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Trade: KSM/USDT/720/SSF/HILO/6129

Strategy
KSM/USDT/720/SSF/HILO/6129
Pair
KSM_USDT
Interval
12h
Score
302869
Daily Profit
0.287570
Profit Factor
3.009108
Profitability
34.285714
Streak
0.000000
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-09-28 21:10
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 655586.8314 532292.3504 123294.481 471482.6348 180003.8774 291478.7574
Total P&L (%) 655.5868 532.2924 123.2945 471.4826 180.0039 291.4788
Avg Daily Profit (%) 0.3542 0.2876 0.0666 0.0942 0.0556 0.0738
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98786 -107161 -50927 -745518 -888746 -430994
Profit Factor 2.3251 3.0091 1.5366 1.1465 1.1039 1.1962
Total Trades 70 35 35 70 35 35
Winning Trades 28 12 16 28 12 16
Losing Trades 42 23 19 42 23 19
Profitability (%) 40 34.2857 45.7143 40 34.2857 45.7143
Ratio Avg Win / Avg Loss 3.4877 5.7675 1.8247 1.7198 2.1158 1.4205
Largest Winning Trade 502791 502791 62542 780773 780773 366579
Largest Losing Trade -41709 -41709 -24436 -336468 -336468 -216301
Avg Bars in Trades 52 40 64 52 40 64
Avg Bars in Winners 85 72 95 85 72 95
Avg Bars in Losers 30 23 39 30 23 39
Bars Traded 3668 1404 2264 3668 1404 2264
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 -88883 302869 -103028 -228117 -229863 -100872
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759083038714,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 2
        }
    },
    "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": [
        [
            655586.8314196098,
            532292.3504482482,
            123294.4809713612,
            471482.6348304211,
            180003.8774395168,
            291478.7573909047
        ],
        [
            655.586831,
            532.29235,
            123.294481,
            471.482635,
            180.003877,
            291.478757
        ],
        [
            0.35418,
            0.28757,
            0.06661,
            0.094213,
            0.055641,
            0.073758
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98786,
            -107161,
            -50927,
            -745518,
            -888746,
            -430994
        ],
        [
            2.325146,
            3.009108,
            1.536557,
            1.146504,
            1.103902,
            1.196176
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            40,
            34.285714,
            45.714286,
            40,
            34.285714,
            45.714286
        ],
        [
            3.487719,
            5.767457,
            1.824661,
            1.719755,
            2.115813,
            1.420459
        ],
        [
            502791,
            502791,
            62542,
            780773,
            780773,
            366579
        ],
        [
            -41709,
            -41709,
            -24436,
            -336468,
            -336468,
            -216301
        ],
        [
            52,
            40,
            64,
            52,
            40,
            64
        ],
        [
            85,
            72,
            95,
            85,
            72,
            95
        ],
        [
            30,
            23,
            39,
            30,
            23,
            39
        ],
        [
            3668,
            1404,
            2264,
            3668,
            1404,
            2264
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88883,
            302869,
            -103028,
            -228117,
            -229863,
            -100872
        ]
    ]
}
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": 1600041600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759083038714,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 2
        }
    },
    "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)