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Trade: KSM/USDT/720/PWMA/WMA/1068

Strategy
KSM/USDT/720/PWMA/WMA/1068
Pair
KSM_USDT
Interval
12h
Score
329778
Daily Profit
0.224801
Profit Factor
2.563391
Profitability
39.393939
Streak
14.687002
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-10-06 19:29
Expiration Time
2025-12-01 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 497620.0349 417904.6734 79715.3615 26130.5652 -138583.6653 164714.2305
Total P&L (%) 497.62 417.9047 79.7154 26.1306 -138.5837 164.7142
Avg Daily Profit (%) 0.2677 0.2248 0.0429 0.0125 0 0.0524
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224690 -188796 -104231 -2472398 -1732295 -1198476
Profit Factor 1.8579 2.5634 1.2549 1.0066 0.9272 1.0791
Total Trades 66 33 33 66 33 33
Winning Trades 33 13 20 33 13 20
Losing Trades 33 20 13 33 20 13
Profitability (%) 50 39.3939 60.6061 50 39.3939 60.6061
Ratio Avg Win / Avg Loss 1.8579 3.9437 0.8157 1.0066 1.4265 0.7014
Largest Winning Trade 410824 410824 57491 918835 918835 506285
Largest Losing Trade -56730 -41262 -56730 -1074773 -1049045 -1074773
Avg Bars in Trades 52 48 55 52 48 55
Avg Bars in Winners 62 58 65 62 58 65
Avg Bars in Losers 42 42 41 42 42 41
Bars Traded 3450 1604 1846 3450 1604 1846
Profit Streak 14.687 14.687 73.687 14.687 14.687 73.687
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115700 329778 -135173 -520352 -582671 -255846
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759768156981,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 178,
            "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": [
        [
            497620.0348660445,
            417904.6733847435,
            79715.361481301,
            26130.5651539836,
            -138583.6653376489,
            164714.2304916331
        ],
        [
            497.620035,
            417.904673,
            79.715361,
            26.130565,
            -138.583665,
            164.71423
        ],
        [
            0.267682,
            0.224801,
            0.042881,
            0.012489,
            0,
            0.05238
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224690,
            -188796,
            -104231,
            -2472398,
            -1732295,
            -1198476
        ],
        [
            1.857934,
            2.563391,
            1.254914,
            1.006555,
            0.927207,
            1.079089
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            33,
            13,
            20,
            33,
            13,
            20
        ],
        [
            33,
            20,
            13,
            33,
            20,
            13
        ],
        [
            50,
            39.393939,
            60.606061,
            50,
            39.393939,
            60.606061
        ],
        [
            1.857934,
            3.943678,
            0.815694,
            1.006555,
            1.426472,
            0.701408
        ],
        [
            410824,
            410824,
            57491,
            918835,
            918835,
            506285
        ],
        [
            -56730,
            -41262,
            -56730,
            -1074773,
            -1049045,
            -1074773
        ],
        [
            52,
            48,
            55,
            52,
            48,
            55
        ],
        [
            62,
            58,
            65,
            62,
            58,
            65
        ],
        [
            42,
            42,
            41,
            42,
            42,
            41
        ],
        [
            3450,
            1604,
            1846,
            3450,
            1604,
            1846
        ],
        [
            14.687002,
            14.687002,
            73.687002,
            14.687002,
            14.687002,
            73.687002
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115700,
            329778,
            -135173,
            -520352,
            -582671,
            -255846
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759768156981,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 178,
            "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)