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Trade: KSM/USDT/240/SINWMA/WMA/8950

Strategy
KSM/USDT/240/SINWMA/WMA/8950
Pair
KSM_USDT
Interval
4h
Score
327339
Daily Profit
0.366036
Profit Factor
3.201803
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1856.830000
Evaluation Time
2025-10-05 03:40
Expiration Time
2025-11-29 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 794963.1127 679666.0019 115297.1109 452594.9534 -85699.2706 538294.224
Total P&L (%) 794.9631 679.666 115.2971 452.595 -85.6993 538.2942
Avg Daily Profit (%) 0.4281 0.366 0.0621 0.0921 -0.1047 0.0999
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120010 -123108 -62599 -854745 -942128 -524449
Profit Factor 2.4777 3.2018 1.5028 1.1351 0.9562 1.3871
Total Trades 71 36 35 71 36 35
Winning Trades 31 12 19 31 12 19
Losing Trades 40 24 16 40 24 16
Profitability (%) 43.662 33.3333 54.2857 43.662 33.3333 54.2857
Ratio Avg Win / Avg Loss 3.197 6.4036 1.2655 1.4647 1.9125 1.1681
Largest Winning Trade 669873 669873 61814 753211 753211 366087
Largest Losing Trade -35163 -29866 -35163 -368065 -182159 -368065
Avg Bars in Trades 151 135 168 151 135 168
Avg Bars in Winners 238 256 226 238 256 226
Avg Bars in Losers 84 74 98 84 74 98
Bars Traded 10751 4868 5883 10751 4868 5883
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 -79032 327339 -108145 -235621 -584483 -58058
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11141,
    "evaluation_days": 1856.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601352000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759624841927,
    "expiration_time": 1764435312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 114,
            "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": [
        [
            794963.1127470569,
            679666.0018671425,
            115297.1108799141,
            452594.9533619316,
            -85699.2706070425,
            538294.2239689735
        ],
        [
            794.963113,
            679.666002,
            115.297111,
            452.594953,
            -85.699271,
            538.294224
        ],
        [
            0.428129,
            0.366036,
            0.062094,
            0.092105,
            -0.104686,
            0.099877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120010,
            -123108,
            -62599,
            -854745,
            -942128,
            -524449
        ],
        [
            2.477663,
            3.201803,
            1.502821,
            1.135134,
            0.956244,
            1.387076
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            31,
            12,
            19,
            31,
            12,
            19
        ],
        [
            40,
            24,
            16,
            40,
            24,
            16
        ],
        [
            43.661972,
            33.333333,
            54.285714,
            43.661972,
            33.333333,
            54.285714
        ],
        [
            3.196985,
            6.403607,
            1.265533,
            1.464689,
            1.912488,
            1.168064
        ],
        [
            669873,
            669873,
            61814,
            753211,
            753211,
            366087
        ],
        [
            -35163,
            -29866,
            -35163,
            -368065,
            -182159,
            -368065
        ],
        [
            151,
            135,
            168,
            151,
            135,
            168
        ],
        [
            238,
            256,
            226,
            238,
            256,
            226
        ],
        [
            84,
            74,
            98,
            84,
            74,
            98
        ],
        [
            10751,
            4868,
            5883,
            10751,
            4868,
            5883
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79032,
            327339,
            -108145,
            -235621,
            -584483,
            -58058
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11141,
    "evaluation_days": 1856.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601352000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759624841927,
    "expiration_time": 1764435312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 114,
            "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)