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Trade: KSM/USDT/120/KCU/HMA/3734

Strategy
KSM/USDT/120/KCU/HMA/3734
Pair
KSM_USDT
Interval
2h
Score
364426
Daily Profit
0.274093
Profit Factor
1.918095
Profitability
42.201835
Streak
20.810408
Best Strategy
Training Data Length
1852.670000
Evaluation Time
2025-10-01 16:26
Expiration Time
2025-12-07 06:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 507804.2562 374735.7539 133068.5024 1022070.9159 429473.629 592597.2869
Total P&L (%) 507.8043 374.7358 133.0685 1022.0709 429.4736 592.5973
Avg Daily Profit (%) 0.2741 0.2023 0.0718 0.1306 0.09 0.1045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133613 -105016 -92906 -609583 -418633 -337310
Profit Factor 1.9181 2.4038 1.465 1.3575 1.2967 1.4199
Total Trades 109 55 54 109 55 54
Winning Trades 46 21 25 46 21 25
Losing Trades 63 34 29 63 34 29
Profitability (%) 42.2018 38.1818 46.2963 42.2018 38.1818 46.2963
Ratio Avg Win / Avg Loss 2.627 3.8919 1.6994 1.8592 2.0995 1.647
Largest Winning Trade 181031 181031 66351 575026 575026 474948
Largest Losing Trade -28382 -20229 -28382 -294353 -148109 -294353
Avg Bars in Trades 196 136 258 196 136 258
Avg Bars in Winners 339 244 418 339 244 418
Avg Bars in Losers 92 69 119 92 69 119
Bars Traded 21445 7509 13935 21445 7509 13935
Profit Streak 20.8104 32.9771 0 20.8104 32.9771 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364426 -171890 -276331 -18917 -255737 -232607
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22232,
    "evaluation_days": 1852.67,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759325219294,
    "expiration_time": 1765082534400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 152,
            "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": [
        [
            507804.2562305166,
            374735.7538672245,
            133068.5023632921,
            1022070.9158969917,
            429473.6290377346,
            592597.2868592571
        ],
        [
            507.804256,
            374.735754,
            133.068502,
            1022.070916,
            429.473629,
            592.597287
        ],
        [
            0.274093,
            0.202268,
            0.071825,
            0.130587,
            0.090003,
            0.104513
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133613,
            -105016,
            -92906,
            -609583,
            -418633,
            -337310
        ],
        [
            1.918095,
            2.403821,
            1.465003,
            1.35752,
            1.296725,
            1.419864
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            63,
            34,
            29,
            63,
            34,
            29
        ],
        [
            42.201835,
            38.181818,
            46.296296,
            42.201835,
            38.181818,
            46.296296
        ],
        [
            2.626956,
            3.8919,
            1.699404,
            1.859212,
            2.099459,
            1.647042
        ],
        [
            181031,
            181031,
            66351,
            575026,
            575026,
            474948
        ],
        [
            -28382,
            -20229,
            -28382,
            -294353,
            -148109,
            -294353
        ],
        [
            196,
            136,
            258,
            196,
            136,
            258
        ],
        [
            339,
            244,
            418,
            339,
            244,
            418
        ],
        [
            92,
            69,
            119,
            92,
            69,
            119
        ],
        [
            21445,
            7509,
            13935,
            21445,
            7509,
            13935
        ],
        [
            20.810408,
            32.977075,
            0,
            20.810408,
            32.977075,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364426,
            -171890,
            -276331,
            -18917,
            -255737,
            -232607
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22232,
    "evaluation_days": 1852.67,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759325219294,
    "expiration_time": 1765082534400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 152,
            "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)