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Trade: KSM/USDT/240/SINWMA/BBM/8696

Strategy
KSM/USDT/240/SINWMA/BBM/8696
Pair
KSM_USDT
Interval
4h
Score
333467
Daily Profit
0.391996
Profit Factor
2.186968
Profitability
37.647059
Streak
0.000000
Best Strategy
Training Data Length
1852.500000
Evaluation Time
2025-09-30 22:19
Expiration Time
2025-11-25 07:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 726173.1557 665559.6741 60613.4816 92292.768 153593.9434 -61301.1754
Total P&L (%) 726.1732 665.5597 60.6135 92.2928 153.5939 -61.3012
Avg Daily Profit (%) 0.392 0.3593 0.0327 0.0353 0.0502 -0.0512
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156714 -146781 -66880 -1000345 -879255 -446940
Profit Factor 2.187 2.9246 1.2279 1.0335 1.1003 0.9498
Total Trades 85 43 42 85 43 42
Winning Trades 32 12 20 32 12 20
Losing Trades 53 31 22 53 31 22
Profitability (%) 37.6471 27.907 47.619 37.6471 27.907 47.619
Ratio Avg Win / Avg Loss 3.6222 7.5553 1.3507 1.7118 2.8424 1.0447
Largest Winning Trade 681542 681542 63634 978982 978982 310407
Largest Losing Trade -46188 -35232 -46188 -309040 -298662 -309040
Avg Bars in Trades 126 107 145 126 107 145
Avg Bars in Winners 231 242 224 231 242 224
Avg Bars in Losers 63 55 73 63 55 73
Bars Traded 10751 4638 6113 10751 4638 6113
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 333467 -1968 -151044 -332832 -251847 -579993
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11115,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601308800000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759259947326,
    "expiration_time": 1764049680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 112,
            "offset": 0,
            "std": 3.18827
        }
    }
}
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": [
        [
            726173.1557128272,
            665559.6741269403,
            60613.4815858877,
            92292.7680138932,
            153593.9433800885,
            -61301.1753661951
        ],
        [
            726.173156,
            665.559674,
            60.613482,
            92.292768,
            153.593943,
            -61.301175
        ],
        [
            0.391996,
            0.359276,
            0.03272,
            0.035302,
            0.050246,
            -0.051234
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156714,
            -146781,
            -66880,
            -1000345,
            -879255,
            -446940
        ],
        [
            2.186968,
            2.924614,
            1.227893,
            1.033543,
            1.100302,
            0.949758
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            32,
            12,
            20,
            32,
            12,
            20
        ],
        [
            53,
            31,
            22,
            53,
            31,
            22
        ],
        [
            37.647059,
            27.906977,
            47.619048,
            37.647059,
            27.906977,
            47.619048
        ],
        [
            3.622166,
            7.555254,
            1.350682,
            1.711806,
            2.842446,
            1.044734
        ],
        [
            681542,
            681542,
            63634,
            978982,
            978982,
            310407
        ],
        [
            -46188,
            -35232,
            -46188,
            -309040,
            -298662,
            -309040
        ],
        [
            126,
            107,
            145,
            126,
            107,
            145
        ],
        [
            231,
            242,
            224,
            231,
            242,
            224
        ],
        [
            63,
            55,
            73,
            63,
            55,
            73
        ],
        [
            10751,
            4638,
            6113,
            10751,
            4638,
            6113
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333467,
            -1968,
            -151044,
            -332832,
            -251847,
            -579993
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11115,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601308800000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759259947326,
    "expiration_time": 1764049680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 112,
            "offset": 0,
            "std": 3.18827
        }
    }
}

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)