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Trade: KSM/USDT/720/BBM/DCL/3983

Strategy
KSM/USDT/720/BBM/DCL/3983
Pair
KSM_USDT
Interval
12h
Score
431755
Daily Profit
0.207626
Profit Factor
2.898713
Profitability
44.827586
Streak
57.032608
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-25 15:46
Expiration Time
2025-11-18 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 466273.1607 383485.9677 82787.1929 280015.9403 291823.9393 -11807.999
Total P&L (%) 466.2732 383.486 82.7872 280.0159 291.8239 -11.808
Avg Daily Profit (%) 0.2524 0.2076 0.0448 0.0723 0.074 -0.0068
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96426 -68031 -107279 -472396 -243255 -375881
Profit Factor 1.9731 2.8987 1.2987 1.175 1.4125 0.9868
Total Trades 57 29 28 57 29 28
Winning Trades 26 13 13 26 13 13
Losing Trades 31 16 15 31 16 15
Profitability (%) 45.614 44.8276 46.4286 45.614 44.8276 46.4286
Ratio Avg Win / Avg Loss 2.3526 3.5676 1.4985 1.4009 1.7385 1.1386
Largest Winning Trade 257140 257140 60828 218574 218574 147826
Largest Losing Trade -45114 -34937 -45114 -298115 -148997 -298115
Avg Bars in Trades 61 28 97 61 28 97
Avg Bars in Winners 102 35 168 102 35 168
Avg Bars in Losers 28 21 35 28 21 35
Bars Traded 3529 813 2716 3529 813 2716
Profit Streak 13.0326 57.0326 0 13.0326 57.0326 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -168779 431755 -155410 -305057 -93530 -601555

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603022400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758804417344,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 90,
            "offset": 0,
            "std": 2.8812
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 12,
            "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": [
        [
            466273.1606964594,
            383485.9677470046,
            82787.1929494549,
            280015.9402772153,
            291823.9392623294,
            -11807.998985114
        ],
        [
            466.273161,
            383.485968,
            82.787193,
            280.01594,
            291.823939,
            -11.807999
        ],
        [
            0.252449,
            0.207626,
            0.044823,
            0.072308,
            0.073966,
            -0.006803
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96426,
            -68031,
            -107279,
            -472396,
            -243255,
            -375881
        ],
        [
            1.973136,
            2.898713,
            1.298684,
            1.174966,
            1.412504,
            0.986777
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            45.614035,
            44.827586,
            46.428571,
            45.614035,
            44.827586,
            46.428571
        ],
        [
            2.352585,
            3.567647,
            1.498481,
            1.40092,
            1.738467,
            1.138588
        ],
        [
            257140,
            257140,
            60828,
            218574,
            218574,
            147826
        ],
        [
            -45114,
            -34937,
            -45114,
            -298115,
            -148997,
            -298115
        ],
        [
            61,
            28,
            97,
            61,
            28,
            97
        ],
        [
            102,
            35,
            168,
            102,
            35,
            168
        ],
        [
            28,
            21,
            35,
            28,
            21,
            35
        ],
        [
            3529,
            813,
            2716,
            3529,
            813,
            2716
        ],
        [
            13.032608,
            57.032608,
            0,
            13.032608,
            57.032608,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168779,
            431755,
            -155410,
            -305057,
            -93530,
            -601555
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603022400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758804417344,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 90,
            "offset": 0,
            "std": 2.8812
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 12,
            "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)