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Trade: KSM/USDT/720/LINREG/HWMA/2535

Strategy
KSM/USDT/720/LINREG/HWMA/2535
Pair
KSM_USDT
Interval
12h
Score
361786
Daily Profit
0.227776
Profit Factor
1.394421
Profitability
47.107438
Streak
0.000000
Best Strategy
Training Data Length
1852.000000
Evaluation Time
2025-09-30 02:29
Expiration Time
2025-11-24 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 421841.0498 297733.2743 124107.7755 333197.3521 148330.3183 184867.0338
Total P&L (%) 421.8411 297.7333 124.1078 333.1974 148.3303 184.867
Avg Daily Profit (%) 0.2278 0.1608 0.067 0.0792 0.0491 0.0565
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128092 -115571 -85904 -440409 -406765 -243167
Profit Factor 1.3944 1.4962 1.2643 1.1179 1.0905 1.1557
Total Trades 242 121 121 242 121 121
Winning Trades 114 50 64 114 50 64
Losing Trades 128 71 57 128 71 57
Profitability (%) 47.1074 41.3223 52.8926 47.1074 41.3223 52.8926
Ratio Avg Win / Avg Loss 1.5657 2.1247 1.126 1.2552 1.5485 1.0293
Largest Winning Trade 84093 84093 41864 222935 222935 97493
Largest Losing Trade -31917 -31917 -31394 -88806 -88806 -69393
Avg Bars in Trades 14 15 13 14 15 13
Avg Bars in Winners 16 19 14 16 19 14
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 3501 1845 1656 3501 1845 1656
Profit Streak 0 0 21.9789 0 0 21.9789
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361786 228607 -102620 -177637 -250480 -165718
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3704,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1607212800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759188580810,
    "expiration_time": 1763947584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.11845,
            "nb": 0.41225,
            "nc": 0.16094
        }
    }
}
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": [
        [
            421841.049774766,
            297733.274316296,
            124107.7754584703,
            333197.3520739185,
            148330.3183148637,
            184867.0337590548
        ],
        [
            421.84105,
            297.733274,
            124.107775,
            333.197352,
            148.330318,
            184.867034
        ],
        [
            0.227776,
            0.160763,
            0.067013,
            0.07919,
            0.049126,
            0.056541
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128092,
            -115571,
            -85904,
            -440409,
            -406765,
            -243167
        ],
        [
            1.394421,
            1.496233,
            1.264322,
            1.1179,
            1.090518,
            1.155689
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            114,
            50,
            64,
            114,
            50,
            64
        ],
        [
            128,
            71,
            57,
            128,
            71,
            57
        ],
        [
            47.107438,
            41.322314,
            52.892562,
            47.107438,
            41.322314,
            52.892562
        ],
        [
            1.565666,
            2.124651,
            1.126036,
            1.255186,
            1.548536,
            1.029286
        ],
        [
            84093,
            84093,
            41864,
            222935,
            222935,
            97493
        ],
        [
            -31917,
            -31917,
            -31394,
            -88806,
            -88806,
            -69393
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            16,
            19,
            14,
            16,
            19,
            14
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            3501,
            1845,
            1656,
            3501,
            1845,
            1656
        ],
        [
            0,
            0,
            21.978944,
            0,
            0,
            21.978945
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361786,
            228607,
            -102620,
            -177637,
            -250480,
            -165718
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3704,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1607212800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759188580810,
    "expiration_time": 1763947584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.11845,
            "nb": 0.41225,
            "nc": 0.16094
        }
    }
}

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)