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Trade: KSM/USDT/120/DCM/SMA/5000

Strategy
KSM/USDT/120/DCM/SMA/5000
Pair
KSM_USDT
Interval
2h
Score
345115
Daily Profit
0.273629
Profit Factor
1.565461
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1860.080000
Evaluation Time
2025-10-09 02:53
Expiration Time
2025-12-14 23:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 508970.9026 420545.0069 88425.8957 247285.0408 107760.7271 139524.3138
Total P&L (%) 508.9709 420.545 88.4259 247.285 107.7607 139.5243
Avg Daily Profit (%) 0.2736 0.2261 0.0475 0.067 0.0393 0.047
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89559 -66379 -150002 -680514 -516809 -294783
Profit Factor 1.5655 1.8736 1.2112 1.0826 1.0653 1.1037
Total Trades 168 84 84 168 84 84
Winning Trades 72 31 41 72 31 41
Losing Trades 96 53 43 96 53 43
Profitability (%) 42.8571 36.9048 48.8095 42.8571 36.9048 48.8095
Ratio Avg Win / Avg Loss 2.0873 3.2033 1.2703 1.4434 1.8214 1.1575
Largest Winning Trade 277108 277108 52365 422088 422088 209103
Largest Losing Trade -47924 -31790 -47924 -161611 -161611 -151919
Avg Bars in Trades 129 107 151 129 107 151
Avg Bars in Winners 189 154 215 189 154 215
Avg Bars in Losers 85 80 91 85 80 91
Bars Traded 21796 9044 12751 21796 9044 12751
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 345115 215223 -130672 -235141 -293349 -237457
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22321,
    "evaluation_days": 1860.08,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600970400000,
    "last_datapoint_time": 1759960800000,
    "evaluation_time": 1759967613084,
    "expiration_time": 1765746403200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 37,
            "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": [
        [
            508970.9025995336,
            420545.0068996857,
            88425.8956998477,
            247285.0408147734,
            107760.7270529706,
            139524.3137618029
        ],
        [
            508.970903,
            420.545007,
            88.425896,
            247.285041,
            107.760727,
            139.524314
        ],
        [
            0.273629,
            0.22609,
            0.047539,
            0.066954,
            0.039319,
            0.046971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89559,
            -66379,
            -150002,
            -680514,
            -516809,
            -294783
        ],
        [
            1.565461,
            1.873602,
            1.211188,
            1.082562,
            1.065336,
            1.103673
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            72,
            31,
            41,
            72,
            31,
            41
        ],
        [
            96,
            53,
            43,
            96,
            53,
            43
        ],
        [
            42.857143,
            36.904762,
            48.809524,
            42.857143,
            36.904762,
            48.809524
        ],
        [
            2.087282,
            3.203255,
            1.27027,
            1.443416,
            1.821381,
            1.15751
        ],
        [
            277108,
            277108,
            52365,
            422088,
            422088,
            209103
        ],
        [
            -47924,
            -31790,
            -47924,
            -161611,
            -161611,
            -151919
        ],
        [
            129,
            107,
            151,
            129,
            107,
            151
        ],
        [
            189,
            154,
            215,
            189,
            154,
            215
        ],
        [
            85,
            80,
            91,
            85,
            80,
            91
        ],
        [
            21796,
            9044,
            12751,
            21796,
            9044,
            12751
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345115,
            215223,
            -130672,
            -235141,
            -293349,
            -237457
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22321,
    "evaluation_days": 1860.08,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600970400000,
    "last_datapoint_time": 1759960800000,
    "evaluation_time": 1759967613084,
    "expiration_time": 1765746403200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 37,
            "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)