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Trade: KSM/USDT/240/MIDPRICE/HWMA/5645

Strategy
KSM/USDT/240/MIDPRICE/HWMA/5645
Pair
KSM_USDT
Interval
4h
Score
304270
Daily Profit
0.405539
Profit Factor
1.954969
Profitability
33.132530
Streak
11.381504
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 752275.4351 674295.71 77979.7251 263992.7646 485253.6759 -221260.9113
Total P&L (%) 752.2754 674.2957 77.9797 263.9928 485.2537 -221.2609
Avg Daily Profit (%) 0.4055 0.3635 0.042 0.0697 0.0953 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129800 -94530 -82502 -1403129 -762161 -1000659
Profit Factor 1.955 2.6965 1.1998 1.0486 1.1803 0.9193
Total Trades 166 83 83 166 83 83
Winning Trades 55 23 32 55 23 32
Losing Trades 111 60 51 111 60 51
Profitability (%) 33.1325 27.7108 38.5542 33.1325 27.7108 38.5542
Ratio Avg Win / Avg Loss 3.9455 7.0343 1.9122 2.1162 3.079 1.4651
Largest Winning Trade 641495 641495 67922 880065 880065 431337
Largest Losing Trade -30409 -30409 -28911 -510149 -381461 -510149
Avg Bars in Trades 65 50 79 65 50 79
Avg Bars in Winners 147 119 168 147 119 168
Avg Bars in Losers 24 24 23 24 24 23
Bars Traded 10810 4220 6590 10810 4220 6590
Profit Streak 11.3815 0 14.7148 11.3815 0 14.7148
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304270 -3619 -140582 -270934 -105056 -583305
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11130,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601913600000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759468161996,
    "expiration_time": 1764272160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            752275.4350927846,
            674295.7099798215,
            77979.7251129632,
            263992.7645848461,
            485253.6758598612,
            -221260.9112750156
        ],
        [
            752.275435,
            674.29571,
            77.979725,
            263.992765,
            485.253676,
            -221.260911
        ],
        [
            0.405539,
            0.363502,
            0.042038,
            0.069672,
            0.095295,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129800,
            -94530,
            -82502,
            -1403129,
            -762161,
            -1000659
        ],
        [
            1.954969,
            2.696488,
            1.199803,
            1.048589,
            1.180277,
            0.919291
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            111,
            60,
            51,
            111,
            60,
            51
        ],
        [
            33.13253,
            27.710843,
            38.554217,
            33.13253,
            27.710843,
            38.554217
        ],
        [
            3.945483,
            7.034316,
            1.912186,
            2.116243,
            3.078985,
            1.46512
        ],
        [
            641495,
            641495,
            67922,
            880065,
            880065,
            431337
        ],
        [
            -30409,
            -30409,
            -28911,
            -510149,
            -381461,
            -510149
        ],
        [
            65,
            50,
            79,
            65,
            50,
            79
        ],
        [
            147,
            119,
            168,
            147,
            119,
            168
        ],
        [
            24,
            24,
            23,
            24,
            24,
            23
        ],
        [
            10810,
            4220,
            6590,
            10810,
            4220,
            6590
        ],
        [
            11.381504,
            0,
            14.714838,
            11.381505,
            0,
            14.714838
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
            1.45
        ],
        [
            304270,
            -3619,
            -140582,
            -270934,
            -105056,
            -583305
        ]
    ]
}
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": 1601913600000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759468161996,
    "expiration_time": 1764272160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)