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Trade: KSM/USDT/480/DCM/HILO/3436

Strategy
KSM/USDT/480/DCM/HILO/3436
Pair
KSM_USDT
Interval
8h
Score
325420
Daily Profit
0.163973
Profit Factor
1.449004
Profitability
48.387097
Streak
0.000000
Best Strategy
Training Data Length
1857.670000
Evaluation Time
2025-10-05 23:55
Expiration Time
2025-11-30 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 304607.4368 274903.5311 29703.9058 -2444.2543 413145.4351 -415589.6893
Total P&L (%) 304.6074 274.9035 29.7039 -2.4443 413.1454 -415.5897
Avg Daily Profit (%) 0.164 0.148 0.016 -0.0013 0.0881 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136287 -100021 -103170 -864680 -559114 -540326
Profit Factor 1.449 1.7931 1.0895 0.999 1.3271 0.6714
Total Trades 93 47 46 93 47 46
Winning Trades 45 23 22 45 23 22
Losing Trades 48 24 24 48 24 24
Profitability (%) 48.3871 48.9362 47.8261 48.3871 48.9362 47.8261
Ratio Avg Win / Avg Loss 1.5456 1.8711 1.1886 1.0656 1.3848 0.7324
Largest Winning Trade 224303 224303 54554 593579 593579 121908
Largest Losing Trade -52842 -52842 -45519 -407168 -407168 -191700
Avg Bars in Trades 57 38 76 57 38 76
Avg Bars in Winners 75 40 111 75 40 111
Avg Bars in Losers 40 36 44 40 36 44
Bars Traded 5333 1816 3517 5333 1816 3517
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 325420 272620 -297446 -579490 -75458 -581549
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5573,
    "evaluation_days": 1857.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603526400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759697730437,
    "expiration_time": 1764495072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 151,
            "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": [
        [
            304607.4368131441,
            274903.5310504086,
            29703.9057627353,
            -2444.2542621559,
            413145.4350738344,
            -415589.6893359902
        ],
        [
            304.607437,
            274.903531,
            29.703906,
            -2.444254,
            413.145435,
            -415.589689
        ],
        [
            0.163973,
            0.147983,
            0.01599,
            -0.001332,
            0.088073,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136287,
            -100021,
            -103170,
            -864680,
            -559114,
            -540326
        ],
        [
            1.449004,
            1.793122,
            1.089524,
            0.999033,
            1.327079,
            0.671403
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            48.387097,
            48.93617,
            47.826087,
            48.387097,
            48.93617,
            47.826087
        ],
        [
            1.545604,
            1.871084,
            1.188572,
            1.065635,
            1.384778,
            0.73244
        ],
        [
            224303,
            224303,
            54554,
            593579,
            593579,
            121908
        ],
        [
            -52842,
            -52842,
            -45519,
            -407168,
            -407168,
            -191700
        ],
        [
            57,
            38,
            76,
            57,
            38,
            76
        ],
        [
            75,
            40,
            111,
            75,
            40,
            111
        ],
        [
            40,
            36,
            44,
            40,
            36,
            44
        ],
        [
            5333,
            1816,
            3517,
            5333,
            1816,
            3517
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325420,
            272620,
            -297446,
            -579490,
            -75458,
            -581549
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5573,
    "evaluation_days": 1857.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603526400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759697730437,
    "expiration_time": 1764495072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 151,
            "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)