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Trade: KSM/USDT/240/SMA/HILO/2892

Strategy
KSM/USDT/240/SMA/HILO/2892
Pair
KSM_USDT
Interval
4h
Score
479011
Daily Profit
0.424687
Profit Factor
2.081858
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1850.170000
Evaluation Time
2025-09-28 13:39
Expiration Time
2025-11-22 22:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 785742.4574 690946.3213 94796.1362 396253.7457 -17559.7235 413813.4692
Total P&L (%) 785.7425 690.9463 94.7961 396.2537 -17.5597 413.8135
Avg Daily Profit (%) 0.4247 0.3735 0.0512 0.0866 -0.0104 0.0885
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116820 -114905 -68489 -575120 -496130 -365270
Profit Factor 2.0819 2.8545 1.268 1.1153 0.9908 1.2696
Total Trades 169 85 84 169 85 84
Winning Trades 78 36 42 78 36 42
Losing Trades 91 49 42 91 49 42
Profitability (%) 46.1538 42.3529 50 46.1538 42.3529 50
Ratio Avg Win / Avg Loss 2.4288 3.8853 1.268 1.3012 1.3485 1.2696
Largest Winning Trade 640202 640202 67029 412892 412892 272394
Largest Losing Trade -35650 -30786 -35650 -277484 -144158 -277484
Avg Bars in Trades 63 51 75 63 51 75
Avg Bars in Winners 93 84 102 93 84 102
Avg Bars in Losers 37 27 49 37 27 49
Bars Traded 10736 4381 6354 10736 4381 6354
Profit Streak 0 0 19.111 0 0 19.111
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479011 420079 -124373 -171627 -582411 -74676
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11101,
    "evaluation_days": 1850.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601524800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759055986344,
    "expiration_time": 1763842032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            785742.4574401961,
            690946.3212866995,
            94796.1361534964,
            396253.7457111139,
            -17559.723516661,
            413813.4692277752
        ],
        [
            785.742457,
            690.946321,
            94.796136,
            396.253746,
            -17.559724,
            413.813469
        ],
        [
            0.424687,
            0.37345,
            0.051236,
            0.08662,
            -0.010436,
            0.088501
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116820,
            -114905,
            -68489,
            -575120,
            -496130,
            -365270
        ],
        [
            2.081858,
            2.854496,
            1.268005,
            1.115294,
            0.990768,
            1.269608
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            78,
            36,
            42,
            78,
            36,
            42
        ],
        [
            91,
            49,
            42,
            91,
            49,
            42
        ],
        [
            46.153846,
            42.352941,
            50,
            46.153846,
            42.352941,
            50
        ],
        [
            2.428835,
            3.885286,
            1.268005,
            1.301177,
            1.348545,
            1.269608
        ],
        [
            640202,
            640202,
            67029,
            412892,
            412892,
            272394
        ],
        [
            -35650,
            -30786,
            -35650,
            -277484,
            -144158,
            -277484
        ],
        [
            63,
            51,
            75,
            63,
            51,
            75
        ],
        [
            93,
            84,
            102,
            93,
            84,
            102
        ],
        [
            37,
            27,
            49,
            37,
            27,
            49
        ],
        [
            10736,
            4381,
            6354,
            10736,
            4381,
            6354
        ],
        [
            0,
            0,
            19.110953,
            0,
            0,
            19.110953
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479011,
            420079,
            -124373,
            -171627,
            -582411,
            -74676
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11101,
    "evaluation_days": 1850.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601524800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759055986344,
    "expiration_time": 1763842032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)