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Trade: KSM/USDT/360/SINWMA/HILO/4262

Strategy
KSM/USDT/360/SINWMA/HILO/4262
Pair
KSM_USDT
Interval
6h
Score
475343
Daily Profit
0.495137
Profit Factor
4.806935
Profitability
37.142857
Streak
0.000000
Best Strategy
Training Data Length
1856.250000
Evaluation Time
2025-10-04 13:59
Expiration Time
2025-11-29 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1064621.6667 919097.1993 145524.4674 1188935.2746 268174.0722 920761.2024
Total P&L (%) 1064.6217 919.0972 145.5245 1188.9353 268.1741 920.7612
Avg Daily Profit (%) 0.5735 0.4951 0.0784 0.1378 0.0702 0.1252
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86206 -53499 -47108 -1895657 -1005978 -986289
Profit Factor 3.35 4.8069 1.6877 1.1662 1.0724 1.267
Total Trades 69 35 34 69 35 34
Winning Trades 25 13 12 25 13 12
Losing Trades 44 22 22 44 22 22
Profitability (%) 36.2319 37.1429 35.2941 36.2319 37.1429 35.2941
Ratio Avg Win / Avg Loss 5.8961 8.1348 3.0942 2.0525 1.8148 2.3229
Largest Winning Trade 883100 883100 60888 1076498 1045836 1076498
Largest Losing Trade -36701 -36701 -23196 -657609 -394602 -657609
Avg Bars in Trades 103 78 128 103 78 128
Avg Bars in Winners 192 134 255 192 134 255
Avg Bars in Losers 52 45 59 52 45 59
Bars Traded 7111 2746 4365 7111 2746 4365
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 -93995 475343 -90815 -156850 -243956 -30158
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7425,
    "evaluation_days": 1856.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603951200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759575565363,
    "expiration_time": 1764369000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1064621.6667360223,
            919097.1993459199,
            145524.4673901033,
            1188935.274606091,
            268174.0722325156,
            920761.2023735745
        ],
        [
            1064.621667,
            919.097199,
            145.524467,
            1188.935275,
            268.174072,
            920.761202
        ],
        [
            0.573534,
            0.495137,
            0.078397,
            0.137813,
            0.070241,
            0.12523
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86206,
            -53499,
            -47108,
            -1895657,
            -1005978,
            -986289
        ],
        [
            3.350041,
            4.806935,
            1.687749,
            1.166215,
            1.072383,
            1.267037
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            36.231884,
            37.142857,
            35.294118,
            36.231884,
            37.142857,
            35.294118
        ],
        [
            5.896073,
            8.134813,
            3.094206,
            2.052538,
            1.814802,
            2.3229
        ],
        [
            883100,
            883100,
            60888,
            1076498,
            1045836,
            1076498
        ],
        [
            -36701,
            -36701,
            -23196,
            -657609,
            -394602,
            -657609
        ],
        [
            103,
            78,
            128,
            103,
            78,
            128
        ],
        [
            192,
            134,
            255,
            192,
            134,
            255
        ],
        [
            52,
            45,
            59,
            52,
            45,
            59
        ],
        [
            7111,
            2746,
            4365,
            7111,
            2746,
            4365
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93995,
            475343,
            -90815,
            -156850,
            -243956,
            -30158
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7425,
    "evaluation_days": 1856.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603951200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759575565363,
    "expiration_time": 1764369000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)