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Trade: KSM/USDT/120/KCB/DCM/5099

Strategy
KSM/USDT/120/KCB/DCM/5099
Pair
KSM_USDT
Interval
2h
Score
432666
Daily Profit
0.427423
Profit Factor
2.014661
Profitability
42.647059
Streak
0.000000
Best Strategy
Training Data Length
1851.500000
Evaluation Time
2025-09-30 11:56
Expiration Time
2025-12-06 01:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 791374.3512 677237.9201 114136.4312 331133.0958 -467527.558 798660.6538
Total P&L (%) 791.3744 677.2379 114.1364 331.1331 -467.5276 798.6607
Avg Daily Profit (%) 0.4274 0.3658 0.0616 0.079 0 0.1187
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132034 -132323 -90334 -1541685 -1620953 -1120509
Profit Factor 2.0147 2.6254 1.3142 1.0452 0.8812 1.2353
Total Trades 204 102 102 204 102 102
Winning Trades 87 37 50 87 37 50
Losing Trades 117 65 52 117 65 52
Profitability (%) 42.6471 36.2745 49.0196 42.6471 36.2745 49.0196
Ratio Avg Win / Avg Loss 2.7094 4.6121 1.3668 1.4056 1.5481 1.2847
Largest Winning Trade 621499 621499 49357 877147 877147 586676
Largest Losing Trade -52707 -30247 -52707 -590503 -258455 -590503
Avg Bars in Trades 107 95 119 107 95 119
Avg Bars in Winners 163 154 170 163 154 170
Avg Bars in Losers 65 61 70 65 61 70
Bars Traded 21888 9699 12189 21888 9699 12189
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 432666 318299 -111106 -260168 -583620 -35147
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22218,
    "evaluation_days": 1851.5,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600747200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759222610153,
    "expiration_time": 1764978105600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 108,
            "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": [
        [
            791374.3512358757,
            677237.9200571782,
            114136.4311786975,
            331133.09577543,
            -467527.5579851791,
            798660.6537606101
        ],
        [
            791.374351,
            677.23792,
            114.136431,
            331.133096,
            -467.527558,
            798.660654
        ],
        [
            0.427423,
            0.365778,
            0.061645,
            0.078953,
            0,
            0.118663
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132034,
            -132323,
            -90334,
            -1541685,
            -1620953,
            -1120509
        ],
        [
            2.014661,
            2.625365,
            1.31419,
            1.045169,
            0.881245,
            1.235307
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            87,
            37,
            50,
            87,
            37,
            50
        ],
        [
            117,
            65,
            52,
            117,
            65,
            52
        ],
        [
            42.647059,
            36.27451,
            49.019608,
            42.647059,
            36.27451,
            49.019608
        ],
        [
            2.709371,
            4.612127,
            1.366758,
            1.405572,
            1.548132,
            1.284719
        ],
        [
            621499,
            621499,
            49357,
            877147,
            877147,
            586676
        ],
        [
            -52707,
            -30247,
            -52707,
            -590503,
            -258455,
            -590503
        ],
        [
            107,
            95,
            119,
            107,
            95,
            119
        ],
        [
            163,
            154,
            170,
            163,
            154,
            170
        ],
        [
            65,
            61,
            70,
            65,
            61,
            70
        ],
        [
            21888,
            9699,
            12189,
            21888,
            9699,
            12189
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432666,
            318299,
            -111106,
            -260168,
            -583620,
            -35147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22218,
    "evaluation_days": 1851.5,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600747200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759222610153,
    "expiration_time": 1764978105600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 108,
            "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)