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Trade: KSM/USDT/360/SMA/SSF/6230

Strategy
KSM/USDT/360/SMA/SSF/6230
Pair
KSM_USDT
Interval
6h
Score
586926
Daily Profit
0.580164
Profit Factor
2.425110
Profitability
51.000000
Streak
0.000000
Best Strategy
Training Data Length
1856.750000
Evaluation Time
2025-10-05 03:36
Expiration Time
2025-11-29 12:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1077219.8844 1013208.666 64011.2183 69597.8909 423584.9229 -353987.0319
Total P&L (%) 1077.2199 1013.2087 64.0112 69.5979 423.5849 -353.987
Avg Daily Profit (%) 0.5802 0.5457 0.0345 0.0285 0.0892 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224432 -148679 -151560 -831805 -399359 -500436
Profit Factor 2.4251 3.6929 1.1686 1.0536 1.6959 0.4872
Total Trades 100 50 50 100 50 50
Winning Trades 51 21 30 51 21 30
Losing Trades 49 29 20 49 29 20
Profitability (%) 51 42 60 51 42 60
Ratio Avg Win / Avg Loss 2.33 5.0998 0.7791 1.0123 2.3419 0.3248
Largest Winning Trade 961558 961558 52530 784356 784356 65957
Largest Losing Trade -60397 -60397 -55420 -309426 -218728 -309426
Avg Bars in Trades 72 62 82 72 62 82
Avg Bars in Winners 84 78 88 84 78 88
Avg Bars in Losers 60 50 74 60 50 74
Bars Traded 7267 3118 4149 7267 3118 4149
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 586926 -165337 -362719 -316088 -253823 -759537
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7427,
    "evaluation_days": 1856.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601575200000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759624616102,
    "expiration_time": 1764413496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 205,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1077219.8843580205,
            1013208.6660266903,
            64011.2183313299,
            69597.8909098988,
            423584.9228523481,
            -353987.0319424496
        ],
        [
            1077.219884,
            1013.208666,
            64.011218,
            69.597891,
            423.584923,
            -353.987032
        ],
        [
            0.580164,
            0.545689,
            0.034475,
            0.028455,
            0.089202,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224432,
            -148679,
            -151560,
            -831805,
            -399359,
            -500436
        ],
        [
            2.42511,
            3.692939,
            1.168611,
            1.053578,
            1.695854,
            0.487175
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            51,
            21,
            30,
            51,
            21,
            30
        ],
        [
            49,
            29,
            20,
            49,
            29,
            20
        ],
        [
            51,
            42,
            60,
            51,
            42,
            60
        ],
        [
            2.330007,
            5.099773,
            0.779074,
            1.012261,
            2.341893,
            0.324783
        ],
        [
            961558,
            961558,
            52530,
            784356,
            784356,
            65957
        ],
        [
            -60397,
            -60397,
            -55420,
            -309426,
            -218728,
            -309426
        ],
        [
            72,
            62,
            82,
            72,
            62,
            82
        ],
        [
            84,
            78,
            88,
            84,
            78,
            88
        ],
        [
            60,
            50,
            74,
            60,
            50,
            74
        ],
        [
            7267,
            3118,
            4149,
            7267,
            3118,
            4149
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            586926,
            -165337,
            -362719,
            -316088,
            -253823,
            -759537
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7427,
    "evaluation_days": 1856.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601575200000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759624616102,
    "expiration_time": 1764413496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 205,
            "offset": 0,
            "poles": 2
        }
    }
}

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)