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Trade: KSM/USDT/120/MIDPOINT/SINWMA/7251

Strategy
KSM/USDT/120/MIDPOINT/SINWMA/7251
Pair
KSM_USDT
Interval
2h
Score
324315
Daily Profit
0.303252
Profit Factor
1.596700
Profitability
36.714976
Streak
6.600833
Best Strategy
Training Data Length
1849.830000
Evaluation Time
2025-09-28 21:25
Expiration Time
2025-12-04 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 560964.9655 452680.7919 108284.1736 419934.1952 634607.2588 -214673.0636
Total P&L (%) 560.965 452.6808 108.2842 419.9342 634.6073 -214.6731
Avg Daily Profit (%) 0.3033 0.2447 0.0585 0.0892 0.1079 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111504 -114620 -113853 -1664085 -809413 -934603
Profit Factor 1.5967 1.9518 1.2331 1.1021 1.325 0.9006
Total Trades 207 104 103 207 104 103
Winning Trades 76 34 42 76 34 42
Losing Trades 131 70 61 131 70 61
Profitability (%) 36.715 32.6923 40.7767 36.715 32.6923 40.7767
Ratio Avg Win / Avg Loss 2.7522 4.0185 1.7909 1.8997 2.728 1.308
Largest Winning Trade 286849 286849 50510 1077633 1077633 263662
Largest Losing Trade -33412 -26297 -33412 -724091 -379487 -724091
Avg Bars in Trades 104 90 119 104 90 119
Avg Bars in Winners 200 172 222 200 172 222
Avg Bars in Losers 49 50 48 49 50 48
Bars Traded 21660 9361 12299 21660 9361 12299
Profit Streak 6.6008 6.6008 11.1842 6.6008 6.6008 11.1842
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324315 194091 -117199 -183944 -53546 -582340
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22198,
    "evaluation_days": 1849.83,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600891200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759083911994,
    "expiration_time": 1764828921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 19,
            "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": [
        [
            560964.9655223803,
            452680.7918831657,
            108284.1736392149,
            419934.1951821544,
            634607.2588023063,
            -214673.0636201517
        ],
        [
            560.964966,
            452.680792,
            108.284174,
            419.934195,
            634.607259,
            -214.673064
        ],
        [
            0.303252,
            0.244715,
            0.058537,
            0.089158,
            0.107861,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111504,
            -114620,
            -113853,
            -1664085,
            -809413,
            -934603
        ],
        [
            1.5967,
            1.951828,
            1.23311,
            1.102109,
            1.325007,
            0.900614
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            76,
            34,
            42,
            76,
            34,
            42
        ],
        [
            131,
            70,
            61,
            131,
            70,
            61
        ],
        [
            36.714976,
            32.692308,
            40.776699,
            36.714976,
            32.692308,
            40.776699
        ],
        [
            2.752207,
            4.018468,
            1.790945,
            1.899689,
            2.727956,
            1.308035
        ],
        [
            286849,
            286849,
            50510,
            1077633,
            1077633,
            263662
        ],
        [
            -33412,
            -26297,
            -33412,
            -724091,
            -379487,
            -724091
        ],
        [
            104,
            90,
            119,
            104,
            90,
            119
        ],
        [
            200,
            172,
            222,
            200,
            172,
            222
        ],
        [
            49,
            50,
            48,
            49,
            50,
            48
        ],
        [
            21660,
            9361,
            12299,
            21660,
            9361,
            12299
        ],
        [
            6.600833,
            6.600833,
            11.184166,
            6.600833,
            6.600833,
            11.184167
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324315,
            194091,
            -117199,
            -183944,
            -53546,
            -582340
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22198,
    "evaluation_days": 1849.83,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600891200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759083911994,
    "expiration_time": 1764828921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 19,
            "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)