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Trade: KSM/USDT/360/ALMA/EMA/2439

Strategy
KSM/USDT/360/ALMA/EMA/2439
Pair
KSM_USDT
Interval
6h
Score
318696
Daily Profit
0.157453
Profit Factor
1.642677
Profitability
43.589744
Streak
31.055397
Best Strategy
Training Data Length
1850.500000
Evaluation Time
2025-09-28 16:19
Expiration Time
2025-11-23 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1114452.0976 -104379.5627 -1010072.5349 -99886.8065 1738211.9304 -1838098.7369
Total P&L (%) -1114.4521 -104.3796 -1010.0725 -99.8868 1738.2119 -1838.0987
Avg Daily Profit (%) -0.6022 -0.0564 -0.5458 -0.3659 0.1575 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -390757 -268948 -177951 -3627940 -2298367 -1435579
Profit Factor 0.3203 0.719 0.2035 0.9827 1.6427 0.3986
Total Trades 79 39 40 79 39 40
Winning Trades 45 20 25 39 17 22
Losing Trades 34 19 15 40 22 18
Profitability (%) 56.962 51.2821 62.5 49.3671 43.5897 55
Ratio Avg Win / Avg Loss 0.242 0.683 0.1221 1.0079 2.1258 0.3261
Largest Winning Trade 68910 68910 51133 1391856 1391856 521991
Largest Losing Trade -1022233 -59511 -1022233 -1449411 -1449411 -1022233
Avg Bars in Trades 90 111 69 90 111 69
Avg Bars in Winners 50 58 44 110 169 64
Avg Bars in Losers 141 166 110 70 65 75
Bars Traded 7111 4336 2775 7111 4336 2775
Profit Streak 31.0554 31.0554 35.8054 31.0554 31.0554 35.8054
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -609415 -580050 -578138 -609175 318696 -579110
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7402,
    "evaluation_days": 1850.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604037600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759065586265,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 225,
            "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": [
        [
            -1114452.0975864104,
            -104379.5627167441,
            -1010072.5348696666,
            -99886.806452447,
            1738211.9304017893,
            -1838098.736854237
        ],
        [
            -1114.452098,
            -104.379563,
            -1010.072535,
            -99.886806,
            1738.21193,
            -1838.098737
        ],
        [
            -0.602244,
            -0.056406,
            -0.545838,
            -0.365923,
            0.157453,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -390757,
            -268948,
            -177951,
            -3627940,
            -2298367,
            -1435579
        ],
        [
            0.320281,
            0.718998,
            0.20349,
            0.982661,
            1.642677,
            0.398579
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            45,
            20,
            25,
            39,
            17,
            22
        ],
        [
            34,
            19,
            15,
            40,
            22,
            18
        ],
        [
            56.962025,
            51.282051,
            62.5,
            49.367089,
            43.589744,
            55
        ],
        [
            0.24199,
            0.683048,
            0.122094,
            1.007858,
            2.125817,
            0.32611
        ],
        [
            68910,
            68910,
            51133,
            1391856,
            1391856,
            521991
        ],
        [
            -1022233,
            -59511,
            -1022233,
            -1449411,
            -1449411,
            -1022233
        ],
        [
            90,
            111,
            69,
            90,
            111,
            69
        ],
        [
            50,
            58,
            44,
            110,
            169,
            64
        ],
        [
            141,
            166,
            110,
            70,
            65,
            75
        ],
        [
            7111,
            4336,
            2775,
            7111,
            4336,
            2775
        ],
        [
            31.055396,
            31.055397,
            35.805396,
            31.055397,
            31.055397,
            35.805397
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -609415,
            -580050,
            -578138,
            -609175,
            318696,
            -579110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7402,
    "evaluation_days": 1850.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604037600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759065586265,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 225,
            "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)