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Trade: KSM/USDT/360/WMA/DCL/5856

Strategy
KSM/USDT/360/WMA/DCL/5856
Pair
KSM_USDT
Interval
6h
Score
319899
Daily Profit
0.156375
Profit Factor
2.338113
Profitability
42.553191
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-28 08:57
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 311440.4839 288747.2941 22693.1897 -39312.2059 31803.2126 -71115.4185
Total P&L (%) 311.4405 288.7473 22.6932 -39.3122 31.8032 -71.1154
Avg Daily Profit (%) 0.1687 0.1564 0.0123 -0.027 0.015 -0.0672
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162911 -67368 -166383 -104636 -41060 -68896
Profit Factor 1.4834 2.3381 1.053 0.8835 1.3135 0.6986
Total Trades 93 47 46 93 47 46
Winning Trades 42 20 22 42 20 22
Losing Trades 51 27 24 51 27 24
Profitability (%) 45.1613 42.5532 47.8261 45.1613 42.5532 47.8261
Ratio Avg Win / Avg Loss 1.8013 3.1565 1.1487 1.0728 1.7732 0.7621
Largest Winning Trade 155552 155552 60958 53430 53430 50597
Largest Losing Trade -81812 -22803 -81812 -55020 -11609 -55020
Avg Bars in Trades 76 30 122 76 30 122
Avg Bars in Winners 122 45 191 122 45 191
Avg Bars in Losers 38 20 58 38 20 58
Bars Traded 7068 1448 5620 7068 1448 5620
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 289278 319899 -344547 -580745 -177353 -581549
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": 1603692000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039042803,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 20,
            "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": [
        [
            311440.4838859172,
            288747.2941411253,
            22693.1897447918,
            -39312.2059139989,
            31803.2125843504,
            -71115.4184983493
        ],
        [
            311.440484,
            288.747294,
            22.69319,
            -39.312206,
            31.803213,
            -71.115418
        ],
        [
            0.168665,
            0.156375,
            0.01229,
            -0.027044,
            0.014956,
            -0.067232
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162911,
            -67368,
            -166383,
            -104636,
            -41060,
            -68896
        ],
        [
            1.483437,
            2.338113,
            1.052968,
            0.883472,
            1.313485,
            0.698553
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            45.16129,
            42.553191,
            47.826087,
            45.16129,
            42.553191,
            47.826087
        ],
        [
            1.801317,
            3.156452,
            1.148692,
            1.072788,
            1.773205,
            0.762058
        ],
        [
            155552,
            155552,
            60958,
            53430,
            53430,
            50597
        ],
        [
            -81812,
            -22803,
            -81812,
            -55020,
            -11609,
            -55020
        ],
        [
            76,
            30,
            122,
            76,
            30,
            122
        ],
        [
            122,
            45,
            191,
            122,
            45,
            191
        ],
        [
            38,
            20,
            58,
            38,
            20,
            58
        ],
        [
            7068,
            1448,
            5620,
            7068,
            1448,
            5620
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            289278,
            319899,
            -344547,
            -580745,
            -177353,
            -581549
        ]
    ]
}
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": 1603692000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039042803,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 20,
            "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)