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Trade: KSM/USDT/720/MIDPRICE/HWMA/5843

Strategy
KSM/USDT/720/MIDPRICE/HWMA/5843
Pair
KSM_USDT
Interval
12h
Score
361848
Daily Profit
0.507835
Profit Factor
2.648082
Profitability
33.884298
Streak
0.000000
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-09-28 15:41
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 940002.8005 817900.8004 122102.0001 843852.0343 795126.1745 48725.8598
Total P&L (%) 940.0028 817.9008 122.102 843.852 795.1262 48.7259
Avg Daily Profit (%) 0.5078 0.4419 0.066 0.1213 0.1185 0.0214
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119127 -93101 -47723 -2853653 -2023738 -1354468
Profit Factor 2.6481 3.7298 1.451 1.1003 1.1695 1.0131
Total Trades 121 61 60 121 61 60
Winning Trades 41 20 21 41 20 21
Losing Trades 80 41 39 80 41 39
Profitability (%) 33.8843 32.7869 35 33.8843 32.7869 35
Ratio Avg Win / Avg Loss 5.167 7.6461 2.6947 2.1469 2.3974 1.8815
Largest Winning Trade 732240 732240 59384 1989872 1989872 899841
Largest Losing Trade -20919 -19361 -20919 -482100 -482100 -426096
Avg Bars in Trades 29 21 38 29 21 38
Avg Bars in Winners 64 46 81 64 46 81
Avg Bars in Losers 11 8 14 11 8 14
Bars Traded 3580 1283 2297 3580 1283 2297
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 361848 -151405 -278026 -145349 -235792 -545963
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063263957,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.78676,
            "nc": 0.1
        }
    }
}
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": [
        [
            940002.8004962762,
            817900.800441489,
            122102.0000547875,
            843852.0342836045,
            795126.1744909616,
            48725.8597926437
        ],
        [
            940.0028,
            817.9008,
            122.102,
            843.852034,
            795.126174,
            48.72586
        ],
        [
            0.507835,
            0.44187,
            0.065965,
            0.121349,
            0.118482,
            0.021447
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119127,
            -93101,
            -47723,
            -2853653,
            -2023738,
            -1354468
        ],
        [
            2.648082,
            3.729827,
            1.450985,
            1.100296,
            1.169465,
            1.013092
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            80,
            41,
            39,
            80,
            41,
            39
        ],
        [
            33.884298,
            32.786885,
            35,
            33.884298,
            32.786885,
            35
        ],
        [
            5.16699,
            7.646146,
            2.694686,
            2.146918,
            2.397404,
            1.881457
        ],
        [
            732240,
            732240,
            59384,
            1989872,
            1989872,
            899841
        ],
        [
            -20919,
            -19361,
            -20919,
            -482100,
            -482100,
            -426096
        ],
        [
            29,
            21,
            38,
            29,
            21,
            38
        ],
        [
            64,
            46,
            81,
            64,
            46,
            81
        ],
        [
            11,
            8,
            14,
            11,
            8,
            14
        ],
        [
            3580,
            1283,
            2297,
            3580,
            1283,
            2297
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361848,
            -151405,
            -278026,
            -145349,
            -235792,
            -545963
        ]
    ]
}
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": 1603756800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063263957,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.78676,
            "nc": 0.1
        }
    }
}

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)