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Trade: KSM/USDT/360/SSF/JMA/6478

Strategy
KSM/USDT/360/SSF/JMA/6478
Pair
KSM_USDT
Interval
6h
Score
427011
Daily Profit
0.296933
Profit Factor
1.858830
Profitability
47.959184
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 13:58
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 548287.4241 437092.0359 111195.3882 360640.7682 213692.7105 146948.0578
Total P&L (%) 548.2874 437.092 111.1954 360.6408 213.6927 146.9481
Avg Daily Profit (%) 0.2969 0.2367 0.0602 0.0828 0.0619 0.049
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124943 -122210 -65588 -702577 -794199 -470980
Profit Factor 1.8588 2.2463 1.3865 1.11 1.117 1.1013
Total Trades 98 49 49 98 49 49
Winning Trades 47 20 27 47 20 27
Losing Trades 51 29 22 51 29 22
Profitability (%) 47.9592 40.8163 55.102 47.9592 40.8163 55.102
Ratio Avg Win / Avg Loss 2.017 3.2571 1.1297 1.2045 1.6196 0.8974
Largest Winning Trade 356697 356697 63465 686870 686870 227277
Largest Losing Trade -35310 -27971 -35310 -295813 -227537 -295813
Avg Bars in Trades 74 66 82 74 66 82
Avg Bars in Winners 109 108 109 109 108 109
Avg Bars in Losers 42 36 49 42 36 49
Bars Traded 7290 3245 4046 7290 3245 4046
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 427011 314467 -111142 -182485 -204443 -237523

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": 1601013600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884280354,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 44,
            "offset": 54,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 85,
            "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": [
        [
            548287.424122672,
            437092.0359139398,
            111195.3882087315,
            360640.7682194001,
            213692.7104586354,
            146948.057760765
        ],
        [
            548.287424,
            437.092036,
            111.195388,
            360.640768,
            213.69271,
            146.948058
        ],
        [
            0.296933,
            0.236714,
            0.06022,
            0.082755,
            0.061933,
            0.04897
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124943,
            -122210,
            -65588,
            -702577,
            -794199,
            -470980
        ],
        [
            1.85883,
            2.246279,
            1.386505,
            1.110037,
            1.116979,
            1.101296
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            47,
            20,
            27,
            47,
            20,
            27
        ],
        [
            51,
            29,
            22,
            51,
            29,
            22
        ],
        [
            47.959184,
            40.816327,
            55.102041,
            47.959184,
            40.816327,
            55.102041
        ],
        [
            2.017028,
            3.257105,
            1.129745,
            1.204509,
            1.619619,
            0.897353
        ],
        [
            356697,
            356697,
            63465,
            686870,
            686870,
            227277
        ],
        [
            -35310,
            -27971,
            -35310,
            -295813,
            -227537,
            -295813
        ],
        [
            74,
            66,
            82,
            74,
            66,
            82
        ],
        [
            109,
            108,
            109,
            109,
            108,
            109
        ],
        [
            42,
            36,
            49,
            42,
            36,
            49
        ],
        [
            7290,
            3245,
            4046,
            7290,
            3245,
            4046
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427011,
            314467,
            -111142,
            -182485,
            -204443,
            -237523
        ]
    ]
}
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": 1601013600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884280354,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 44,
            "offset": 54,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 85,
            "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)