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Trade: KSM/USDT/720/DCM/MIDPOINT/3061

Strategy
KSM/USDT/720/DCM/MIDPOINT/3061
Pair
KSM_USDT
Interval
12h
Score
307966
Daily Profit
0.219027
Profit Factor
2.196023
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-02 21:18
Expiration Time
2025-11-27 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 426553.0186 406295.1737 20257.8449 -38009.8921 426546.6955 -464556.5876
Total P&L (%) 426.553 406.2952 20.2578 -38.0099 426.5467 -464.5566
Avg Daily Profit (%) 0.2299 0.219 0.0109 -0.0258 0.0896 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209303 -147784 -129556 -1133947 -795032 -517726
Profit Factor 1.7112 2.196 1.0779 0.9785 1.4065 0.3517
Total Trades 57 29 28 57 29 28
Winning Trades 25 12 13 25 12 13
Losing Trades 32 17 15 32 17 15
Profitability (%) 43.8596 41.3793 46.4286 43.8596 41.3793 46.4286
Ratio Avg Win / Avg Loss 2.1903 3.111 1.2437 1.2524 1.9926 0.4058
Largest Winning Trade 389908 389908 53364 501220 501220 69580
Largest Losing Trade -56766 -56766 -56593 -477451 -477451 -237764
Avg Bars in Trades 62 44 80 62 44 80
Avg Bars in Winners 97 51 140 97 51 140
Avg Bars in Losers 34 39 29 34 39 29
Bars Traded 3540 1277 2263 3540 1277 2263
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 -170767 307966 -342259 -760999 -74913 -603222
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759429090843,
    "expiration_time": 1764214560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 20,
            "offset": 4
        }
    }
}
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": [
        [
            426553.0186301077,
            406295.1736975592,
            20257.8449325484,
            -38009.8920842458,
            426546.6955183957,
            -464556.5876026418
        ],
        [
            426.553019,
            406.295174,
            20.257845,
            -38.009892,
            426.546696,
            -464.556588
        ],
        [
            0.229948,
            0.219027,
            0.010921,
            -0.025775,
            0.089591,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209303,
            -147784,
            -129556,
            -1133947,
            -795032,
            -517726
        ],
        [
            1.711153,
            2.196023,
            1.077885,
            0.978475,
            1.406514,
            0.351663
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            43.859649,
            41.37931,
            46.428571,
            43.859649,
            41.37931,
            46.428571
        ],
        [
            2.190275,
            3.111032,
            1.243713,
            1.252447,
            1.992562,
            0.405765
        ],
        [
            389908,
            389908,
            53364,
            501220,
            501220,
            69580
        ],
        [
            -56766,
            -56766,
            -56593,
            -477451,
            -477451,
            -237764
        ],
        [
            62,
            44,
            80,
            62,
            44,
            80
        ],
        [
            97,
            51,
            140,
            97,
            51,
            140
        ],
        [
            34,
            39,
            29,
            34,
            39,
            29
        ],
        [
            3540,
            1277,
            2263,
            3540,
            1277,
            2263
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170767,
            307966,
            -342259,
            -760999,
            -74913,
            -603222
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759429090843,
    "expiration_time": 1764214560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 20,
            "offset": 4
        }
    }
}

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)