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Trade: KSM/USDT/480/SINWMA/PWMA/3386

Strategy
KSM/USDT/480/SINWMA/PWMA/3386
Pair
KSM_USDT
Interval
8h
Score
459396
Daily Profit
0.317999
Profit Factor
1.804194
Profitability
50.000000
Streak
0.000000
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 589251.2855 522101.9176 67149.3679 116940.021 459326.9686 -342386.9477
Total P&L (%) 589.2513 522.1019 67.1494 116.94 459.327 -342.3869
Avg Daily Profit (%) 0.318 0.2818 0.0362 0.0418 0.093 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170256 -159755 -87501 -1766333 -1134833 -782158
Profit Factor 1.8042 2.3746 1.1903 1.0399 1.2865 0.7427
Total Trades 110 55 55 110 55 55
Winning Trades 55 23 32 55 23 32
Losing Trades 55 32 23 55 32 23
Profitability (%) 50 41.8182 58.1818 50 41.8182 58.1818
Ratio Avg Win / Avg Loss 1.8042 3.3037 0.8555 1.0399 1.7899 0.5338
Largest Winning Trade 449630 449630 51717 1051996 1051996 203347
Largest Losing Trade -55623 -55623 -40748 -440972 -440972 -335867
Avg Bars in Trades 48 42 54 48 42 54
Avg Bars in Winners 57 59 55 57 59 55
Avg Bars in Losers 39 29 54 39 29 54
Bars Traded 5332 2310 3022 5332 2310 3022
Profit Streak 0 51.9685 0 0 51.9685 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459396 -168990 -336554 -313462 -250010 -759772
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5559,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602604800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759302877132,
    "expiration_time": 1764079776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "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": [
        [
            589251.285471288,
            522101.9176083086,
            67149.3678629793,
            116940.0209514715,
            459326.9686462899,
            -342386.9476948186
        ],
        [
            589.251285,
            522.101918,
            67.149368,
            116.940021,
            459.326969,
            -342.386948
        ],
        [
            0.317999,
            0.28176,
            0.036238,
            0.041803,
            0.09295,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170256,
            -159755,
            -87501,
            -1766333,
            -1134833,
            -782158
        ],
        [
            1.804194,
            2.374554,
            1.190285,
            1.039856,
            1.286464,
            0.74269
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            55,
            32,
            23,
            55,
            32,
            23
        ],
        [
            50,
            41.818182,
            58.181818,
            50,
            41.818182,
            58.181818
        ],
        [
            1.804194,
            3.303728,
            0.855517,
            1.039856,
            1.789863,
            0.533809
        ],
        [
            449630,
            449630,
            51717,
            1051996,
            1051996,
            203347
        ],
        [
            -55623,
            -55623,
            -40748,
            -440972,
            -440972,
            -335867
        ],
        [
            48,
            42,
            54,
            48,
            42,
            54
        ],
        [
            57,
            59,
            55,
            57,
            59,
            55
        ],
        [
            39,
            29,
            54,
            39,
            29,
            54
        ],
        [
            5332,
            2310,
            3022,
            5332,
            2310,
            3022
        ],
        [
            0,
            51.968485,
            0,
            0,
            51.968485,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459396,
            -168990,
            -336554,
            -313462,
            -250010,
            -759772
        ]
    ]
}
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": 1602604800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759302877132,
    "expiration_time": 1764079776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "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)