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Trade: KSM/USDT/120/WMA/DEMA/6700

Strategy
KSM/USDT/120/WMA/DEMA/6700
Pair
KSM_USDT
Interval
2h
Score
379229
Daily Profit
0.389496
Profit Factor
3.493268
Profitability
35.000000
Streak
0.000000
Best Strategy
Training Data Length
1845.750000
Evaluation Time
2025-09-26 09:33
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 891646.2468 718912.52 172733.7268 1775321.8237 -472246.7599 2247568.5837
Total P&L (%) 891.6462 718.9125 172.7337 1775.3218 -472.2468 2247.5686
Avg Daily Profit (%) 0.4831 0.3895 0.0936 0.1589 0 0.1711
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126361 -103440 -54885 -2125312 -1501207 -1184776
Profit Factor 2.8052 3.4933 1.8402 1.2035 0.91 1.6465
Total Trades 80 40 40 80 40 40
Winning Trades 36 14 22 36 14 22
Losing Trades 44 26 18 44 26 18
Profitability (%) 45 35 55 45 35 55
Ratio Avg Win / Avg Loss 3.4286 6.4875 1.5056 1.4709 1.69 1.3471
Largest Winning Trade 636822 636822 64772 1278956 1278956 840414
Largest Losing Trade -35553 -23611 -35553 -971147 -541515 -971147
Avg Bars in Trades 273 238 307 273 238 307
Avg Bars in Winners 447 469 432 447 469 432
Avg Bars in Losers 130 114 155 130 114 155
Bars Traded 21856 9542 12314 21856 9542 12314
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 -9910 379229 -63858 -18541 -583805 377072

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": 1601064000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758868426685,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "offset": 143
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 154,
            "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": [
        [
            891646.2467570001,
            718912.5199578197,
            172733.7267991803,
            1775321.8237220407,
            -472246.7599401199,
            2247568.583662161
        ],
        [
            891.646247,
            718.91252,
            172.733727,
            1775.321824,
            -472.24676,
            2247.568584
        ],
        [
            0.483081,
            0.389496,
            0.093585,
            0.158943,
            0,
            0.171132
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126361,
            -103440,
            -54885,
            -2125312,
            -1501207,
            -1184776
        ],
        [
            2.805226,
            3.493268,
            1.840211,
            1.203481,
            0.910019,
            1.646506
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            44,
            26,
            18,
            44,
            26,
            18
        ],
        [
            45,
            35,
            55,
            45,
            35,
            55
        ],
        [
            3.428609,
            6.487499,
            1.505627,
            1.470921,
            1.690035,
            1.347141
        ],
        [
            636822,
            636822,
            64772,
            1278956,
            1278956,
            840414
        ],
        [
            -35553,
            -23611,
            -35553,
            -971147,
            -541515,
            -971147
        ],
        [
            273,
            238,
            307,
            273,
            238,
            307
        ],
        [
            447,
            469,
            432,
            447,
            469,
            432
        ],
        [
            130,
            114,
            155,
            130,
            114,
            155
        ],
        [
            21856,
            9542,
            12314,
            21856,
            9542,
            12314
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9910,
            379229,
            -63858,
            -18541,
            -583805,
            377072
        ]
    ]
}
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": 1601064000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758868426685,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "offset": 143
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 154,
            "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)