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Trade: KSM/USDT/360/SINWMA/PSAR/9171

Strategy
KSM/USDT/360/SINWMA/PSAR/9171
Pair
KSM_USDT
Interval
6h
Score
541701
Daily Profit
0.514407
Profit Factor
2.417246
Profitability
48.412698
Streak
0.000000
Best Strategy
Training Data Length
1857.250000
Evaluation Time
2025-10-05 12:58
Expiration Time
2025-11-30 01:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 955381.8058 870529.1772 84852.6286 256042.093 747384.7675 -491342.6745
Total P&L (%) 955.3818 870.5292 84.8526 256.0421 747.3848 -491.3427
Avg Daily Profit (%) 0.5144 0.4687 0.0457 0.0684 0.1151 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103594 -96183 -66642 -903219 -485244 -753891
Profit Factor 2.4172 3.5826 1.2518 1.0648 1.4313 0.7787
Total Trades 126 63 63 126 63 63
Winning Trades 61 30 31 61 30 31
Losing Trades 65 33 32 65 33 32
Profitability (%) 48.4127 47.619 49.2063 48.4127 47.619 49.2063
Ratio Avg Win / Avg Loss 2.5758 3.9409 1.2921 1.1346 1.5744 0.8038
Largest Winning Trade 868315 868315 53812 891938 891938 341747
Largest Losing Trade -41015 -29396 -41015 -407325 -159465 -407325
Avg Bars in Trades 56 48 65 56 48 65
Avg Bars in Winners 84 64 103 84 64 103
Avg Bars in Losers 31 33 28 31 33 28
Bars Traded 7166 3032 4134 7166 3032 4134
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 541701 -130516 -279090 -251177 -184494 -727766
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7429,
    "evaluation_days": 1857.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603519200000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759658285547,
    "expiration_time": 1764457992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 138
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            955381.8057794881,
            870529.1772227293,
            84852.6285567599,
            256042.0930231042,
            747384.7675025315,
            -491342.6744794272
        ],
        [
            955.381806,
            870.529177,
            84.852629,
            256.042093,
            747.384768,
            -491.342674
        ],
        [
            0.514407,
            0.468719,
            0.045687,
            0.068398,
            0.115128,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103594,
            -96183,
            -66642,
            -903219,
            -485244,
            -753891
        ],
        [
            2.417246,
            3.582631,
            1.251758,
            1.064765,
            1.431267,
            0.778717
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            48.412698,
            47.619048,
            49.206349,
            48.412698,
            47.619048,
            49.206349
        ],
        [
            2.575754,
            3.940894,
            1.292137,
            1.134585,
            1.574394,
            0.803836
        ],
        [
            868315,
            868315,
            53812,
            891938,
            891938,
            341747
        ],
        [
            -41015,
            -29396,
            -41015,
            -407325,
            -159465,
            -407325
        ],
        [
            56,
            48,
            65,
            56,
            48,
            65
        ],
        [
            84,
            64,
            103,
            84,
            64,
            103
        ],
        [
            31,
            33,
            28,
            31,
            33,
            28
        ],
        [
            7166,
            3032,
            4134,
            7166,
            3032,
            4134
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            541701,
            -130516,
            -279090,
            -251177,
            -184494,
            -727766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7429,
    "evaluation_days": 1857.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603519200000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759658285547,
    "expiration_time": 1764457992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 138
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)