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Trade: KSM/USDT/360/SMA/HILO/9133

Strategy
KSM/USDT/360/SMA/HILO/9133
Pair
KSM_USDT
Interval
6h
Score
508474
Daily Profit
0.525281
Profit Factor
4.969946
Profitability
38.461538
Streak
0.000000
Best Strategy
Training Data Length
1857.500000
Evaluation Time
2025-10-05 20:02
Expiration Time
2025-11-30 07:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1090889.5213 975709.929 115179.5923 701372.1284 445337.9656 256034.1629
Total P&L (%) 1090.8895 975.7099 115.1796 701.3721 445.338 256.0342
Avg Daily Profit (%) 0.5873 0.5253 0.062 0.1121 0.0914 0.0684
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127760 -64881 -64014 -1138563 -651163 -729464
Profit Factor 3.1812 4.9699 1.4528 1.1503 1.1927 1.1087
Total Trades 77 39 38 77 39 38
Winning Trades 31 15 16 31 15 16
Losing Trades 46 24 22 46 24 22
Profitability (%) 40.2597 38.4615 42.1053 40.2597 38.4615 42.1053
Ratio Avg Win / Avg Loss 4.7205 7.9519 1.9976 1.7069 1.9083 1.5245
Largest Winning Trade 947014 947014 59706 722414 722414 612498
Largest Losing Trade -40584 -40344 -40584 -421567 -352846 -421567
Avg Bars in Trades 92 70 116 92 70 116
Avg Bars in Winners 154 109 196 154 109 196
Avg Bars in Losers 51 46 57 51 46 57
Bars Traded 7158 2747 4411 7158 2747 4411
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 -32637 508474 -111057 -147074 -82902 -204536
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7430,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603432800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759683735391,
    "expiration_time": 1764480240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 197,
            "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": [
        [
            1090889.5213109683,
            975709.9290185599,
            115179.5922924085,
            701372.1284190516,
            445337.965551872,
            256034.1628671794
        ],
        [
            1090.889521,
            975.709929,
            115.179592,
            701.372128,
            445.337966,
            256.034163
        ],
        [
            0.587289,
            0.525281,
            0.062008,
            0.112103,
            0.09136,
            0.068387
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127760,
            -64881,
            -64014,
            -1138563,
            -651163,
            -729464
        ],
        [
            3.181192,
            4.969946,
            1.45282,
            1.150296,
            1.192703,
            1.108691
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            40.25974,
            38.461538,
            42.105263,
            40.25974,
            38.461538,
            42.105263
        ],
        [
            4.720478,
            7.951914,
            1.997628,
            1.706891,
            1.908325,
            1.524451
        ],
        [
            947014,
            947014,
            59706,
            722414,
            722414,
            612498
        ],
        [
            -40584,
            -40344,
            -40584,
            -421567,
            -352846,
            -421567
        ],
        [
            92,
            70,
            116,
            92,
            70,
            116
        ],
        [
            154,
            109,
            196,
            154,
            109,
            196
        ],
        [
            51,
            46,
            57,
            51,
            46,
            57
        ],
        [
            7158,
            2747,
            4411,
            7158,
            2747,
            4411
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32637,
            508474,
            -111057,
            -147074,
            -82902,
            -204536
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7430,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603432800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759683735391,
    "expiration_time": 1764480240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 197,
            "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)