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Trade: KSM/USDT/480/SSF/HILO/6796

Strategy
KSM/USDT/480/SSF/HILO/6796
Pair
KSM_USDT
Interval
8h
Score
315423
Daily Profit
0.299636
Profit Factor
3.136371
Profitability
34.285714
Streak
0.000000
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-10-07 07:06
Expiration Time
2025-12-01 20:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 672293.4241 557022.9755 115270.4486 393138.6218 223139.8458 169998.776
Total P&L (%) 672.2934 557.023 115.2704 393.1386 223.1398 169.9988
Avg Daily Profit (%) 0.3616 0.2996 0.062 0.0859 0.0631 0.0534
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124468 -71531 -104464 -559946 -475580 -358545
Profit Factor 2.313 3.1364 1.4587 1.1828 1.1945 1.1693
Total Trades 70 35 35 70 35 35
Winning Trades 28 12 16 28 12 16
Losing Trades 42 23 19 42 23 19
Profitability (%) 40 34.2857 45.7143 40 34.2857 45.7143
Ratio Avg Win / Avg Loss 3.4696 6.0114 1.7322 1.7741 2.2895 1.3886
Largest Winning Trade 481386 481386 69213 560980 560980 261088
Largest Losing Trade -54627 -53673 -54627 -300216 -300216 -156677
Avg Bars in Trades 78 61 95 78 61 95
Avg Bars in Winners 133 111 150 133 111 150
Avg Bars in Losers 41 35 49 41 35 49
Bars Traded 5498 2150 3348 5498 2150 3348
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 -88842 315423 -109641 -199355 -120189 -157515
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5577,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1599811200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759809984974,
    "expiration_time": 1764613728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            672293.4241248035,
            557022.975542192,
            115270.4485826115,
            393138.6218017354,
            223139.8457747016,
            169998.7760270338
        ],
        [
            672.293424,
            557.022976,
            115.270449,
            393.138622,
            223.139846,
            169.998776
        ],
        [
            0.361643,
            0.299636,
            0.062007,
            0.085869,
            0.063114,
            0.053443
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124468,
            -71531,
            -104464,
            -559946,
            -475580,
            -358545
        ],
        [
            2.313041,
            3.136371,
            1.458735,
            1.182765,
            1.194547,
            1.169306
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            40,
            34.285714,
            45.714286,
            40,
            34.285714,
            45.714286
        ],
        [
            3.469562,
            6.011377,
            1.732248,
            1.774147,
            2.289548,
            1.388551
        ],
        [
            481386,
            481386,
            69213,
            560980,
            560980,
            261088
        ],
        [
            -54627,
            -53673,
            -54627,
            -300216,
            -300216,
            -156677
        ],
        [
            78,
            61,
            95,
            78,
            61,
            95
        ],
        [
            133,
            111,
            150,
            133,
            111,
            150
        ],
        [
            41,
            35,
            49,
            41,
            35,
            49
        ],
        [
            5498,
            2150,
            3348,
            5498,
            2150,
            3348
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88842,
            315423,
            -109641,
            -199355,
            -120189,
            -157515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5577,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1599811200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759809984974,
    "expiration_time": 1764613728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)