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Trade: KSM/USDT/240/MIDPOINT/HWMA/4448

Strategy
KSM/USDT/240/MIDPOINT/HWMA/4448
Pair
KSM_USDT
Interval
4h
Score
457801
Daily Profit
0.253440
Profit Factor
1.257299
Profitability
53.380783
Streak
6.568052
Best Strategy
Training Data Length
1857.670000
Evaluation Time
2025-10-06 00:38
Expiration Time
2025-11-30 15:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470807.1383 358335.6322 112471.5061 230200.4421 125853.7716 104346.6705
Total P&L (%) 470.8071 358.3356 112.4715 230.2004 125.8538 104.3467
Avg Daily Profit (%) 0.2534 0.1929 0.0605 0.0643 0.0439 0.0385
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98944 -130174 -172294 -203946 -199198 -135191
Profit Factor 1.2573 1.3847 1.1252 1.0982 1.1025 1.0936
Total Trades 562 281 281 562 281 281
Winning Trades 300 147 153 300 147 153
Losing Trades 262 134 128 262 134 128
Profitability (%) 53.3808 52.3132 54.4484 53.3808 52.3132 54.4484
Ratio Avg Win / Avg Loss 1.098 1.2623 0.9413 0.9591 1.005 0.9149
Largest Winning Trade 159581 159581 28074 82329 82329 40618
Largest Losing Trade -58776 -32186 -58776 -81448 -49611 -81448
Avg Bars in Trades 19 20 18 19 20 18
Avg Bars in Winners 20 20 19 20 20 19
Avg Bars in Losers 18 19 18 18 19 18
Bars Traded 10984 5679 5305 10984 5679 5305
Profit Streak 6.5681 9.7347 6.5681 6.5681 9.7347 6.5681
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457801 371466 -194107 -216347 -239937 -258314
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11146,
    "evaluation_days": 1857.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601308800000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759700279694,
    "expiration_time": 1764509472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 20,
            "offset": 127
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.29073
        }
    }
}
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": [
        [
            470807.1383314332,
            358335.6321864902,
            112471.5061449436,
            230200.4420746942,
            125853.7715627902,
            104346.6705119042
        ],
        [
            470.807138,
            358.335632,
            112.471506,
            230.200442,
            125.853772,
            104.346671
        ],
        [
            0.25344,
            0.192895,
            0.060544,
            0.064323,
            0.043867,
            0.038478
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98944,
            -130174,
            -172294,
            -203946,
            -199198,
            -135191
        ],
        [
            1.257299,
            1.384729,
            1.12519,
            1.098248,
            1.1025,
            1.093567
        ],
        [
            562,
            281,
            281,
            562,
            281,
            281
        ],
        [
            300,
            147,
            153,
            300,
            147,
            153
        ],
        [
            262,
            134,
            128,
            262,
            134,
            128
        ],
        [
            53.380783,
            52.313167,
            54.448399,
            53.380783,
            52.313167,
            54.448399
        ],
        [
            1.098041,
            1.26227,
            0.941335,
            0.959137,
            1.005,
            0.91488
        ],
        [
            159581,
            159581,
            28074,
            82329,
            82329,
            40618
        ],
        [
            -58776,
            -32186,
            -58776,
            -81448,
            -49611,
            -81448
        ],
        [
            19,
            20,
            18,
            19,
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        ],
        [
            20,
            20,
            19,
            20,
            20,
            19
        ],
        [
            18,
            19,
            18,
            18,
            19,
            18
        ],
        [
            10984,
            5679,
            5305,
            10984,
            5679,
            5305
        ],
        [
            6.568052,
            9.734719,
            6.568052,
            6.568052,
            9.734719,
            6.568052
        ],
        [
            2,
            1,
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            2,
            1,
            1
        ],
        [
            0.8,
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            0.8,
            1.45,
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        ],
        [
            457801,
            371466,
            -194107,
            -216347,
            -239937,
            -258314
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11146,
    "evaluation_days": 1857.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601308800000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759700279694,
    "expiration_time": 1764509472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 20,
            "offset": 127
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.29073
        }
    }
}

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)