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Trade: KSM/USDT/720/RMA/HILO/3895

Strategy
KSM/USDT/720/RMA/HILO/3895
Pair
KSM_USDT
Interval
12h
Score
463032
Daily Profit
0.290361
Profit Factor
1.858059
Profitability
51.960784
Streak
0.000000
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-10-07 00:36
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 539781.8976 422088.352 117693.5455 420068.9805 40073.844 379995.1364
Total P&L (%) 539.7819 422.0884 117.6935 420.069 40.0738 379.9951
Avg Daily Profit (%) 0.2904 0.2271 0.0633 0.0887 0.0181 0.0844
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162360 -115337 -103669 -1345637 -923934 -905711
Profit Factor 1.8581 2.4267 1.3532 1.1135 1.0231 1.1931
Total Trades 102 51 51 102 51 51
Winning Trades 53 23 30 53 23 30
Losing Trades 49 28 21 49 28 21
Profitability (%) 51.9608 45.098 58.8235 51.9608 45.098 58.8235
Ratio Avg Win / Avg Loss 1.7178 2.9542 0.9472 1.0295 1.2455 0.8352
Largest Winning Trade 264762 264762 63294 535060 535060 426053
Largest Losing Trade -45638 -45638 -41297 -554423 -371551 -554423
Avg Bars in Trades 35 25 45 35 25 45
Avg Bars in Winners 47 31 60 47 31 60
Avg Bars in Losers 22 21 24 22 21 24
Bars Traded 3649 1312 2338 3649 1312 2338
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 463032 -169207 -288562 -169639 -547620 -268962
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759786577328,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            539781.8975556131,
            422088.3520094914,
            117693.5455461217,
            420068.9804523943,
            40073.8440359115,
            379995.1364164826
        ],
        [
            539.781898,
            422.088352,
            117.693546,
            420.06898,
            40.073844,
            379.995136
        ],
        [
            0.290361,
            0.227051,
            0.06331,
            0.088732,
            0.01813,
            0.084415
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162360,
            -115337,
            -103669,
            -1345637,
            -923934,
            -905711
        ],
        [
            1.858059,
            2.426701,
            1.353196,
            1.113508,
            1.023127,
            1.193087
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            51.960784,
            45.098039,
            58.823529,
            51.960784,
            45.098039,
            58.823529
        ],
        [
            1.717828,
            2.954245,
            0.947237,
            1.02947,
            1.245546,
            0.835161
        ],
        [
            264762,
            264762,
            63294,
            535060,
            535060,
            426053
        ],
        [
            -45638,
            -45638,
            -41297,
            -554423,
            -371551,
            -554423
        ],
        [
            35,
            25,
            45,
            35,
            25,
            45
        ],
        [
            47,
            31,
            60,
            47,
            31,
            60
        ],
        [
            22,
            21,
            24,
            22,
            21,
            24
        ],
        [
            3649,
            1312,
            2338,
            3649,
            1312,
            2338
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463032,
            -169207,
            -288562,
            -169639,
            -547620,
            -268962
        ]
    ]
}
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": 1600689600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759786577328,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)