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Trade: KSM/USDT/360/SINWMA/LINREG/3127

Strategy
KSM/USDT/360/SINWMA/LINREG/3127
Pair
KSM_USDT
Interval
6h
Score
525664
Daily Profit
0.688472
Profit Factor
5.380765
Profitability
35.483871
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-25 22:05
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 1385921.5195 1271263.1587 114658.3608 438805.0755 -69690.5109 508495.5864
Total P&L (%) 1385.9215 1271.2632 114.6584 438.8051 -69.6905 508.4956
Avg Daily Profit (%) 0.7506 0.6885 0.0621 0.0913 -0.0646 0.0978
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142702 -101611 -69356 -1396615 -1371272 -826339
Profit Factor 3.78 5.3808 1.5503 1.1009 0.9728 1.2838
Total Trades 61 31 30 61 31 30
Winning Trades 26 11 15 26 11 15
Losing Trades 35 20 15 35 20 15
Profitability (%) 42.623 35.4839 50 42.623 35.4839 50
Ratio Avg Win / Avg Loss 5.0884 9.7832 1.5503 1.4819 1.7687 1.2838
Largest Winning Trade 1301582 1301582 64815 1301582 1301582 587585
Largest Losing Trade -55456 -40743 -55456 -600292 -575082 -600292
Avg Bars in Trades 117 97 137 117 97 137
Avg Bars in Winners 188 172 199 188 172 199
Avg Bars in Losers 64 56 75 64 56 75
Bars Traded 7151 3018 4133 7151 3018 4133
Profit Streak 0 0 39.7957 0 0 39.7957
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149502 525664 -106788 -349875 -583685 -61444

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": 1602331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827149393,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 80,
            "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": [
        [
            1385921.5195394426,
            1271263.1587034427,
            114658.3608360008,
            438805.0754928485,
            -69690.5109417612,
            508495.5864346097
        ],
        [
            1385.92152,
            1271.263159,
            114.658361,
            438.805075,
            -69.690511,
            508.495586
        ],
        [
            0.750567,
            0.688472,
            0.062095,
            0.091251,
            -0.064626,
            0.097845
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142702,
            -101611,
            -69356,
            -1396615,
            -1371272,
            -826339
        ],
        [
            3.779984,
            5.380765,
            1.550333,
            1.100851,
            0.972773,
            1.283848
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            42.622951,
            35.483871,
            50,
            42.622951,
            35.483871,
            50
        ],
        [
            5.08844,
            9.783208,
            1.550333,
            1.481915,
            1.768678,
            1.283848
        ],
        [
            1301582,
            1301582,
            64815,
            1301582,
            1301582,
            587585
        ],
        [
            -55456,
            -40743,
            -55456,
            -600292,
            -575082,
            -600292
        ],
        [
            117,
            97,
            137,
            117,
            97,
            137
        ],
        [
            188,
            172,
            199,
            188,
            172,
            199
        ],
        [
            64,
            56,
            75,
            64,
            56,
            75
        ],
        [
            7151,
            3018,
            4133,
            7151,
            3018,
            4133
        ],
        [
            0,
            0,
            39.79571,
            0,
            0,
            39.795711
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149502,
            525664,
            -106788,
            -349875,
            -583685,
            -61444
        ]
    ]
}
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": 1602331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827149393,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 80,
            "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)