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Trade: KSM/USDT/240/WMA/HMA/7826

Strategy
KSM/USDT/240/WMA/HMA/7826
Pair
KSM_USDT
Interval
4h
Score
517834
Daily Profit
0.293353
Profit Factor
2.723475
Profitability
52.500000
Streak
0.000000
Best Strategy
Training Data Length
1861.170000
Evaluation Time
2025-10-09 13:10
Expiration Time
2025-12-04 06:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 601459.1955 545980.5237 55478.6718 129824.7159 250271.6093 -120446.8934
Total P&L (%) 601.4592 545.9805 55.4787 129.8247 250.2716 -120.4469
Avg Daily Profit (%) 0.3232 0.2934 0.0298 0.0447 0.0674 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181030 -167569 -113582 -1579741 -1320891 -488724
Profit Factor 1.9323 2.7235 1.169 1.0455 1.1558 0.9033
Total Trades 79 40 39 79 40 39
Winning Trades 42 21 21 42 21 21
Losing Trades 37 19 18 37 19 18
Profitability (%) 53.1646 52.5 53.8462 53.1646 52.5 53.8462
Ratio Avg Win / Avg Loss 1.7023 2.4641 1.002 0.9211 1.0458 0.7743
Largest Winning Trade 432094 432094 67014 903568 903568 252768
Largest Losing Trade -54048 -54048 -44724 -724919 -724919 -409760
Avg Bars in Trades 135 112 160 135 112 160
Avg Bars in Winners 163 131 195 163 131 195
Avg Bars in Losers 104 91 119 104 91 119
Bars Traded 10734 4486 6248 10734 4486 6248
Profit Streak 0 0 45.2573 0 0 45.2573
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -18107 517834 -187625 -336164 -151723 -579702
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11167,
    "evaluation_days": 1861.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602734400000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760004633987,
    "expiration_time": 1764820944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 232,
            "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": [
        [
            601459.1954826463,
            545980.5237032591,
            55478.6717793874,
            129824.7158998331,
            250271.6093394858,
            -120446.8934396529
        ],
        [
            601.459195,
            545.980524,
            55.478672,
            129.824716,
            250.271609,
            -120.446893
        ],
        [
            0.323162,
            0.293353,
            0.029808,
            0.044721,
            0.067375,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181030,
            -167569,
            -113582,
            -1579741,
            -1320891,
            -488724
        ],
        [
            1.932289,
            2.723475,
            1.168961,
            1.045523,
            1.15584,
            0.903327
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            53.164557,
            52.5,
            53.846154,
            53.164557,
            52.5,
            53.846154
        ],
        [
            1.702254,
            2.464097,
            1.001966,
            0.921056,
            1.04576,
            0.77428
        ],
        [
            432094,
            432094,
            67014,
            903568,
            903568,
            252768
        ],
        [
            -54048,
            -54048,
            -44724,
            -724919,
            -724919,
            -409760
        ],
        [
            135,
            112,
            160,
            135,
            112,
            160
        ],
        [
            163,
            131,
            195,
            163,
            131,
            195
        ],
        [
            104,
            91,
            119,
            104,
            91,
            119
        ],
        [
            10734,
            4486,
            6248,
            10734,
            4486,
            6248
        ],
        [
            0,
            0,
            45.257338,
            0,
            0,
            45.257338
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -18107,
            517834,
            -187625,
            -336164,
            -151723,
            -579702
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11167,
    "evaluation_days": 1861.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602734400000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760004633987,
    "expiration_time": 1764820944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 232,
            "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)