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Trade: KSM/USDT/240/DCM/SSF/6322

Strategy
KSM/USDT/240/DCM/SSF/6322
Pair
KSM_USDT
Interval
4h
Score
341746
Daily Profit
0.175479
Profit Factor
1.468233
Profitability
60.550459
Streak
58.313964
Best Strategy
Training Data Length
1857.330000
Evaluation Time
2025-10-05 18:32
Expiration Time
2025-11-30 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 325921.997 269198.8302 56723.1668 -20343.1136 683833.4523 -704176.5659
Total P&L (%) 325.922 269.1988 56.7232 -20.3431 683.8335 -704.1766
Avg Daily Profit (%) 0.1755 0.1449 0.0305 -0.0122 0.1109 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197364 -95775 -141620 -1076411 -414262 -812367
Profit Factor 1.4682 1.9076 1.142 0.9922 1.7775 0.5902
Total Trades 109 55 54 109 55 54
Winning Trades 66 35 31 66 35 31
Losing Trades 43 20 23 43 20 23
Profitability (%) 60.5505 63.6364 57.4074 60.5505 63.6364 57.4074
Ratio Avg Win / Avg Loss 0.9566 1.0901 0.8473 0.6464 1.0157 0.4379
Largest Winning Trade 93958 93958 65242 381451 381451 151179
Largest Losing Trade -82970 -51344 -82970 -443093 -239463 -443093
Avg Bars in Trades 98 65 131 98 65 131
Avg Bars in Winners 93 52 139 93 52 139
Avg Bars in Losers 105 88 119 105 88 119
Bars Traded 10688 3612 7076 10688 3612 7076
Profit Streak 58.314 58.314 304.6473 58.314 58.314 304.6473
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341746 -174770 -396631 -578141 -219962 -758442
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11144,
    "evaluation_days": 1857.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602734400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759678326464,
    "expiration_time": 1764479808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 232,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            325921.9970494225,
            269198.8302109612,
            56723.1668384612,
            -20343.1136246869,
            683833.4522659433,
            -704176.5658906306
        ],
        [
            325.921997,
            269.19883,
            56.723167,
            -20.343114,
            683.833452,
            -704.176566
        ],
        [
            0.175479,
            0.144939,
            0.03054,
            -0.012245,
            0.110921,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197364,
            -95775,
            -141620,
            -1076411,
            -414262,
            -812367
        ],
        [
            1.468233,
            1.907601,
            1.141998,
            0.992169,
            1.777482,
            0.590178
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            60.550459,
            63.636364,
            57.407407,
            60.550459,
            63.636364,
            57.407407
        ],
        [
            0.956576,
            1.090058,
            0.847289,
            0.646413,
            1.015704,
            0.437874
        ],
        [
            93958,
            93958,
            65242,
            381451,
            381451,
            151179
        ],
        [
            -82970,
            -51344,
            -82970,
            -443093,
            -239463,
            -443093
        ],
        [
            98,
            65,
            131,
            98,
            65,
            131
        ],
        [
            93,
            52,
            139,
            93,
            52,
            139
        ],
        [
            105,
            88,
            119,
            105,
            88,
            119
        ],
        [
            10688,
            3612,
            7076,
            10688,
            3612,
            7076
        ],
        [
            58.313964,
            58.313964,
            304.647297,
            58.313964,
            58.313964,
            304.647297
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341746,
            -174770,
            -396631,
            -578141,
            -219962,
            -758442
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11144,
    "evaluation_days": 1857.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602734400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759678326464,
    "expiration_time": 1764479808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 232,
            "offset": 0,
            "poles": 2
        }
    }
}

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)