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Trade: KSM/USDT/480/RMA/MIDPRICE/4647

Strategy
KSM/USDT/480/RMA/MIDPRICE/4647
Pair
KSM_USDT
Interval
8h
Score
524717
Daily Profit
0.428116
Profit Factor
3.190218
Profitability
43.589744
Streak
79.472276
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 06:20
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 714039.3028 791158.2375 -77118.9347 -105850.0599 469452.3352 -575302.3951
Total P&L (%) 714.0393 791.1582 -77.1189 -105.8501 469.4523 -575.3024
Avg Daily Profit (%) 0.3864 0.4281 -0.0417 0 0.0942 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -381632 -268593 -128170 -1790833 -618838 -1206805
Profit Factor 2.0114 3.1902 0.7763 0.9446 1.7255 0.5447
Total Trades 79 39 40 79 39 40
Winning Trades 35 17 18 43 22 21
Losing Trades 44 22 22 36 17 19
Profitability (%) 44.3038 43.5897 45 54.4304 56.4103 52.5
Ratio Avg Win / Avg Loss 2.5286 4.1285 0.9488 0.7908 1.3333 0.4929
Largest Winning Trade 1000079 1000079 33973 569487 569487 411067
Largest Losing Trade -112995 -43689 -112995 -1166309 -618838 -1166309
Avg Bars in Trades 66 69 62 66 69 62
Avg Bars in Winners 81 84 79 62 76 47
Avg Bars in Losers 53 57 49 69 59 79
Bars Traded 5214 2695 2519 5214 2695 2519
Profit Streak 70.1389 79.4723 70.1389 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19071 524717 -582136 -611481 -64231 -580425

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5544,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602604800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758856804641,
    "expiration_time": 1763634816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 119,
            "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": [
        [
            714039.3028099872,
            791158.2375016684,
            -77118.9346916811,
            -105850.0599299073,
            469452.3351716599,
            -575302.3951015673
        ],
        [
            714.039303,
            791.158238,
            -77.118935,
            -105.85006,
            469.452335,
            -575.302395
        ],
        [
            0.386385,
            0.428116,
            -0.041731,
            0,
            0.094173,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -381632,
            -268593,
            -128170,
            -1790833,
            -618838,
            -1206805
        ],
        [
            2.011368,
            3.190218,
            0.77633,
            0.944603,
            1.725472,
            0.544731
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            35,
            17,
            18,
            43,
            22,
            21
        ],
        [
            44,
            22,
            22,
            36,
            17,
            19
        ],
        [
            44.303797,
            43.589744,
            45,
            54.43038,
            56.410256,
            52.5
        ],
        [
            2.528577,
            4.128517,
            0.948848,
            0.79083,
            1.333319,
            0.492852
        ],
        [
            1000079,
            1000079,
            33973,
            569487,
            569487,
            411067
        ],
        [
            -112995,
            -43689,
            -112995,
            -1166309,
            -618838,
            -1166309
        ],
        [
            66,
            69,
            62,
            66,
            69,
            62
        ],
        [
            81,
            84,
            79,
            62,
            76,
            47
        ],
        [
            53,
            57,
            49,
            69,
            59,
            79
        ],
        [
            5214,
            2695,
            2519,
            5214,
            2695,
            2519
        ],
        [
            70.138942,
            79.472276,
            70.138943,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19071,
            524717,
            -582136,
            -611481,
            -64231,
            -580425
        ]
    ]
}
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": 1602604800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758856804641,
    "expiration_time": 1763634816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 119,
            "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)