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Trade: KSM/USDT/480/KCL/LINREG/8160

Strategy
KSM/USDT/480/KCL/LINREG/8160
Pair
KSM_USDT
Interval
8h
Score
560858
Daily Profit
0.367301
Profit Factor
1.737168
Profitability
61.128527
Streak
33.623107
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 09:57
Expiration Time
2025-11-20 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 678772.3929 596818.8498 81953.543 160745.3493 -939894.6199 1100639.9692
Total P&L (%) 678.7724 596.8189 81.9535 160.7453 -939.8946 1100.64
Avg Daily Profit (%) 0.3673 0.323 0.0443 0.0519 0 0.1346
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -256833 -231439 -53201 -5112827 -4931847 -515444
Profit Factor 1.7372 1.87 1.3491 1.016 0.8871 1.6294
Total Trades 319 159 160 319 159 160
Winning Trades 195 94 101 195 94 101
Losing Trades 124 65 59 124 65 59
Profitability (%) 61.1285 59.1195 63.125 61.1285 59.1195 63.125
Ratio Avg Win / Avg Loss 1.1047 1.2931 0.7881 0.646 0.6134 0.9518
Largest Winning Trade 501521 501521 13345 1577083 1577083 285365
Largest Losing Trade -61026 -61026 -24673 -1468365 -1468365 -334488
Avg Bars in Trades 16 30 3 16 30 3
Avg Bars in Winners 12 22 2 12 22 2
Avg Bars in Losers 23 41 4 23 41 4
Bars Traded 5311 4782 529 5311 4782 529
Profit Streak 33.6231 0 67.6231 33.6231 0 67.6231
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 560858 467513 -132139 -324356 -579318 -9816

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5544,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758869836421,
    "expiration_time": 1763634816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "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": [
        [
            678772.3928565113,
            596818.8498244736,
            81953.5430320374,
            160745.3493408581,
            -939894.6198807617,
            1100639.9692216218
        ],
        [
            678.772393,
            596.81885,
            81.953543,
            160.745349,
            -939.89462,
            1100.639969
        ],
        [
            0.367301,
            0.322954,
            0.044347,
            0.051874,
            0,
            0.134584
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -256833,
            -231439,
            -53201,
            -5112827,
            -4931847,
            -515444
        ],
        [
            1.737168,
            1.869964,
            1.3491,
            1.015953,
            0.887133,
            1.629377
        ],
        [
            319,
            159,
            160,
            319,
            159,
            160
        ],
        [
            195,
            94,
            101,
            195,
            94,
            101
        ],
        [
            124,
            65,
            59,
            124,
            65,
            59
        ],
        [
            61.128527,
            59.119497,
            63.125,
            61.128527,
            59.119497,
            63.125
        ],
        [
            1.104661,
            1.29306,
            0.788088,
            0.646042,
            0.613443,
            0.951814
        ],
        [
            501521,
            501521,
            13345,
            1577083,
            1577083,
            285365
        ],
        [
            -61026,
            -61026,
            -24673,
            -1468365,
            -1468365,
            -334488
        ],
        [
            16,
            30,
            3,
            16,
            30,
            3
        ],
        [
            12,
            22,
            2,
            12,
            22,
            2
        ],
        [
            23,
            41,
            4,
            23,
            41,
            4
        ],
        [
            5311,
            4782,
            529,
            5311,
            4782,
            529
        ],
        [
            33.623107,
            0,
            67.623107,
            33.623107,
            0,
            67.623107
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            560858,
            467513,
            -132139,
            -324356,
            -579318,
            -9816
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5544,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758869836421,
    "expiration_time": 1763634816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "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)