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Trade: KSM/USDT/240/SINWMA/JMA/3423

Strategy
KSM/USDT/240/SINWMA/JMA/3423
Pair
KSM_USDT
Interval
4h
Score
355179
Daily Profit
0.151790
Profit Factor
1.793344
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1850.830000
Evaluation Time
2025-09-29 06:55
Expiration Time
2025-11-23 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 839895.9619 687119.8303 152776.1316 1294824.5785 -261606.2995 1556430.878
Total P&L (%) 839.896 687.1198 152.7761 1294.8246 -261.6063 1556.4309
Avg Daily Profit (%) 0.4538 0.3713 0.0825 0.1425 0 0.1518
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92525 -79914 -47256 -1146868 -928195 -588892
Profit Factor 2.9137 3.7281 1.8168 1.2579 0.9145 1.7933
Total Trades 69 35 34 69 35 34
Winning Trades 27 11 16 27 11 16
Losing Trades 42 24 18 42 24 18
Profitability (%) 39.1304 31.4286 47.0588 39.1304 31.4286 47.0588
Ratio Avg Win / Avg Loss 4.5324 8.1341 2.0439 1.9568 1.9952 2.0175
Largest Winning Trade 620501 620501 65915 711843 711843 674989
Largest Losing Trade -28026 -26889 -28026 -298093 -263233 -298093
Avg Bars in Trades 155 129 182 155 129 182
Avg Bars in Winners 290 287 292 290 287 292
Avg Bars in Losers 69 57 84 69 57 84
Bars Traded 10745 4548 6198 10745 4548 6198
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 -94734 328744 -80460 -111971 -585232 355179
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11105,
    "evaluation_days": 1850.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602604800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118114442,
    "expiration_time": 1763901360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 70,
            "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": [
        [
            839895.9618959404,
            687119.8303416424,
            152776.1315542981,
            1294824.5785308161,
            -261606.2994960979,
            1556430.8780269145
        ],
        [
            839.895962,
            687.11983,
            152.776132,
            1294.824579,
            -261.606299,
            1556.430878
        ],
        [
            0.453794,
            0.37125,
            0.082545,
            0.142489,
            0,
            0.15179
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92525,
            -79914,
            -47256,
            -1146868,
            -928195,
            -588892
        ],
        [
            2.913654,
            3.728142,
            1.816841,
            1.257937,
            0.914453,
            1.793344
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            39.130435,
            31.428571,
            47.058824,
            39.130435,
            31.428571,
            47.058824
        ],
        [
            4.53235,
            8.134129,
            2.043946,
            1.956791,
            1.995171,
            2.017512
        ],
        [
            620501,
            620501,
            65915,
            711843,
            711843,
            674989
        ],
        [
            -28026,
            -26889,
            -28026,
            -298093,
            -263233,
            -298093
        ],
        [
            155,
            129,
            182,
            155,
            129,
            182
        ],
        [
            290,
            287,
            292,
            290,
            287,
            292
        ],
        [
            69,
            57,
            84,
            69,
            57,
            84
        ],
        [
            10745,
            4548,
            6198,
            10745,
            4548,
            6198
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94734,
            328744,
            -80460,
            -111971,
            -585232,
            355179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11105,
    "evaluation_days": 1850.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602604800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118114442,
    "expiration_time": 1763901360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 70,
            "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)