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Trade: KSM/USDT/240/MIDPRICE/DEMA/4564

Strategy
KSM/USDT/240/MIDPRICE/DEMA/4564
Pair
KSM_USDT
Interval
4h
Score
447318
Daily Profit
0.303935
Profit Factor
2.822390
Profitability
44.897959
Streak
0.000000
Best Strategy
Training Data Length
1846.330000
Evaluation Time
2025-09-26 11:50
Expiration Time
2025-11-18 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 656175.8924 561164.0224 95011.87 312573.6789 379639.0924 -67065.4135
Total P&L (%) 656.1759 561.164 95.0119 312.5737 379.6391 -67.0654
Avg Daily Profit (%) 0.3554 0.3039 0.0515 0.0768 0.085 -0.0601
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124892 -71337 -93102 -719472 -363521 -471861
Profit Factor 2.0485 2.8224 1.2989 1.0933 1.2269 0.96
Total Trades 97 49 48 97 49 48
Winning Trades 45 22 23 45 22 23
Losing Trades 52 27 25 52 27 25
Profitability (%) 46.3918 44.898 47.9167 46.3918 44.898 47.9167
Ratio Avg Win / Avg Loss 2.3672 3.4638 1.4118 1.2634 1.5057 1.0435
Largest Winning Trade 497475 497475 59656 480364 480364 196209
Largest Losing Trade -45403 -35086 -45403 -370091 -181969 -370091
Avg Bars in Trades 110 83 137 110 83 137
Avg Bars in Winners 161 108 212 161 108 212
Avg Bars in Losers 65 63 67 65 63 67
Bars Traded 10681 4090 6591 10681 4090 6591
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 436138 447318 -124837 -209444 -80674 -579832

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601870400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876648518,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 110,
            "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": [
        [
            656175.8924417951,
            561164.0223981179,
            95011.8700436772,
            312573.6788570042,
            379639.0923529477,
            -67065.4134959434
        ],
        [
            656.175892,
            561.164022,
            95.01187,
            312.573679,
            379.639092,
            -67.065413
        ],
        [
            0.355395,
            0.303935,
            0.05146,
            0.07679,
            0.084954,
            -0.060136
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124892,
            -71337,
            -93102,
            -719472,
            -363521,
            -471861
        ],
        [
            2.048505,
            2.82239,
            1.29888,
            1.093316,
            1.226888,
            0.959994
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            46.391753,
            44.897959,
            47.916667,
            46.391753,
            44.897959,
            47.916667
        ],
        [
            2.367162,
            3.463842,
            1.411826,
            1.263388,
            1.505727,
            1.043472
        ],
        [
            497475,
            497475,
            59656,
            480364,
            480364,
            196209
        ],
        [
            -45403,
            -35086,
            -45403,
            -370091,
            -181969,
            -370091
        ],
        [
            110,
            83,
            137,
            110,
            83,
            137
        ],
        [
            161,
            108,
            212,
            161,
            108,
            212
        ],
        [
            65,
            63,
            67,
            65,
            63,
            67
        ],
        [
            10681,
            4090,
            6591,
            10681,
            4090,
            6591
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436138,
            447318,
            -124837,
            -209444,
            -80674,
            -579832
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601870400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876648518,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 110,
            "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)