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Trade: KSM/USDT/240/HL2/SSF/1500

Strategy
KSM/USDT/240/HL2/SSF/1500
Pair
KSM_USDT
Interval
4h
Score
514371
Daily Profit
0.569476
Profit Factor
2.674812
Profitability
43.884892
Streak
0.000000
Best Strategy
Training Data Length
1858.830000
Evaluation Time
2025-10-07 05:27
Expiration Time
2025-12-01 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1058559.1357 990763.875 67795.2606 93871.2308 348678.18 -254806.9492
Total P&L (%) 1058.5591 990.7639 67.7953 93.8712 348.6782 -254.8069
Avg Daily Profit (%) 0.5695 0.533 0.0365 0.0356 0.0808 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142970 -127314 -79957 -1011603 -688504 -450093
Profit Factor 2.6748 3.9834 1.226 1.0376 1.2695 0.7878
Total Trades 139 70 69 139 70 69
Winning Trades 61 29 32 61 29 32
Losing Trades 78 41 37 78 41 37
Profitability (%) 43.8849 41.4286 46.3768 43.8849 41.4286 46.3768
Ratio Avg Win / Avg Loss 3.4203 5.6317 1.4176 1.3268 1.7949 0.9109
Largest Winning Trade 1031480 1031480 53120 1031480 1031480 172390
Largest Losing Trade -52428 -47291 -52428 -330594 -330594 -232032
Avg Bars in Trades 77 64 90 77 64 90
Avg Bars in Winners 125 96 151 125 96 151
Avg Bars in Losers 39 41 36 39 41 36
Bars Traded 10736 4519 6218 10736 4519 6218
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 514371 -79858 -248059 -326455 -181868 -684145
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11153,
    "evaluation_days": 1858.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602691200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759804077548,
    "expiration_time": 1764613296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 242
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1058559.1356845563,
            990763.8750437172,
            67795.2606408389,
            93871.2307539238,
            348678.1799609132,
            -254806.9492069897
        ],
        [
            1058.559136,
            990.763875,
            67.795261,
            93.871231,
            348.67818,
            -254.806949
        ],
        [
            0.569476,
            0.533004,
            0.036472,
            0.035621,
            0.08079,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142970,
            -127314,
            -79957,
            -1011603,
            -688504,
            -450093
        ],
        [
            2.674812,
            3.983409,
            1.226018,
            1.03763,
            1.269544,
            0.787834
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            43.884892,
            41.428571,
            46.376812,
            43.884892,
            41.428571,
            46.376812
        ],
        [
            3.420252,
            5.631717,
            1.417583,
            1.326806,
            1.794872,
            0.910933
        ],
        [
            1031480,
            1031480,
            53120,
            1031480,
            1031480,
            172390
        ],
        [
            -52428,
            -47291,
            -52428,
            -330594,
            -330594,
            -232032
        ],
        [
            77,
            64,
            90,
            77,
            64,
            90
        ],
        [
            125,
            96,
            151,
            125,
            96,
            151
        ],
        [
            39,
            41,
            36,
            39,
            41,
            36
        ],
        [
            10736,
            4519,
            6218,
            10736,
            4519,
            6218
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            514371,
            -79858,
            -248059,
            -326455,
            -181868,
            -684145
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11153,
    "evaluation_days": 1858.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602691200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759804077548,
    "expiration_time": 1764613296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 242
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 3
        }
    }
}

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)