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Trade: KSM/USDT/240/HWMA/DCU/3921

Strategy
KSM/USDT/240/HWMA/DCU/3921
Pair
KSM_USDT
Interval
4h
Score
369712
Daily Profit
0.158220
Profit Factor
1.784266
Profitability
64.516129
Streak
81.569980
Best Strategy
Training Data Length
1852.330000
Evaluation Time
2025-09-30 16:40
Expiration Time
2025-11-25 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 314777.3263 293074.9987 21702.3276 -67225.4392 -85240.6572 18015.2179
Total P&L (%) 314.7773 293.075 21.7023 -67.2254 -85.2407 18.0152
Avg Daily Profit (%) 0.1699 0.1582 0.0117 -0.0602 -0.1032 0.0089
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157127 -166138 -7096 -751773 -763302 -37862
Profit Factor 1.7859 1.7843 1.8091 0.9471 0.9283 1.2219
Total Trades 63 31 32 63 31 32
Winning Trades 40 20 20 40 20 20
Losing Trades 23 11 12 23 11 12
Profitability (%) 63.4921 64.5161 62.5 63.4921 64.5161 62.5
Ratio Avg Win / Avg Loss 1.0269 0.9813 1.0855 0.5446 0.5106 0.7331
Largest Winning Trade 339001 339001 5874 417959 417959 33321
Largest Losing Trade -85924 -85924 -5595 -512831 -512831 -37862
Avg Bars in Trades 157 318 1 157 318 1
Avg Bars in Winners 59 117 1 59 117 1
Avg Bars in Losers 327 683 1 327 683 1
Bars Traded 9919 9871 48 9919 9871 48
Profit Streak 81.57 81.57 143.57 81.57 81.57 143.57
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138243 369712 -177401 -728662 -578378 -187937
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11114,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1600444800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239646285,
    "expiration_time": 1764034848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.61468,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 87,
            "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": [
        [
            314777.3262745884,
            293074.9987022897,
            21702.3275722987,
            -67225.4392413486,
            -85240.6571567504,
            18015.2179154021
        ],
        [
            314.777326,
            293.074999,
            21.702328,
            -67.225439,
            -85.240657,
            18.015218
        ],
        [
            0.169936,
            0.15822,
            0.011716,
            -0.060204,
            -0.103238,
            0.008943
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157127,
            -166138,
            -7096,
            -751773,
            -763302,
            -37862
        ],
        [
            1.785931,
            1.784266,
            1.809129,
            0.947102,
            0.928349,
            1.221874
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            63.492063,
            64.516129,
            62.5,
            63.492063,
            64.516129,
            62.5
        ],
        [
            1.026911,
            0.981346,
            1.085477,
            0.544584,
            0.510592,
            0.733124
        ],
        [
            339001,
            339001,
            5874,
            417959,
            417959,
            33321
        ],
        [
            -85924,
            -85924,
            -5595,
            -512831,
            -512831,
            -37862
        ],
        [
            157,
            318,
            1,
            157,
            318,
            1
        ],
        [
            59,
            117,
            1,
            59,
            117,
            1
        ],
        [
            327,
            683,
            1,
            327,
            683,
            1
        ],
        [
            9919,
            9871,
            48,
            9919,
            9871,
            48
        ],
        [
            81.56998,
            81.56998,
            143.56998,
            81.56998,
            81.56998,
            143.56998
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138243,
            369712,
            -177401,
            -728662,
            -578378,
            -187937
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11114,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1600444800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239646285,
    "expiration_time": 1764034848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.61468,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 87,
            "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)