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Trade: KSM/USDT/120/PWMA/FWMA/6284

Strategy
KSM/USDT/120/PWMA/FWMA/6284
Pair
KSM_USDT
Interval
2h
Score
333902
Daily Profit
0.533278
Profit Factor
2.285027
Profitability
31.884058
Streak
0.000000
Best Strategy
Training Data Length
1854.920000
Evaluation Time
2025-10-03 22:46
Expiration Time
2025-12-09 14:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 989188.2532 832608.1626 156580.0906 1089328.515 -310822.4035 1400150.9185
Total P&L (%) 989.1883 832.6082 156.5801 1089.3285 -310.8224 1400.1509
Avg Daily Profit (%) 0.5333 0.4489 0.0844 0.1336 0 0.1461
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94002 -82201 -56195 -2268997 -1875655 -1483483
Profit Factor 2.285 2.95 1.4568 1.0958 0.9503 1.2733
Total Trades 207 104 103 207 104 103
Winning Trades 66 26 40 66 26 40
Losing Trades 141 78 63 141 78 63
Profitability (%) 31.8841 25 38.835 31.8841 25 38.835
Ratio Avg Win / Avg Loss 4.8816 8.8501 2.2944 2.3409 2.8508 2.0054
Largest Winning Trade 769755 769755 53233 1749285 1749285 742521
Largest Losing Trade -26143 -22562 -26143 -778560 -413922 -778560
Avg Bars in Trades 105 92 119 105 92 119
Avg Bars in Winners 231 250 219 231 250 219
Avg Bars in Losers 46 39 55 46 39 55
Bars Traded 21874 9613 12261 21874 9613 12261
Profit Streak 0 0 21.8236 0 0 21.8236
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333902 -14293 -82174 -134335 -608092 -623
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22259,
    "evaluation_days": 1854.92,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600927200000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759520760402,
    "expiration_time": 1765283932800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "offset": 192
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 186,
            "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": [
        [
            989188.2532341983,
            832608.1626157772,
            156580.0906184217,
            1089328.5149596913,
            -310822.4034940823,
            1400150.918453775
        ],
        [
            989.188253,
            832.608163,
            156.580091,
            1089.328515,
            -310.822403,
            1400.150918
        ],
        [
            0.533278,
            0.448865,
            0.084413,
            0.133571,
            0,
            0.146105
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94002,
            -82201,
            -56195,
            -2268997,
            -1875655,
            -1483483
        ],
        [
            2.285027,
            2.950042,
            1.456753,
            1.095761,
            0.950281,
            1.273254
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            66,
            26,
            40,
            66,
            26,
            40
        ],
        [
            141,
            78,
            63,
            141,
            78,
            63
        ],
        [
            31.884058,
            25,
            38.834951,
            31.884058,
            25,
            38.834951
        ],
        [
            4.881648,
            8.850126,
            2.294387,
            2.340943,
            2.850842,
            2.005375
        ],
        [
            769755,
            769755,
            53233,
            1749285,
            1749285,
            742521
        ],
        [
            -26143,
            -22562,
            -26143,
            -778560,
            -413922,
            -778560
        ],
        [
            105,
            92,
            119,
            105,
            92,
            119
        ],
        [
            231,
            250,
            219,
            231,
            250,
            219
        ],
        [
            46,
            39,
            55,
            46,
            39,
            55
        ],
        [
            21874,
            9613,
            12261,
            21874,
            9613,
            12261
        ],
        [
            0,
            0,
            21.823616,
            0,
            0,
            21.823616
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333902,
            -14293,
            -82174,
            -134335,
            -608092,
            -623
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22259,
    "evaluation_days": 1854.92,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600927200000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759520760402,
    "expiration_time": 1765283932800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "offset": 192
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 186,
            "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)