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Trade: KSM/USDT/360/HL2/SWMA/4423

Strategy
KSM/USDT/360/HL2/SWMA/4423
Pair
KSM_USDT
Interval
6h
Score
539802
Daily Profit
0.489949
Profit Factor
2.226945
Profitability
47.887324
Streak
6.822290
Best Strategy
Training Data Length
1853.750000
Evaluation Time
2025-10-01 22:44
Expiration Time
2025-11-26 10:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 908243.0556 941531.4108 -33288.3552 -139614.8584 134919.6403 -274534.4988
Total P&L (%) 908.2431 941.5314 -33.2884 -139.6149 134.9196 -274.5345
Avg Daily Profit (%) 0.4899 0.5079 -0.018 0 0.0461 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -271781 -189066 -138069 -2318383 -1573542 -945111
Profit Factor 2.2269 3.463 0.907 0.9611 1.0637 0.813
Total Trades 142 71 71 142 71 71
Winning Trades 68 34 34 72 38 34
Losing Trades 74 37 37 70 33 37
Profitability (%) 47.8873 47.8873 47.8873 50.7042 53.5211 47.8873
Ratio Avg Win / Avg Loss 2.4234 3.7686 0.987 0.9344 0.9237 0.8847
Largest Winning Trade 1103392 1103392 52471 1644856 1644856 400374
Largest Losing Trade -137869 -58573 -137869 -735539 -735539 -498198
Avg Bars in Trades 49 41 57 49 41 57
Avg Bars in Winners 74 55 93 65 54 76
Avg Bars in Losers 26 29 24 33 27 40
Bars Traded 7063 2965 4098 7063 2965 4098
Profit Streak 6.8223 0 11.0723 0 19.8223 0
Trades During Streak 1 0 2 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 539802 -70486 -667464 -580310 -368244 -668557
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7415,
    "evaluation_days": 1853.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604188800000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759347845857,
    "expiration_time": 1764146520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 231
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 118,
            "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": [
        [
            908243.0555804576,
            941531.4108126693,
            -33288.3552322113,
            -139614.8584305877,
            134919.6403212355,
            -274534.4987518233
        ],
        [
            908.243056,
            941.531411,
            -33.288355,
            -139.614858,
            134.91964,
            -274.534499
        ],
        [
            0.489949,
            0.507906,
            -0.017957,
            0,
            0.046083,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -271781,
            -189066,
            -138069,
            -2318383,
            -1573542,
            -945111
        ],
        [
            2.226945,
            3.463019,
            0.907011,
            0.961066,
            1.063696,
            0.812956
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            68,
            34,
            34,
            72,
            38,
            34
        ],
        [
            74,
            37,
            37,
            70,
            33,
            37
        ],
        [
            47.887324,
            47.887324,
            47.887324,
            50.704225,
            53.521127,
            47.887324
        ],
        [
            2.42344,
            3.768579,
            0.987041,
            0.93437,
            0.923736,
            0.884687
        ],
        [
            1103392,
            1103392,
            52471,
            1644856,
            1644856,
            400374
        ],
        [
            -137869,
            -58573,
            -137869,
            -735539,
            -735539,
            -498198
        ],
        [
            49,
            41,
            57,
            49,
            41,
            57
        ],
        [
            74,
            55,
            93,
            65,
            54,
            76
        ],
        [
            26,
            29,
            24,
            33,
            27,
            40
        ],
        [
            7063,
            2965,
            4098,
            7063,
            2965,
            4098
        ],
        [
            6.82229,
            0,
            11.07229,
            0,
            19.82229,
            0
        ],
        [
            1,
            0,
            2,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            539802,
            -70486,
            -667464,
            -580310,
            -368244,
            -668557
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7415,
    "evaluation_days": 1853.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604188800000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759347845857,
    "expiration_time": 1764146520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 231
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 118,
            "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)