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Trade: KSM/USDT/240/SSF/PWMA/3721

Strategy
KSM/USDT/240/SSF/PWMA/3721
Pair
KSM_USDT
Interval
4h
Score
455243
Daily Profit
0.565098
Profit Factor
4.728938
Profitability
34.375000
Streak
0.000000
Best Strategy
Training Data Length
1854.330000
Evaluation Time
2025-10-02 18:37
Expiration Time
2025-11-27 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1122127.2222 1047877.4417 74249.7806 201514.1875 204789.7217 -3275.5342
Total P&L (%) 1122.1272 1047.8774 74.2498 201.5142 204.7897 -3.2755
Avg Daily Profit (%) 0.6051 0.5651 0.04 0.0595 0.0601 -0.0018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130587 -124213 -61768 -636285 -503353 -307863
Profit Factor 3.2363 4.7289 1.3363 1.0978 1.1737 0.9963
Total Trades 64 32 32 64 32 32
Winning Trades 25 11 14 25 11 14
Losing Trades 39 21 18 39 21 18
Profitability (%) 39.0625 34.375 43.75 39.0625 34.375 43.75
Ratio Avg Win / Avg Loss 5.0486 9.028 1.7181 1.7125 2.2406 1.2809
Largest Winning Trade 1116898 1116898 55377 708142 708142 219363
Largest Losing Trade -37425 -37425 -36597 -251817 -251817 -134732
Avg Bars in Trades 167 135 199 167 135 199
Avg Bars in Winners 322 265 366 322 265 366
Avg Bars in Losers 68 67 68 68 67 68
Bars Traded 10709 4335 6374 10709 4335 6374
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 -130344 455243 -140464 -373308 -147141 -581574
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11126,
    "evaluation_days": 1854.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759419467312,
    "expiration_time": 1764212832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 196,
            "offset": 226,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "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": [
        [
            1122127.2222498707,
            1047877.4416703724,
            74249.7805794986,
            201514.1874820485,
            204789.721687962,
            -3275.5342059133
        ],
        [
            1122.127222,
            1047.877442,
            74.249781,
            201.514187,
            204.789722,
            -3.275534
        ],
        [
            0.605139,
            0.565098,
            0.040041,
            0.059535,
            0.060118,
            -0.001796
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130587,
            -124213,
            -61768,
            -636285,
            -503353,
            -307863
        ],
        [
            3.236272,
            4.728938,
            1.336318,
            1.097786,
            1.173666,
            0.996284
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            39.0625,
            34.375,
            43.75,
            39.0625,
            34.375,
            43.75
        ],
        [
            5.048584,
            9.027973,
            1.718123,
            1.712546,
            2.240634,
            1.280937
        ],
        [
            1116898,
            1116898,
            55377,
            708142,
            708142,
            219363
        ],
        [
            -37425,
            -37425,
            -36597,
            -251817,
            -251817,
            -134732
        ],
        [
            167,
            135,
            199,
            167,
            135,
            199
        ],
        [
            322,
            265,
            366,
            322,
            265,
            366
        ],
        [
            68,
            67,
            68,
            68,
            67,
            68
        ],
        [
            10709,
            4335,
            6374,
            10709,
            4335,
            6374
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130344,
            455243,
            -140464,
            -373308,
            -147141,
            -581574
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11126,
    "evaluation_days": 1854.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759419467312,
    "expiration_time": 1764212832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 196,
            "offset": 226,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "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)