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Trade: KSM/USDT/360/WMA/HILO/6100

Strategy
KSM/USDT/360/WMA/HILO/6100
Pair
KSM_USDT
Interval
6h
Score
373690
Daily Profit
0.353234
Profit Factor
1.873211
Profitability
42.553191
Streak
0.000000
Best Strategy
Training Data Length
1850.500000
Evaluation Time
2025-09-28 16:19
Expiration Time
2025-11-23 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 653660.1564 600464.692 53195.4644 113594.5194 91336.2195 22258.3
Total P&L (%) 653.6602 600.4647 53.1955 113.5945 91.3362 22.2583
Avg Daily Profit (%) 0.3532 0.3245 0.0287 0.041 0.0351 0.0109
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169801 -143902 -93728 -557424 -454606 -264912
Profit Factor 1.8732 2.5876 1.1436 1.0548 1.0877 1.0216
Total Trades 141 71 70 141 71 70
Winning Trades 60 27 33 60 27 33
Losing Trades 81 44 37 81 44 37
Profitability (%) 42.5532 38.0282 47.1429 42.5532 38.0282 47.1429
Ratio Avg Win / Avg Loss 2.5288 4.2169 1.2823 1.424 1.7725 1.1454
Largest Winning Trade 573659 573659 68925 455093 455093 192900
Largest Losing Trade -42264 -30267 -42264 -140908 -93692 -140908
Avg Bars in Trades 50 39 61 50 39 61
Avg Bars in Winners 75 68 82 75 68 82
Avg Bars in Losers 32 22 44 32 22 44
Bars Traded 7156 2818 4338 7156 2818 4338
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 373690 -77577 -313698 -300895 -360654 -476063
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7402,
    "evaluation_days": 1850.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759065583527,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "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": [
        [
            653660.1564279606,
            600464.6919781371,
            53195.4644498236,
            113594.5194332146,
            91336.2194811742,
            22258.2999520407
        ],
        [
            653.660156,
            600.464692,
            53.195464,
            113.594519,
            91.336219,
            22.2583
        ],
        [
            0.353234,
            0.324488,
            0.028747,
            0.041019,
            0.03507,
            0.010861
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169801,
            -143902,
            -93728,
            -557424,
            -454606,
            -264912
        ],
        [
            1.873211,
            2.587643,
            1.143632,
            1.05479,
            1.087656,
            1.021583
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            81,
            44,
            37,
            81,
            44,
            37
        ],
        [
            42.553191,
            38.028169,
            47.142857,
            42.553191,
            38.028169,
            47.142857
        ],
        [
            2.528834,
            4.2169,
            1.282254,
            1.423966,
            1.772477,
            1.145411
        ],
        [
            573659,
            573659,
            68925,
            455093,
            455093,
            192900
        ],
        [
            -42264,
            -30267,
            -42264,
            -140908,
            -93692,
            -140908
        ],
        [
            50,
            39,
            61,
            50,
            39,
            61
        ],
        [
            75,
            68,
            82,
            75,
            68,
            82
        ],
        [
            32,
            22,
            44,
            32,
            22,
            44
        ],
        [
            7156,
            2818,
            4338,
            7156,
            2818,
            4338
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373690,
            -77577,
            -313698,
            -300895,
            -360654,
            -476063
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7402,
    "evaluation_days": 1850.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759065583527,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "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)