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Trade: KSM/USDT/480/WMA/SMA/4597

Strategy
KSM/USDT/480/WMA/SMA/4597
Pair
KSM_USDT
Interval
8h
Score
577327
Daily Profit
0.445701
Profit Factor
3.997938
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1855.330000
Evaluation Time
2025-10-03 19:59
Expiration Time
2025-11-28 01:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 905721.2867 826921.8487 78799.4381 190952.4334 239843.2987 -48890.8653
Total P&L (%) 905.7213 826.9218 78.7994 190.9524 239.8433 -48.8909
Avg Daily Profit (%) 0.4882 0.4457 0.0425 0.0576 0.066 -0.0362
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153971 -121661 -78447 -1508288 -1183389 -580395
Profit Factor 2.6716 3.9979 1.2962 1.0678 1.1495 0.9597
Total Trades 67 34 33 67 34 33
Winning Trades 33 16 17 33 16 17
Losing Trades 34 18 16 34 18 16
Profitability (%) 49.2537 47.0588 51.5152 49.2537 47.0588 51.5152
Ratio Avg Win / Avg Loss 2.7525 4.4977 1.22 1.1001 1.2932 0.9032
Largest Winning Trade 840507 840507 65958 1348202 1348202 222997
Largest Losing Trade -58667 -58667 -44171 -460742 -460742 -446775
Avg Bars in Trades 80 68 92 80 68 92
Avg Bars in Winners 106 93 117 106 93 117
Avg Bars in Losers 54 45 65 54 45 65
Bars Traded 5364 2316 3048 5364 2316 3048
Profit Streak 0 0 42.7081 0 0 42.7081
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -105693 577327 -134957 -383285 -162056 -579619
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5566,
    "evaluation_days": 1855.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602259200000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759510781163,
    "expiration_time": 1764287424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 50,
            "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": [
        [
            905721.286722623,
            826921.8486554936,
            78799.4380671296,
            190952.4334036711,
            239843.2987242629,
            -48890.8653205916
        ],
        [
            905.721287,
            826.921849,
            78.799438,
            190.952433,
            239.843299,
            -48.890865
        ],
        [
            0.488173,
            0.445701,
            0.042472,
            0.05758,
            0.065957,
            -0.036171
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153971,
            -121661,
            -78447,
            -1508288,
            -1183389,
            -580395
        ],
        [
            2.671568,
            3.997938,
            1.296228,
            1.067786,
            1.149541,
            0.959698
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            49.253731,
            47.058824,
            51.515152,
            49.253731,
            47.058824,
            51.515152
        ],
        [
            2.752524,
            4.49768,
            1.21998,
            1.100144,
            1.293233,
            0.903245
        ],
        [
            840507,
            840507,
            65958,
            1348202,
            1348202,
            222997
        ],
        [
            -58667,
            -58667,
            -44171,
            -460742,
            -460742,
            -446775
        ],
        [
            80,
            68,
            92,
            80,
            68,
            92
        ],
        [
            106,
            93,
            117,
            106,
            93,
            117
        ],
        [
            54,
            45,
            65,
            54,
            45,
            65
        ],
        [
            5364,
            2316,
            3048,
            5364,
            2316,
            3048
        ],
        [
            0,
            0,
            42.708115,
            0,
            0,
            42.708115
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -105693,
            577327,
            -134957,
            -383285,
            -162056,
            -579619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5566,
    "evaluation_days": 1855.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602259200000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759510781163,
    "expiration_time": 1764287424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 50,
            "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)