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Trade: KSM/USDT/240/SWMA/PWMA/9461

Strategy
KSM/USDT/240/SWMA/PWMA/9461
Pair
KSM_USDT
Interval
4h
Score
451735
Daily Profit
0.335840
Profit Factor
1.878337
Profitability
48.672566
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-03 09:45
Expiration Time
2025-11-27 21:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 622983.5528 581138.9342 41844.6186 20165.678 662337.6339 -642171.9559
Total P&L (%) 622.9836 581.1389 41.8446 20.1657 662.3376 -642.172
Avg Daily Profit (%) 0.3358 0.3133 0.0226 0.0099 0.1096 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204426 -152709 -116123 -1728762 -830806 -1067218
Profit Factor 1.8783 2.6125 1.1199 1.008 1.5855 0.5387
Total Trades 113 57 56 113 57 56
Winning Trades 55 26 29 55 26 29
Losing Trades 58 31 27 58 31 27
Profitability (%) 48.6726 45.614 51.7857 48.6726 45.614 51.7857
Ratio Avg Win / Avg Loss 1.9808 3.115 1.0427 1.063 1.8904 0.5015
Largest Winning Trade 570139 570139 59814 1334460 1334460 288971
Largest Losing Trade -62190 -58126 -62190 -537307 -437407 -537307
Avg Bars in Trades 95 82 108 95 82 108
Avg Bars in Winners 116 105 125 116 105 125
Avg Bars in Losers 75 62 89 75 62 89
Bars Traded 10747 4681 6066 10747 4681 6066
Profit Streak 0 0 33.1147 0 0 33.1147
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451735 -167772 -432667 -398331 -225130 -760060
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11130,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759473909915,
    "expiration_time": 1764272160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "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": [
        [
            622983.5527843141,
            581138.9341527148,
            41844.6186315992,
            20165.6779719303,
            662337.633920306,
            -642171.9559483753
        ],
        [
            622.983553,
            581.138934,
            41.844619,
            20.165678,
            662.337634,
            -642.171956
        ],
        [
            0.33584,
            0.313282,
            0.022558,
            0.009904,
            0.10956,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204426,
            -152709,
            -116123,
            -1728762,
            -830806,
            -1067218
        ],
        [
            1.878337,
            2.612548,
            1.119936,
            1.007992,
            1.585518,
            0.538657
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            58,
            31,
            27,
            58,
            31,
            27
        ],
        [
            48.672566,
            45.614035,
            51.785714,
            48.672566,
            45.614035,
            51.785714
        ],
        [
            1.980792,
            3.114961,
            1.042699,
            1.062974,
            1.890426,
            0.501508
        ],
        [
            570139,
            570139,
            59814,
            1334460,
            1334460,
            288971
        ],
        [
            -62190,
            -58126,
            -62190,
            -537307,
            -437407,
            -537307
        ],
        [
            95,
            82,
            108,
            95,
            82,
            108
        ],
        [
            116,
            105,
            125,
            116,
            105,
            125
        ],
        [
            75,
            62,
            89,
            75,
            62,
            89
        ],
        [
            10747,
            4681,
            6066,
            10747,
            4681,
            6066
        ],
        [
            0,
            0,
            33.114698,
            0,
            0,
            33.114698
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451735,
            -167772,
            -432667,
            -398331,
            -225130,
            -760060
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11130,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759473909915,
    "expiration_time": 1764272160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "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)