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Trade: KSM/USDT/480/ALMA/FWMA/5317

Strategy
KSM/USDT/480/ALMA/FWMA/5317
Pair
KSM_USDT
Interval
8h
Score
339647
Daily Profit
0.564288
Profit Factor
2.708597
Profitability
31.451613
Streak
0.000000
Best Strategy
Training Data Length
1854.000000
Evaluation Time
2025-10-02 12:02
Expiration Time
2025-11-26 16:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1046190.5436 862444.8144 183745.7292 2037259.7128 -257117.409 2294377.1217
Total P&L (%) 1046.1905 862.4448 183.7457 2037.2597 -257.1174 2294.3771
Avg Daily Profit (%) 0.5643 0.4652 0.0991 0.1653 0 0.1714
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106010 -106332 -43548 -1641914 -1383972 -815533
Profit Factor 2.7086 3.3262 1.7607 1.2203 0.9541 1.6299
Total Trades 124 62 62 124 62 62
Winning Trades 39 15 24 39 15 24
Losing Trades 85 47 38 85 47 38
Profitability (%) 31.4516 24.1935 38.7097 31.4516 24.1935 38.7097
Ratio Avg Win / Avg Loss 5.9034 10.4221 2.7877 2.6597 2.9896 2.5807
Largest Winning Trade 782475 782475 49785 1419966 1419966 900388
Largest Losing Trade -23738 -19044 -23738 -458504 -458504 -425583
Avg Bars in Trades 44 38 49 44 38 49
Avg Bars in Winners 98 103 94 98 103 94
Avg Bars in Losers 19 18 20 19 18 20
Bars Traded 5461 2406 3055 5461 2406 3055
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 339647 -171163 -216172 56336 -765827 -147969
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5562,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1600934400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759395758065,
    "expiration_time": 1764168768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 28,
            "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": [
        [
            1046190.54358317,
            862444.814421009,
            183745.729162161,
            2037259.7127627525,
            -257117.4089854081,
            2294377.12174816
        ],
        [
            1046.190544,
            862.444814,
            183.745729,
            2037.259713,
            -257.117409,
            2294.377122
        ],
        [
            0.564288,
            0.465181,
            0.099108,
            0.165299,
            0,
            0.171436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106010,
            -106332,
            -43548,
            -1641914,
            -1383972,
            -815533
        ],
        [
            2.708597,
            3.326215,
            1.760664,
            1.22033,
            0.954119,
            1.629917
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            39,
            15,
            24,
            39,
            15,
            24
        ],
        [
            85,
            47,
            38,
            85,
            47,
            38
        ],
        [
            31.451613,
            24.193548,
            38.709677,
            31.451613,
            24.193548,
            38.709677
        ],
        [
            5.903352,
            10.42214,
            2.787719,
            2.659694,
            2.989574,
            2.580701
        ],
        [
            782475,
            782475,
            49785,
            1419966,
            1419966,
            900388
        ],
        [
            -23738,
            -19044,
            -23738,
            -458504,
            -458504,
            -425583
        ],
        [
            44,
            38,
            49,
            44,
            38,
            49
        ],
        [
            98,
            103,
            94,
            98,
            103,
            94
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            5461,
            2406,
            3055,
            5461,
            2406,
            3055
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339647,
            -171163,
            -216172,
            56336,
            -765827,
            -147969
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5562,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1600934400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759395758065,
    "expiration_time": 1764168768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 28,
            "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)