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Trade: KSM/USDT/120/RMA/HILO/7514

Strategy
KSM/USDT/120/RMA/HILO/7514
Pair
KSM_USDT
Interval
2h
Score
314005
Daily Profit
0.393163
Profit Factor
2.052829
Profitability
34.895833
Streak
0.000000
Best Strategy
Training Data Length
1845.750000
Evaluation Time
2025-09-26 15:35
Expiration Time
2025-11-30 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 725680.685 626926.7184 98753.9666 410612.0889 202082.9502 208529.1387
Total P&L (%) 725.6807 626.9267 98.754 410.6121 202.083 208.5291
Avg Daily Profit (%) 0.3932 0.3397 0.0535 0.0884 0.0599 0.0611
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94279 -76349 -70278 -990792 -727471 -542057
Profit Factor 2.0528 2.8783 1.2778 1.075 1.0767 1.0735
Total Trades 192 96 96 192 96 96
Winning Trades 67 29 38 67 29 38
Losing Trades 125 67 58 125 67 58
Profitability (%) 34.8958 30.2083 39.5833 34.8958 30.2083 39.5833
Ratio Avg Win / Avg Loss 3.8299 6.6499 1.9503 2.0056 2.4875 1.6384
Largest Winning Trade 614895 614895 66120 549651 549651 330932
Largest Losing Trade -21766 -15229 -21766 -208699 -180539 -208699
Avg Bars in Trades 114 89 138 114 89 138
Avg Bars in Winners 236 195 266 236 195 266
Avg Bars in Losers 48 44 54 48 44 54
Bars Traded 21915 8638 13277 21915 8638 13277
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 314005 242348 -124758 -216762 -256003 -254362

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22149,
    "evaluation_days": 1845.75,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600653600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758890116184,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            725680.6850010133,
            626926.7184408553,
            98753.9665601582,
            410612.0888918623,
            202082.9502031633,
            208529.1386886996
        ],
        [
            725.680685,
            626.926718,
            98.753967,
            410.612089,
            202.08295,
            208.529139
        ],
        [
            0.393163,
            0.33966,
            0.053503,
            0.088374,
            0.059914,
            0.061059
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94279,
            -76349,
            -70278,
            -990792,
            -727471,
            -542057
        ],
        [
            2.052829,
            2.878328,
            1.27779,
            1.074997,
            1.076662,
            1.073452
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            125,
            67,
            58,
            125,
            67,
            58
        ],
        [
            34.895833,
            30.208333,
            39.583333,
            34.895833,
            30.208333,
            39.583333
        ],
        [
            3.829904,
            6.64993,
            1.950311,
            2.005592,
            2.487461,
            1.638426
        ],
        [
            614895,
            614895,
            66120,
            549651,
            549651,
            330932
        ],
        [
            -21766,
            -15229,
            -21766,
            -208699,
            -180539,
            -208699
        ],
        [
            114,
            89,
            138,
            114,
            89,
            138
        ],
        [
            236,
            195,
            266,
            236,
            195,
            266
        ],
        [
            48,
            44,
            54,
            48,
            44,
            54
        ],
        [
            21915,
            8638,
            13277,
            21915,
            8638,
            13277
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314005,
            242348,
            -124758,
            -216762,
            -256003,
            -254362
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22149,
    "evaluation_days": 1845.75,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600653600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758890116184,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)