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Trade: KSM/USDT/480/WMA/MIDPRICE/7584

Strategy
KSM/USDT/480/WMA/MIDPRICE/7584
Pair
KSM_USDT
Interval
8h
Score
451842
Daily Profit
0.495752
Profit Factor
4.528754
Profitability
35.897436
Streak
0.000000
Best Strategy
Training Data Length
1848.330000
Evaluation Time
2025-09-26 16:50
Expiration Time
2025-11-20 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1053173.8591 916312.7713 136861.0878 687961.1394 -227735.9053 915697.0447
Total P&L (%) 1053.1739 916.3128 136.8611 687.9611 -227.7359 915.697
Avg Daily Profit (%) 0.5698 0.4958 0.074 0.1117 0 0.1255
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154019 -156296 -86166 -1318917 -1452408 -774323
Profit Factor 3.4386 4.5288 1.7947 1.1853 0.9003 1.6408
Total Trades 78 39 39 78 39 39
Winning Trades 35 14 21 35 14 21
Losing Trades 43 25 18 43 25 18
Profitability (%) 44.8718 35.8974 53.8462 44.8718 35.8974 53.8462
Ratio Avg Win / Avg Loss 4.2245 8.0871 1.5383 1.4562 1.6077 1.4064
Largest Winning Trade 949515 949515 56330 975349 975349 497816
Largest Losing Trade -38530 -38530 -32048 -442532 -442532 -418109
Avg Bars in Trades 69 61 76 69 61 76
Avg Bars in Winners 105 104 107 105 104 107
Avg Bars in Losers 38 38 40 38 38 40
Bars Traded 5384 2411 2973 5384 2411 2973
Profit Streak 0 0 40.5769 0 0 40.5769
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -22997 451842 -89606 -100904 -583463 -21995

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5545,
    "evaluation_days": 1848.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603699200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758894641803,
    "expiration_time": 1763664480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "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": [
        [
            1053173.8590853845,
            916312.7713195696,
            136861.0877658153,
            687961.1394375468,
            -227735.9053021704,
            915697.0447397174
        ],
        [
            1053.173859,
            916.312771,
            136.861088,
            687.961139,
            -227.735905,
            915.697045
        ],
        [
            0.569798,
            0.495752,
            0.074046,
            0.111746,
            0,
            0.125498
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154019,
            -156296,
            -86166,
            -1318917,
            -1452408,
            -774323
        ],
        [
            3.438581,
            4.528754,
            1.794736,
            1.185263,
            0.900305,
            1.640751
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            35,
            14,
            21,
            35,
            14,
            21
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            44.871795,
            35.897436,
            53.846154,
            44.871795,
            35.897436,
            53.846154
        ],
        [
            4.224542,
            8.087061,
            1.538345,
            1.45618,
            1.607688,
            1.406358
        ],
        [
            949515,
            949515,
            56330,
            975349,
            975349,
            497816
        ],
        [
            -38530,
            -38530,
            -32048,
            -442532,
            -442532,
            -418109
        ],
        [
            69,
            61,
            76,
            69,
            61,
            76
        ],
        [
            105,
            104,
            107,
            105,
            104,
            107
        ],
        [
            38,
            38,
            40,
            38,
            38,
            40
        ],
        [
            5384,
            2411,
            2973,
            5384,
            2411,
            2973
        ],
        [
            0,
            0,
            40.576873,
            0,
            0,
            40.576873
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22997,
            451842,
            -89606,
            -100904,
            -583463,
            -21995
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5545,
    "evaluation_days": 1848.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603699200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758894641803,
    "expiration_time": 1763664480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "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)