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Trade: KSM/USDT/240/SWMA/MIDPOINT/4262

Strategy
KSM/USDT/240/SWMA/MIDPOINT/4262
Pair
KSM_USDT
Interval
4h
Score
482998
Daily Profit
0.683498
Profit Factor
2.601699
Profitability
39.655172
Streak
0.000000
Best Strategy
Training Data Length
1850.830000
Evaluation Time
2025-09-29 03:36
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 1265038.2853 1231406.5082 33631.777 8846.1713 130182.8 -121336.6286
Total P&L (%) 1265.0383 1231.4065 33.6318 8.8462 130.1828 -121.3366
Avg Daily Profit (%) 0.6835 0.6653 0.0182 0.0046 0.0451 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211675 -167783 -113343 -1000321 -843785 -402659
Profit Factor 2.6017 3.9978 1.0887 1.0039 1.1002 0.8744
Total Trades 116 58 58 116 58 58
Winning Trades 46 17 29 46 17 29
Losing Trades 70 41 29 70 41 29
Profitability (%) 39.6552 29.3103 50 39.6552 29.3103 50
Ratio Avg Win / Avg Loss 3.9591 9.6417 1.0887 1.5277 2.6533 0.8744
Largest Winning Trade 1296301 1296301 56118 965466 965466 196725
Largest Losing Trade -53755 -41151 -53755 -393267 -393267 -352330
Avg Bars in Trades 93 85 101 93 85 101
Avg Bars in Winners 159 185 144 159 185 144
Avg Bars in Losers 50 44 58 50 44 58
Bars Traded 10870 4983 5887 10870 4983 5887
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 482998 -172075 -474347 -571314 -433113 -760833
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": 1601496000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759106203263,
    "expiration_time": 1763901360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 101,
            "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": [
        [
            1265038.285259455,
            1231406.5082288755,
            33631.7770305796,
            8846.1713233049,
            130182.7999654122,
            -121336.6286421073
        ],
        [
            1265.038285,
            1231.406508,
            33.631777,
            8.846171,
            130.1828,
            -121.336629
        ],
        [
            0.683498,
            0.665327,
            0.018171,
            0.00458,
            0.045055,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211675,
            -167783,
            -113343,
            -1000321,
            -843785,
            -402659
        ],
        [
            2.601699,
            3.99779,
            1.088729,
            1.003904,
            1.100169,
            0.874436
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            46,
            17,
            29,
            46,
            17,
            29
        ],
        [
            70,
            41,
            29,
            70,
            41,
            29
        ],
        [
            39.655172,
            29.310345,
            50,
            39.655172,
            29.310345,
            50
        ],
        [
            3.959107,
            9.641728,
            1.088729,
            1.52768,
            2.653349,
            0.874436
        ],
        [
            1296301,
            1296301,
            56118,
            965466,
            965466,
            196725
        ],
        [
            -53755,
            -41151,
            -53755,
            -393267,
            -393267,
            -352330
        ],
        [
            93,
            85,
            101,
            93,
            85,
            101
        ],
        [
            159,
            185,
            144,
            159,
            185,
            144
        ],
        [
            50,
            44,
            58,
            50,
            44,
            58
        ],
        [
            10870,
            4983,
            5887,
            10870,
            4983,
            5887
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            482998,
            -172075,
            -474347,
            -571314,
            -433113,
            -760833
        ]
    ]
}
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": 1601496000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759106203263,
    "expiration_time": 1763901360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 101,
            "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)