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Trade: KSM/USDT/480/HWMA/SWMA/9353

Strategy
KSM/USDT/480/HWMA/SWMA/9353
Pair
KSM_USDT
Interval
8h
Score
456584
Daily Profit
0.154827
Profit Factor
1.845418
Profitability
54.285714
Streak
54.635153
Best Strategy
Training Data Length
1853.000000
Evaluation Time
2025-10-01 10:14
Expiration Time
2025-11-25 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1048635.2229 -85185.4059 -963449.817 -77846.8933 1657941.8587 -1735788.752
Total P&L (%) -1048.6352 -85.1854 -963.4498 -77.8469 1657.9419 -1735.7888
Avg Daily Profit (%) -0.5659 -0.046 -0.5199 -0.0813 0.1548 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -252950 -189375 -111262 -2045004 -1167537 -1043434
Profit Factor 0.3403 0.7582 0.2214 0.9835 1.8454 0.3729
Total Trades 71 35 36 71 35 36
Winning Trades 47 22 25 37 19 18
Losing Trades 24 13 11 34 16 18
Profitability (%) 66.1972 62.8571 69.4444 52.1127 54.2857 50
Ratio Avg Win / Avg Loss 0.1738 0.448 0.0974 0.9038 1.554 0.3729
Largest Winning Trade 43964 43823 43964 1302517 1302517 558515
Largest Losing Trade -983110 -60405 -983110 -983110 -827880 -983110
Avg Bars in Trades 75 88 61 75 88 61
Avg Bars in Winners 29 25 32 83 104 60
Avg Bars in Losers 164 195 128 66 70 62
Bars Traded 5332 3105 2227 5332 3105 2227
Profit Streak 25.9685 54.6352 25.9685 25.9685 54.6352 25.9685
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -668658 -578137 -577717 -670484 456584 -580238
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5559,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1604937600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759302877229,
    "expiration_time": 1764079776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.13326,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 200,
            "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": [
        [
            -1048635.2228814682,
            -85185.4059120423,
            -963449.816969426,
            -77846.8932922918,
            1657941.858688277,
            -1735788.7519805687
        ],
        [
            -1048.635223,
            -85.185406,
            -963.449817,
            -77.846893,
            1657.941859,
            -1735.788752
        ],
        [
            -0.565912,
            -0.045972,
            -0.519941,
            -0.081305,
            0.154827,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -252950,
            -189375,
            -111262,
            -2045004,
            -1167537,
            -1043434
        ],
        [
            0.34034,
            0.75817,
            0.221396,
            0.983539,
            1.845418,
            0.372896
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            47,
            22,
            25,
            37,
            19,
            18
        ],
        [
            24,
            13,
            11,
            34,
            16,
            18
        ],
        [
            66.197183,
            62.857143,
            69.444444,
            52.112676,
            54.285714,
            50
        ],
        [
            0.173791,
            0.448009,
            0.097414,
            0.903792,
            1.554036,
            0.372896
        ],
        [
            43964,
            43823,
            43964,
            1302517,
            1302517,
            558515
        ],
        [
            -983110,
            -60405,
            -983110,
            -983110,
            -827880,
            -983110
        ],
        [
            75,
            88,
            61,
            75,
            88,
            61
        ],
        [
            29,
            25,
            32,
            83,
            104,
            60
        ],
        [
            164,
            195,
            128,
            66,
            70,
            62
        ],
        [
            5332,
            3105,
            2227,
            5332,
            3105,
            2227
        ],
        [
            25.968486,
            54.635153,
            25.968486,
            25.968486,
            54.635153,
            25.968486
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -668658,
            -578137,
            -577717,
            -670484,
            456584,
            -580238
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5559,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1604937600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759302877229,
    "expiration_time": 1764079776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.13326,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 200,
            "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)