748847.9258502077,
            672751.8821114928,
            76096.0437387148,
            273519.6166401331,
            -33736.2255540888,
            307255.8421942226
        ],
        [
            748.847926,
            672.751882,
            76.096044,
            273.519617,
            -33.736226,
            307.255842
        ],
        [
            0.40555,
            0.364339,
            0.041211,
            0.071393,
            -0.022284,
            0.076079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172262,
            -144881,
            -82476,
            -1692902,
            -1188747,
            -874428
        ],
        [
            1.972554,
            2.606649,
            1.216643,
            1.048544,
            0.988281,
            1.111497
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            41.780822,
            41.09589,
            42.465753,
            41.780822,
            41.09589,
            42.465753
        ],
        [
            2.748641,
            3.736197,
            1.648355,
            1.461086,
            1.416536,
            1.505899
        ],
        [
            613468,
            613468,
            67123,
            773682,
            550292,
            773682
        ],
        [
            -37202,
            -23310,
            -37202,
            -646170,
            -275954,
            -646170
        ],
        [
            49,
            41,
            56,
            49,
            41,
            56
        ],
        [
            76,
            63,
            90,
            76,
            63,
            90
        ],
        [
            29,
            26,
            32,
            29,
            26,
            32
        ],
        [
            7198,
            3061,
            4137,
            7198,
            3061,
            4137
        ],
        [
            20.998218,
            22.998218,
            20.998218,
            20.998218,
            22.998218,
            20.998218
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439196,
            -59969,
            -211508,
            -266086,
            -653494,
            -262473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602914400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039046062,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 162,
            "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)