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Trade: KSM/USDT/240/MIDPRICE/LINREG/2565

Strategy
KSM/USDT/240/MIDPRICE/LINREG/2565
Pair
KSM_USDT
Interval
4h
Score
314126
Daily Profit
0.156279
Profit Factor
1.289739
Profitability
48.341232
Streak
31.958816
Best Strategy
Training Data Length
1851.830000
Evaluation Time
2025-09-30 06:00
Expiration Time
2025-11-24 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289402.9274 243591.8238 45811.1036 39272.0768 -307347.0287 346619.1055
Total P&L (%) 289.4029 243.5918 45.8111 39.2721 -307.347 346.6191
Avg Daily Profit (%) 0.1563 0.1315 0.0247 0.0179 0 0.0808
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207819 -118463 -125173 -2227152 -1046914 -1386495
Profit Factor 1.2897 1.5157 1.087 1.0069 0.8795 1.1106
Total Trades 211 106 105 211 106 105
Winning Trades 102 52 50 102 52 50
Losing Trades 109 54 55 109 54 55
Profitability (%) 48.3412 49.0566 47.619 48.3412 49.0566 47.619
Ratio Avg Win / Avg Loss 1.3783 1.574 1.1957 1.076 0.9133 1.2217
Largest Winning Trade 60888 54280 60888 893217 271040 893217
Largest Losing Trade -43126 -32523 -43126 -861586 -214738 -861586
Avg Bars in Trades 51 40 61 51 40 61
Avg Bars in Winners 59 40 78 59 40 78
Avg Bars in Losers 43 41 46 43 41 46
Bars Traded 10831 4343 6488 10831 4343 6488
Profit Streak 31.9588 31.9588 37.9588 31.9588 31.9588 37.9588
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314126 -15003 -286992 -382711 -580876 -184527
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11111,
    "evaluation_days": 1851.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601150400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759201241709,
    "expiration_time": 1763990352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "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": [
        [
            289402.9273991656,
            243591.8238296679,
            45811.1035694979,
            39272.0768052732,
            -307347.0287335779,
            346619.1055388514
        ],
        [
            289.402927,
            243.591824,
            45.811104,
            39.272077,
            -307.347029,
            346.619106
        ],
        [
            0.156279,
            0.131541,
            0.024738,
            0.01789,
            0,
            0.080847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207819,
            -118463,
            -125173,
            -2227152,
            -1046914,
            -1386495
        ],
        [
            1.289739,
            1.515681,
            1.087016,
            1.006908,
            0.879508,
            1.110605
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            102,
            52,
            50,
            102,
            52,
            50
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            48.341232,
            49.056604,
            47.619048,
            48.341232,
            49.056604,
            47.619048
        ],
        [
            1.378251,
            1.573976,
            1.195717,
            1.07601,
            0.913335,
            1.221665
        ],
        [
            60888,
            54280,
            60888,
            893217,
            271040,
            893217
        ],
        [
            -43126,
            -32523,
            -43126,
            -861586,
            -214738,
            -861586
        ],
        [
            51,
            40,
            61,
            51,
            40,
            61
        ],
        [
            59,
            40,
            78,
            59,
            40,
            78
        ],
        [
            43,
            41,
            46,
            43,
            41,
            46
        ],
        [
            10831,
            4343,
            6488,
            10831,
            4343,
            6488
        ],
        [
            31.958816,
            31.958816,
            37.958816,
            31.958816,
            31.958816,
            37.958816
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314126,
            -15003,
            -286992,
            -382711,
            -580876,
            -184527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11111,
    "evaluation_days": 1851.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601150400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759201241709,
    "expiration_time": 1763990352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "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)