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Trade: KSM/USDT/480/PWMA/HMA/5784

Strategy
KSM/USDT/480/PWMA/HMA/5784
Pair
KSM_USDT
Interval
8h
Score
451950
Daily Profit
0.675102
Profit Factor
5.471174
Profitability
30.303030
Streak
0.000000
Best Strategy
Training Data Length
1849.000000
Evaluation Time
2025-09-27 06:23
Expiration Time
2025-11-21 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1366351.8389 1248263.1399 118088.699 500070.7215 421055.7402 79014.9813
Total P&L (%) 1366.3518 1248.2631 118.0887 500.0707 421.0557 79.015
Avg Daily Profit (%) 0.739 0.6751 0.0639 0.097 0.0893 0.0315
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135817 -143588 -62200 -1216014 -974566 -513549
Profit Factor 3.9573 5.4712 1.6458 1.1903 1.2679 1.0749
Total Trades 65 33 32 65 33 32
Winning Trades 25 10 15 25 10 15
Losing Trades 40 23 17 40 23 17
Profitability (%) 38.4615 30.303 46.875 38.4615 30.303 46.875
Ratio Avg Win / Avg Loss 6.3316 12.5837 1.8653 1.9046 2.9162 1.2182
Largest Winning Trade 1288306 1288306 61361 1288306 1288306 269933
Largest Losing Trade -55480 -55480 -48346 -470304 -399544 -470304
Avg Bars in Trades 82 69 95 82 69 95
Avg Bars in Winners 141 134 146 141 134 146
Avg Bars in Losers 45 40 51 45 40 51
Bars Traded 5356 2285 3071 5356 2285 3071
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 -121090 451950 -105782 -213910 -80406 -290231
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5547,
    "evaluation_days": 1849,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603584000000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758943421425,
    "expiration_time": 1763723808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 143,
            "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": [
        [
            1366351.8388630329,
            1248263.1398766579,
            118088.6989863754,
            500070.7214632502,
            421055.7401578556,
            79014.9813053949
        ],
        [
            1366.351839,
            1248.26314,
            118.088699,
            500.070721,
            421.05574,
            79.014981
        ],
        [
            0.738968,
            0.675102,
            0.063866,
            0.096958,
            0.089314,
            0.031498
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135817,
            -143588,
            -62200,
            -1216014,
            -974566,
            -513549
        ],
        [
            3.957274,
            5.471174,
            1.64582,
            1.190348,
            1.267895,
            1.074866
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            25,
            10,
            15,
            25,
            10,
            15
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            38.461538,
            30.30303,
            46.875,
            38.461538,
            30.30303,
            46.875
        ],
        [
            6.331638,
            12.583701,
            1.865263,
            1.904557,
            2.916158,
            1.218182
        ],
        [
            1288306,
            1288306,
            61361,
            1288306,
            1288306,
            269933
        ],
        [
            -55480,
            -55480,
            -48346,
            -470304,
            -399544,
            -470304
        ],
        [
            82,
            69,
            95,
            82,
            69,
            95
        ],
        [
            141,
            134,
            146,
            141,
            134,
            146
        ],
        [
            45,
            40,
            51,
            45,
            40,
            51
        ],
        [
            5356,
            2285,
            3071,
            5356,
            2285,
            3071
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121090,
            451950,
            -105782,
            -213910,
            -80406,
            -290231
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5547,
    "evaluation_days": 1849,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603584000000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758943421425,
    "expiration_time": 1763723808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 143,
            "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)