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Trade: KSM/USDT/720/HILO/KCB/3083

Strategy
KSM/USDT/720/HILO/KCB/3083
Pair
KSM_USDT
Interval
12h
Score
611779
Daily Profit
0.501152
Profit Factor
2.967630
Profitability
53.398058
Streak
0.000000
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-10-11 07:30
Expiration Time
2025-12-05 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 933896.9195 681501.4766 252395.4429 8360009.3153 1048620.7349 7311388.5803
Total P&L (%) 933.8969 681.5015 252.3954 8360.0093 1048.6207 7311.3886
Avg Daily Profit (%) 0.5012 0.3657 0.1354 0.2384 0.1311 0.2313
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86237 -108608 -47299 -12381900 -7528961 -5134845
Profit Factor 2.9676 3.5295 2.23 1.2778 1.0604 1.5743
Total Trades 103 52 51 103 52 51
Winning Trades 55 26 29 55 26 29
Losing Trades 48 26 22 48 26 22
Profitability (%) 53.3981 50 56.8627 53.3981 50 56.8627
Ratio Avg Win / Avg Loss 2.5899 3.5295 1.6917 1.1151 1.0604 1.1943
Largest Winning Trade 453773 453773 62737 4512184 3394909 4512184
Largest Losing Trade -42054 -42054 -40576 -3625854 -3625854 -3062216
Avg Bars in Trades 34 39 30 34 39 30
Avg Bars in Winners 43 49 37 43 49 37
Avg Bars in Losers 25 29 20 25 29 20
Bars Traded 3596 2055 1541 3596 2055 1541
Profit Streak 0 0 10.6879 0 0 10.6879
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 611779 -163884 -186490 325037 -351770 -168452
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760157033570,
    "expiration_time": 1764970992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 62
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 122,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            933896.9195335861,
            681501.4766041172,
            252395.442929469,
            8360009.315257423,
            1048620.7349330606,
            7311388.580324363
        ],
        [
            933.89692,
            681.501477,
            252.395443,
            8360.009315,
            1048.620735,
            7311.38858
        ],
        [
            0.501152,
            0.36571,
            0.135442,
            0.238434,
            0.131084,
            0.231316
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86237,
            -108608,
            -47299,
            -12381900,
            -7528961,
            -5134845
        ],
        [
            2.96763,
            3.529489,
            2.229951,
            1.27777,
            1.060385,
            1.574284
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            53.398058,
            50,
            56.862745,
            53.398058,
            50,
            56.862745
        ],
        [
            2.589932,
            3.529489,
            1.691687,
            1.115145,
            1.060385,
            1.194284
        ],
        [
            453773,
            453773,
            62737,
            4512184,
            3394909,
            4512184
        ],
        [
            -42054,
            -42054,
            -40576,
            -3625854,
            -3625854,
            -3062216
        ],
        [
            34,
            39,
            30,
            34,
            39,
            30
        ],
        [
            43,
            49,
            37,
            43,
            49,
            37
        ],
        [
            25,
            29,
            20,
            25,
            29,
            20
        ],
        [
            3596,
            2055,
            1541,
            3596,
            2055,
            1541
        ],
        [
            0,
            0,
            10.687888,
            0,
            0,
            10.687889
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            611779,
            -163884,
            -186490,
            325037,
            -351770,
            -168452
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760157033570,
    "expiration_time": 1764970992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 62
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 122,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)