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Trade: KSM/USDT/720/MIDPOINT/RMA/1978

Strategy
KSM/USDT/720/MIDPOINT/RMA/1978
Pair
KSM_USDT
Interval
12h
Score
521647
Daily Profit
0.480601
Profit Factor
4.230035
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
1857.000000
Evaluation Time
2025-10-04 19:22
Expiration Time
2025-11-29 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 994497.4154 892475.3741 102022.0413 247132.8333 623916.8887 -376784.0554
Total P&L (%) 994.4974 892.4754 102.022 247.1328 623.9169 -376.7841
Avg Daily Profit (%) 0.5355 0.4806 0.0549 0.067 0.1067 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131117 -83534 -90805 -2093074 -968219 -1797615
Profit Factor 3.0221 4.23 1.4734 1.0437 1.2326 0.873
Total Trades 61 31 30 61 31 30
Winning Trades 31 13 18 31 13 18
Losing Trades 30 18 12 30 18 12
Profitability (%) 50.8197 41.9355 60 50.8197 41.9355 60
Ratio Avg Win / Avg Loss 2.9246 5.857 0.9823 1.0101 1.7066 0.582
Largest Winning Trade 940116 940116 49849 1050180 1050180 565057
Largest Losing Trade -59086 -40609 -59086 -1131167 -435560 -1131167
Avg Bars in Trades 58 39 76 58 39 76
Avg Bars in Winners 85 47 112 85 47 112
Avg Bars in Losers 29 34 23 29 34 23
Bars Traded 3545 1238 2307 3545 1238 2307
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 -149215 521647 -118828 -441730 -52577 -579529
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3714,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759594934191,
    "expiration_time": 1764392544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 19,
            "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": [
        [
            994497.4154409142,
            892475.3741427128,
            102022.041298201,
            247132.8333215823,
            623916.8886777372,
            -376784.0553561546
        ],
        [
            994.497415,
            892.475374,
            102.022041,
            247.132833,
            623.916889,
            -376.784055
        ],
        [
            0.53554,
            0.480601,
            0.054939,
            0.067041,
            0.106654,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131117,
            -83534,
            -90805,
            -2093074,
            -968219,
            -1797615
        ],
        [
            3.022103,
            4.230035,
            1.473402,
            1.043735,
            1.232568,
            0.873047
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            30,
            18,
            12,
            30,
            18,
            12
        ],
        [
            50.819672,
            41.935484,
            60,
            50.819672,
            41.935484,
            60
        ],
        [
            2.924616,
            5.856972,
            0.982268,
            1.010067,
            1.706632,
            0.582031
        ],
        [
            940116,
            940116,
            49849,
            1050180,
            1050180,
            565057
        ],
        [
            -59086,
            -40609,
            -59086,
            -1131167,
            -435560,
            -1131167
        ],
        [
            58,
            39,
            76,
            58,
            39,
            76
        ],
        [
            85,
            47,
            112,
            85,
            47,
            112
        ],
        [
            29,
            34,
            23,
            29,
            34,
            23
        ],
        [
            3545,
            1238,
            2307,
            3545,
            1238,
            2307
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149215,
            521647,
            -118828,
            -441730,
            -52577,
            -579529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3714,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759594934191,
    "expiration_time": 1764392544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 19,
            "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)