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Trade: KSM/USDT/240/SWMA/DCM/4550

Strategy
KSM/USDT/240/SWMA/DCM/4550
Pair
KSM_USDT
Interval
4h
Score
423298
Daily Profit
0.436636
Profit Factor
2.571046
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
1846.330000
Evaluation Time
2025-09-26 05:40
Expiration Time
2025-11-18 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 806174.3047 681262.9418 124911.363 661361.5021 -460852.8126 1122214.3148
Total P&L (%) 806.1743 681.2629 124.9114 661.3615 -460.8528 1122.2143
Avg Daily Profit (%) 0.4366 0.369 0.0677 0.11 0 0.1357
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127020 -95666 -72410 -1748639 -1339235 -1059059
Profit Factor 2.571 3.4718 1.5259 1.1149 0.8584 1.4488
Total Trades 85 43 42 85 43 42
Winning Trades 35 15 20 35 15 20
Losing Trades 50 28 22 50 28 22
Profitability (%) 41.1765 34.8837 47.619 41.1765 34.8837 47.619
Ratio Avg Win / Avg Loss 3.6729 6.4806 1.6785 1.5927 1.6024 1.5937
Largest Winning Trade 663617 663617 64145 757403 757403 646663
Largest Losing Trade -33946 -33946 -29032 -529916 -405310 -529916
Avg Bars in Trades 126 106 147 126 106 147
Avg Bars in Winners 238 213 256 238 213 256
Avg Bars in Losers 48 48 48 48 48 48
Bars Traded 10750 4560 6190 10750 4560 6190
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 423298 370613 -100908 -141936 -583827 -10271

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602360000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854412807,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 30,
            "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": [
        [
            806174.3047344947,
            681262.9417581768,
            124911.3629763178,
            661361.5021370918,
            -460852.8126487848,
            1122214.3147858768
        ],
        [
            806.174305,
            681.262942,
            124.911363,
            661.361502,
            -460.852813,
            1122.214315
        ],
        [
            0.436636,
            0.368982,
            0.067654,
            0.110005,
            0,
            0.135672
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127020,
            -95666,
            -72410,
            -1748639,
            -1339235,
            -1059059
        ],
        [
            2.571046,
            3.471763,
            1.525884,
            1.114909,
            0.85842,
            1.448804
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            50,
            28,
            22,
            50,
            28,
            22
        ],
        [
            41.176471,
            34.883721,
            47.619048,
            41.176471,
            34.883721,
            47.619048
        ],
        [
            3.672924,
            6.480624,
            1.678472,
            1.592727,
            1.602384,
            1.593684
        ],
        [
            663617,
            663617,
            64145,
            757403,
            757403,
            646663
        ],
        [
            -33946,
            -33946,
            -29032,
            -529916,
            -405310,
            -529916
        ],
        [
            126,
            106,
            147,
            126,
            106,
            147
        ],
        [
            238,
            213,
            256,
            238,
            213,
            256
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            10750,
            4560,
            6190,
            10750,
            4560,
            6190
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423298,
            370613,
            -100908,
            -141936,
            -583827,
            -10271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602360000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854412807,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 30,
            "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)