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Trade: KSM/USDT/480/SSF/MIDPRICE/4235

Strategy
KSM/USDT/480/SSF/MIDPRICE/4235
Pair
KSM_USDT
Interval
8h
Score
366984
Daily Profit
0.381166
Profit Factor
2.102239
Profitability
40.659341
Streak
0.000000
Best Strategy
Training Data Length
1847.670000
Evaluation Time
2025-09-26 01:32
Expiration Time
2025-11-20 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 704269.251 651097.2336 53172.0174 11629.5242 133074.5369 -121445.0127
Total P&L (%) 704.2693 651.0972 53.172 11.6295 133.0745 -121.445
Avg Daily Profit (%) 0.3812 0.3524 0.0288 0.006 0.0458 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118548 -160230 -70543 -165782 -107891 -123759
Profit Factor 2.1022 3.14 1.1589 1.0223 1.6719 0.6249
Total Trades 91 45 46 91 45 46
Winning Trades 37 15 22 37 15 22
Losing Trades 54 30 24 54 30 24
Profitability (%) 40.6593 33.3333 47.8261 40.6593 33.3333 47.8261
Ratio Avg Win / Avg Loss 3.0681 6.2799 1.2642 1.492 3.3438 0.6817
Largest Winning Trade 586391 586391 53611 159546 159546 31218
Largest Losing Trade -72791 -35867 -72791 -123759 -27231 -123759
Avg Bars in Trades 58 61 55 58 61 55
Avg Bars in Winners 93 108 82 93 108 82
Avg Bars in Losers 34 37 31 34 37 31
Bars Traded 5319 2747 2572 5319 2747 2572
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 366984 321295 -202099 -499351 -134977 -581549

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5543,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601683200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758839533010,
    "expiration_time": 1763605152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 194,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "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": [
        [
            704269.2509679226,
            651097.2336072004,
            53172.0173607223,
            11629.524227037,
            133074.5369490388,
            -121445.0127220018
        ],
        [
            704.269251,
            651.097234,
            53.172017,
            11.629524,
            133.074537,
            -121.445013
        ],
        [
            0.381166,
            0.352388,
            0.028778,
            0.005954,
            0.045808,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118548,
            -160230,
            -70543,
            -165782,
            -107891,
            -123759
        ],
        [
            2.102239,
            3.139965,
            1.15887,
            1.022286,
            1.671907,
            0.624909
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            40.659341,
            33.333333,
            47.826087,
            40.659341,
            33.333333,
            47.826087
        ],
        [
            3.068132,
            6.279929,
            1.264222,
            1.491985,
            3.343814,
            0.681718
        ],
        [
            586391,
            586391,
            53611,
            159546,
            159546,
            31218
        ],
        [
            -72791,
            -35867,
            -72791,
            -123759,
            -27231,
            -123759
        ],
        [
            58,
            61,
            55,
            58,
            61,
            55
        ],
        [
            93,
            108,
            82,
            93,
            108,
            82
        ],
        [
            34,
            37,
            31,
            34,
            37,
            31
        ],
        [
            5319,
            2747,
            2572,
            5319,
            2747,
            2572
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366984,
            321295,
            -202099,
            -499351,
            -134977,
            -581549
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5543,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601683200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758839533010,
    "expiration_time": 1763605152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 194,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "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)