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Trade: KSM/USDT/240/FWMA/LINREG/9366

Strategy
KSM/USDT/240/FWMA/LINREG/9366
Pair
KSM_USDT
Interval
4h
Score
454710
Daily Profit
0.613905
Profit Factor
2.960300
Profitability
37.391304
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-03 08:09
Expiration Time
2025-11-27 21:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1138793.5824 1036511.7942 102281.7882 453244.212 671817.8941 -218573.6821
Total P&L (%) 1138.7936 1036.5118 102.2818 453.2442 671.8179 -218.5737
Avg Daily Profit (%) 0.6139 0.5588 0.0551 0.0923 0.1102 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187311 -68913 -91460 -1010185 -452317 -368336
Profit Factor 2.9603 4.8725 1.3265 1.1852 1.6361 0.8428
Total Trades 115 58 57 115 58 57
Winning Trades 43 21 22 43 21 22
Losing Trades 72 37 35 72 37 35
Profitability (%) 37.3913 36.2069 38.5965 37.3913 36.2069 38.5965
Ratio Avg Win / Avg Loss 4.9568 8.5848 2.1103 1.9846 2.8826 1.3408
Largest Winning Trade 1009138 1009138 65179 1009138 1009138 240862
Largest Losing Trade -56044 -48150 -56044 -298767 -223114 -298767
Avg Bars in Trades 92 78 107 92 78 107
Avg Bars in Winners 173 126 219 173 126 219
Avg Bars in Losers 44 51 37 44 51 37
Bars Traded 10685 4549 6136 10685 4549 6136
Profit Streak 0 0 20.5482 0 0 20.5482
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454710 -166891 -302146 -90040 -228019 -763325
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11130,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759468161839,
    "expiration_time": 1764272160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 45,
            "offset": 194
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 76,
            "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": [
        [
            1138793.582409176,
            1036511.7942121897,
            102281.7881969858,
            453244.2119510164,
            671817.8940714204,
            -218573.6821204043
        ],
        [
            1138.793582,
            1036.511794,
            102.281788,
            453.244212,
            671.817894,
            -218.573682
        ],
        [
            0.613905,
            0.558766,
            0.055138,
            0.09226,
            0.110227,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187311,
            -68913,
            -91460,
            -1010185,
            -452317,
            -368336
        ],
        [
            2.9603,
            4.872457,
            1.326502,
            1.185242,
            1.636062,
            0.842816
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            37.391304,
            36.206897,
            38.596491,
            37.391304,
            36.206897,
            38.596491
        ],
        [
            4.956782,
            8.584806,
            2.110344,
            1.984591,
            2.882586,
            1.340843
        ],
        [
            1009138,
            1009138,
            65179,
            1009138,
            1009138,
            240862
        ],
        [
            -56044,
            -48150,
            -56044,
            -298767,
            -223114,
            -298767
        ],
        [
            92,
            78,
            107,
            92,
            78,
            107
        ],
        [
            173,
            126,
            219,
            173,
            126,
            219
        ],
        [
            44,
            51,
            37,
            44,
            51,
            37
        ],
        [
            10685,
            4549,
            6136,
            10685,
            4549,
            6136
        ],
        [
            0,
            0,
            20.548169,
            0,
            0,
            20.548169
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454710,
            -166891,
            -302146,
            -90040,
            -228019,
            -763325
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11130,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759468161839,
    "expiration_time": 1764272160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 45,
            "offset": 194
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 76,
            "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)