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Trade: KSM/USDT/360/SSF/SINWMA/7806

Strategy
KSM/USDT/360/SSF/SINWMA/7806
Pair
KSM_USDT
Interval
6h
Score
320191
Daily Profit
0.294703
Profit Factor
3.001097
Profitability
35.483871
Streak
0.000000
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-10-07 17:45
Expiration Time
2025-12-02 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 613852.2228 547999.4984 65852.7244 114299.3552 77526.8238 36772.5314
Total P&L (%) 613.8522 547.9995 65.8527 114.2994 77.5268 36.7725
Avg Daily Profit (%) 0.3301 0.2947 0.0354 0.041 0.0309 0.0168
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161967 -112233 -105931 -873902 -837959 -511187
Profit Factor 2.1328 3.0011 1.2457 1.0486 1.0626 1.033
Total Trades 62 31 31 62 31 31
Winning Trades 27 11 16 27 11 16
Losing Trades 35 20 15 35 20 15
Profitability (%) 43.5484 35.4839 51.6129 43.5484 35.4839 51.6129
Ratio Avg Win / Avg Loss 2.7648 5.4565 1.1678 1.3593 1.932 0.9685
Largest Winning Trade 525664 525664 68636 811157 811157 311673
Largest Losing Trade -54223 -54223 -46543 -345168 -257814 -345168
Avg Bars in Trades 117 100 134 117 100 134
Avg Bars in Winners 179 161 192 179 161 192
Avg Bars in Losers 69 66 72 69 66 72
Bars Traded 7273 3101 4172 7273 3101 4172
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 -148080 320191 -145942 -466497 -307869 -358565
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7438,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600387200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759848359188,
    "expiration_time": 1764658224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "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": [
        [
            613852.222836288,
            547999.4983953082,
            65852.7244409799,
            114299.3551564944,
            77526.8237771492,
            36772.5313793453
        ],
        [
            613.852223,
            547.999498,
            65.852724,
            114.299355,
            77.526824,
            36.772531
        ],
        [
            0.330117,
            0.294703,
            0.035414,
            0.040998,
            0.030871,
            0.016842
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161967,
            -112233,
            -105931,
            -873902,
            -837959,
            -511187
        ],
        [
            2.132836,
            3.001097,
            1.245698,
            1.048599,
            1.062615,
            1.033017
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            43.548387,
            35.483871,
            51.612903,
            43.548387,
            35.483871,
            51.612903
        ],
        [
            2.764787,
            5.45654,
            1.167842,
            1.359295,
            1.932027,
            0.968454
        ],
        [
            525664,
            525664,
            68636,
            811157,
            811157,
            311673
        ],
        [
            -54223,
            -54223,
            -46543,
            -345168,
            -257814,
            -345168
        ],
        [
            117,
            100,
            134,
            117,
            100,
            134
        ],
        [
            179,
            161,
            192,
            179,
            161,
            192
        ],
        [
            69,
            66,
            72,
            69,
            66,
            72
        ],
        [
            7273,
            3101,
            4172,
            7273,
            3101,
            4172
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148080,
            320191,
            -145942,
            -466497,
            -307869,
            -358565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7438,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1600387200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759848359188,
    "expiration_time": 1764658224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "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)