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Trade: KSM/USDT/120/BBL/PWMA/4053

Strategy
KSM/USDT/120/BBL/PWMA/4053
Pair
KSM_USDT
Interval
2h
Score
318913
Daily Profit
0.187958
Profit Factor
1.315437
Profitability
49.128920
Streak
0.000000
Best Strategy
Training Data Length
1845.750000
Evaluation Time
2025-09-26 19:13
Expiration Time
2025-11-30 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346924.0687 309781.3429 37142.7258 -1818.9173 -653047.6565 651228.7392
Total P&L (%) 346.9241 309.7813 37.1427 -1.8189 -653.0477 651.2287
Avg Daily Profit (%) 0.188 0.1678 0.0201 -0.001 0 0.1093
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -250425 -233349 -48058 -4123648 -3747105 -389501
Profit Factor 1.3154 1.3506 1.1717 0.9998 0.9246 1.4027
Total Trades 287 143 144 287 143 144
Winning Trades 141 67 74 141 67 74
Losing Trades 146 76 70 146 76 70
Profitability (%) 49.1289 46.8531 51.3889 49.1289 46.8531 51.3889
Ratio Avg Win / Avg Loss 1.3621 1.532 1.1084 1.0353 1.0488 1.3269
Largest Winning Trade 111176 111176 17317 1302111 1302111 264019
Largest Losing Trade -56658 -56658 -10683 -1501700 -1501700 -362431
Avg Bars in Trades 76 142 10 76 142 10
Avg Bars in Winners 77 152 9 77 152 9
Avg Bars in Losers 74 133 10 74 133 10
Bars Traded 21841 20351 1490 21841 20351 1490
Profit Streak 0 25.1762 0 0 25.1762 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318913 287795 -199800 -577948 -579967 -45642

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22149,
    "evaluation_days": 1845.75,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758903223460,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 241,
            "offset": 0,
            "std": 1.03227
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 67,
            "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": [
        [
            346924.0686896713,
            309781.3429386581,
            37142.7257510129,
            -1818.9172764176,
            -653047.6564686407,
            651228.7391922235
        ],
        [
            346.924069,
            309.781343,
            37.142726,
            -1.818917,
            -653.047656,
            651.228739
        ],
        [
            0.187958,
            0.167835,
            0.020123,
            -0.000995,
            0,
            0.109313
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -250425,
            -233349,
            -48058,
            -4123648,
            -3747105,
            -389501
        ],
        [
            1.315437,
            1.350621,
            1.171721,
            0.999823,
            0.924561,
            1.402689
        ],
        [
            287,
            143,
            144,
            287,
            143,
            144
        ],
        [
            141,
            67,
            74,
            141,
            67,
            74
        ],
        [
            146,
            76,
            70,
            146,
            76,
            70
        ],
        [
            49.12892,
            46.853147,
            51.388889,
            49.12892,
            46.853147,
            51.388889
        ],
        [
            1.362084,
            1.532047,
            1.108384,
            1.035278,
            1.048755,
            1.326868
        ],
        [
            111176,
            111176,
            17317,
            1302111,
            1302111,
            264019
        ],
        [
            -56658,
            -56658,
            -10683,
            -1501700,
            -1501700,
            -362431
        ],
        [
            76,
            142,
            10,
            76,
            142,
            10
        ],
        [
            77,
            152,
            9,
            77,
            152,
            9
        ],
        [
            74,
            133,
            10,
            74,
            133,
            10
        ],
        [
            21841,
            20351,
            1490,
            21841,
            20351,
            1490
        ],
        [
            0,
            25.176197,
            0,
            0,
            25.176197,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318913,
            287795,
            -199800,
            -577948,
            -579967,
            -45642
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22149,
    "evaluation_days": 1845.75,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758903223460,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 241,
            "offset": 0,
            "std": 1.03227
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 67,
            "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)