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Trade: KSM/USDT/720/SSF/HILO/4309

Strategy
KSM/USDT/720/SSF/HILO/4309
Pair
KSM_USDT
Interval
12h
Score
342521
Daily Profit
0.183807
Profit Factor
1.335750
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-10-02 10:15
Expiration Time
2025-11-26 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 340869.1886 283716.4094 57152.7792 -2950.9533 282289.2336 -285240.1869
Total P&L (%) 340.8692 283.7164 57.1528 -2.951 282.2892 -285.2402
Avg Daily Profit (%) 0.1838 0.153 0.0308 -0.0016 0.0723 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190079 -110605 -191003 -328157 -165814 -400051
Profit Factor 1.3358 1.5948 1.1062 0.9967 1.9191 0.5062
Total Trades 182 91 91 182 91 91
Winning Trades 98 48 50 98 48 50
Losing Trades 84 43 41 84 43 41
Profitability (%) 53.8462 52.7473 54.9451 53.8462 52.7473 54.9451
Ratio Avg Win / Avg Loss 1.1449 1.4287 0.9071 0.8543 1.7192 0.4151
Largest Winning Trade 97151 97151 55177 152134 152134 27264
Largest Losing Trade -74165 -39300 -74165 -127677 -111463 -127677
Avg Bars in Trades 20 16 23 20 16 23
Avg Bars in Winners 23 18 28 23 18 28
Avg Bars in Losers 15 14 17 15 14 17
Bars Traded 3646 1523 2123 3646 1523 2123
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 342521 339387 -257354 -579048 -92390 -580170
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3709,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759389346203,
    "expiration_time": 1764170064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            340869.1886276389,
            283716.409413746,
            57152.7792138931,
            -2950.9533021714,
            282289.2335569394,
            -285240.186859111
        ],
        [
            340.869189,
            283.716409,
            57.152779,
            -2.950953,
            282.289234,
            -285.240187
        ],
        [
            0.183807,
            0.152988,
            0.030818,
            -0.001615,
            0.072337,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190079,
            -110605,
            -191003,
            -328157,
            -165814,
            -400051
        ],
        [
            1.33575,
            1.594786,
            1.106185,
            0.996665,
            1.919067,
            0.506182
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            98,
            48,
            50,
            98,
            48,
            50
        ],
        [
            84,
            43,
            41,
            84,
            43,
            41
        ],
        [
            53.846154,
            52.747253,
            54.945055,
            53.846154,
            52.747253,
            54.945055
        ],
        [
            1.144929,
            1.428662,
            0.907071,
            0.854284,
            1.719164,
            0.415069
        ],
        [
            97151,
            97151,
            55177,
            152134,
            152134,
            27264
        ],
        [
            -74165,
            -39300,
            -74165,
            -127677,
            -111463,
            -127677
        ],
        [
            20,
            16,
            23,
            20,
            16,
            23
        ],
        [
            23,
            18,
            28,
            23,
            18,
            28
        ],
        [
            15,
            14,
            17,
            15,
            14,
            17
        ],
        [
            3646,
            1523,
            2123,
            3646,
            1523,
            2123
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342521,
            339387,
            -257354,
            -579048,
            -92390,
            -580170
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3709,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759389346203,
    "expiration_time": 1764170064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "offset": 0,
            "poles": 3
        }
    },
    "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)