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Trade: KSM/USDT/240/DCM/EMA/2252

Strategy
KSM/USDT/240/DCM/EMA/2252
Pair
KSM_USDT
Interval
4h
Score
484288
Daily Profit
0.294802
Profit Factor
1.647030
Profitability
54.314721
Streak
29.168446
Best Strategy
Training Data Length
1846.330000
Evaluation Time
2025-09-27 19:02
Expiration Time
2025-11-18 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 544301.8746 381852.6406 162449.234 1540976.6913 211708.7045 1329267.9868
Total P&L (%) 544.3019 381.8526 162.4492 1540.9767 211.7087 1329.268
Avg Daily Profit (%) 0.2948 0.2068 0.088 0.1517 0.0616 0.1442
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102329 -65508 -102678 -3185191 -1858296 -3051499
Profit Factor 1.647 1.9745 1.3615 1.0976 1.03 1.1524
Total Trades 197 99 98 197 99 98
Winning Trades 107 52 55 107 52 55
Losing Trades 90 47 43 90 47 43
Profitability (%) 54.3147 52.5253 56.1224 54.3147 52.5253 56.1224
Ratio Avg Win / Avg Loss 1.3854 1.7846 1.0645 0.9233 0.931 0.9009
Largest Winning Trade 105684 105684 65218 1178439 645187 1178439
Largest Losing Trade -51725 -24112 -51725 -1342432 -587030 -1342432
Avg Bars in Trades 54 42 67 54 42 67
Avg Bars in Winners 56 30 82 56 30 82
Avg Bars in Losers 52 55 49 52 55 49
Bars Traded 10831 4204 6627 10831 4204 6627
Profit Streak 29.1684 29.1684 35.3351 29.1684 29.1684 35.3351
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484288 432272 -73989 -104565 -299297 -53730
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601179200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758988953753,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 68,
            "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": [
        [
            544301.8746186569,
            381852.6406497561,
            162449.2339689014,
            1540976.691322061,
            211708.7044797801,
            1329267.986842282
        ],
        [
            544.301875,
            381.852641,
            162.449234,
            1540.976691,
            211.708704,
            1329.267987
        ],
        [
            0.294802,
            0.206817,
            0.087985,
            0.151652,
            0.061595,
            0.14416
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102329,
            -65508,
            -102678,
            -3185191,
            -1858296,
            -3051499
        ],
        [
            1.64703,
            1.974451,
            1.361506,
            1.097643,
            1.029999,
            1.15236
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            107,
            52,
            55,
            107,
            52,
            55
        ],
        [
            90,
            47,
            43,
            90,
            47,
            43
        ],
        [
            54.314721,
            52.525253,
            56.122449,
            54.314721,
            52.525253,
            56.122449
        ],
        [
            1.385352,
            1.7846,
            1.06445,
            0.923251,
            0.93096,
            0.900936
        ],
        [
            105684,
            105684,
            65218,
            1178439,
            645187,
            1178439
        ],
        [
            -51725,
            -24112,
            -51725,
            -1342432,
            -587030,
            -1342432
        ],
        [
            54,
            42,
            67,
            54,
            42,
            67
        ],
        [
            56,
            30,
            82,
            56,
            30,
            82
        ],
        [
            52,
            55,
            49,
            52,
            55,
            49
        ],
        [
            10831,
            4204,
            6627,
            10831,
            4204,
            6627
        ],
        [
            29.168446,
            29.168446,
            35.335113,
            29.168446,
            29.168446,
            35.335113
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484288,
            432272,
            -73989,
            -104565,
            -299297,
            -53730
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601179200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758988953753,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 68,
            "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)