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Trade: KSM/USDT/720/RMA/PSAR/3035

Strategy
KSM/USDT/720/RMA/PSAR/3035
Pair
KSM_USDT
Interval
12h
Score
469261
Daily Profit
0.389619
Profit Factor
2.053085
Profitability
47.107438
Streak
0.000000
Best Strategy
Training Data Length
1853.000000
Evaluation Time
2025-09-30 23:33
Expiration Time
2025-11-25 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 721964.2514 601611.4641 120352.7873 617969.6437 368473.0663 249496.5774
Total P&L (%) 721.9643 601.6115 120.3528 617.9696 368.4731 249.4966
Avg Daily Profit (%) 0.3896 0.3247 0.065 0.1064 0.0834 0.0676
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103561 -58565 -90756 -1023705 -457472 -648325
Profit Factor 2.0531 2.7583 1.3505 1.1615 1.1973 1.1273
Total Trades 121 61 60 121 61 60
Winning Trades 57 29 28 57 29 28
Losing Trades 64 32 32 64 32 32
Profitability (%) 47.1074 47.541 46.6667 47.1074 47.541 46.6667
Ratio Avg Win / Avg Loss 2.3052 3.0436 1.5434 1.3041 1.3211 1.2884
Largest Winning Trade 496102 496102 62641 507320 507320 416999
Largest Losing Trade -47064 -45110 -47064 -605682 -258915 -605682
Avg Bars in Trades 29 23 35 29 23 35
Avg Bars in Winners 44 32 57 44 32 57
Avg Bars in Losers 16 15 16 16 15 16
Bars Traded 3586 1428 2158 3586 1428 2158
Profit Streak 0 0 50.3568 0 0 50.3568
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469261 -147992 -273696 -93911 -247521 -352194
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759264425578,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            721964.2513853732,
            601611.4640558672,
            120352.7873295062,
            617969.6437231558,
            368473.0663300707,
            249496.5773930847
        ],
        [
            721.964251,
            601.611464,
            120.352787,
            617.969644,
            368.473066,
            249.496577
        ],
        [
            0.389619,
            0.324669,
            0.06495,
            0.106439,
            0.083376,
            0.067552
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103561,
            -58565,
            -90756,
            -1023705,
            -457472,
            -648325
        ],
        [
            2.053085,
            2.758278,
            1.350462,
            1.161466,
            1.197275,
            1.127331
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            47.107438,
            47.540984,
            46.666667,
            47.107438,
            47.540984,
            46.666667
        ],
        [
            2.305218,
            3.043617,
            1.543385,
            1.304102,
            1.321132,
            1.288378
        ],
        [
            496102,
            496102,
            62641,
            507320,
            507320,
            416999
        ],
        [
            -47064,
            -45110,
            -47064,
            -605682,
            -258915,
            -605682
        ],
        [
            29,
            23,
            35,
            29,
            23,
            35
        ],
        [
            44,
            32,
            57,
            44,
            32,
            57
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            3586,
            1428,
            2158,
            3586,
            1428,
            2158
        ],
        [
            0,
            0,
            50.356777,
            0,
            0,
            50.356778
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469261,
            -147992,
            -273696,
            -93911,
            -247521,
            -352194
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759264425578,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)