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Trade: KSM/USDT/720/DCM/EMA/2751

Strategy
KSM/USDT/720/DCM/EMA/2751
Pair
KSM_USDT
Interval
12h
Score
325574
Daily Profit
0.164424
Profit Factor
1.338322
Profitability
52.000000
Streak
29.757388
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-09-28 21:10
Expiration Time
2025-11-23 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 304348.0055 300695.5438 3652.4616 -50069.3094 88495.6861 -138564.9955
Total P&L (%) 304.348 300.6955 3.6525 -50.0693 88.4957 -138.565
Avg Daily Profit (%) 0.1644 0.1625 0.002 -0.0375 0.0343 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190374 -102194 -137149 -501257 -412340 -234838
Profit Factor 1.3383 1.7658 1.0072 0.9666 1.1205 0.8188
Total Trades 125 63 62 125 63 62
Winning Trades 65 31 34 65 31 34
Losing Trades 60 32 28 60 32 28
Profitability (%) 52 49.2063 54.8387 52 49.2063 54.8387
Ratio Avg Win / Avg Loss 1.2354 1.8227 0.8295 0.8922 1.1567 0.6743
Largest Winning Trade 146262 146262 57008 300628 300628 88683
Largest Losing Trade -63459 -49639 -63459 -192026 -192026 -128603
Avg Bars in Trades 28 19 37 28 19 37
Avg Bars in Winners 31 16 44 31 16 44
Avg Bars in Losers 25 22 27 25 22 27
Bars Traded 3534 1239 2295 3534 1239 2295
Profit Streak 29.7574 57.2574 0 29.7574 57.2574 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 325574 -135501 -723774 -579369 -381256 -734331
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759083038354,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 47,
            "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": [
        [
            304348.0054772351,
            300695.5438443103,
            3652.461632925,
            -50069.3093582223,
            88495.6861091306,
            -138564.9954673527
        ],
        [
            304.348005,
            300.695544,
            3.652462,
            -50.069309,
            88.495686,
            -138.564995
        ],
        [
            0.164424,
            0.16245,
            0.001973,
            -0.037515,
            0.034252,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190374,
            -102194,
            -137149,
            -501257,
            -412340,
            -234838
        ],
        [
            1.338322,
            1.765766,
            1.007205,
            0.9666,
            1.120507,
            0.818801
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            52,
            49.206349,
            54.83871,
            52,
            49.206349,
            54.83871
        ],
        [
            1.235374,
            1.822726,
            0.829463,
            0.892246,
            1.156652,
            0.674306
        ],
        [
            146262,
            146262,
            57008,
            300628,
            300628,
            88683
        ],
        [
            -63459,
            -49639,
            -63459,
            -192026,
            -192026,
            -128603
        ],
        [
            28,
            19,
            37,
            28,
            19,
            37
        ],
        [
            31,
            16,
            44,
            31,
            16,
            44
        ],
        [
            25,
            22,
            27,
            25,
            22,
            27
        ],
        [
            3534,
            1239,
            2295,
            3534,
            1239,
            2295
        ],
        [
            29.757388,
            57.257388,
            0,
            29.757388,
            57.257388,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325574,
            -135501,
            -723774,
            -579369,
            -381256,
            -734331
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759083038354,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 47,
            "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)