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Trade: KSM/USDT/360/KCB/DCM/5909

Strategy
KSM/USDT/360/KCB/DCM/5909
Pair
KSM_USDT
Interval
6h
Score
348007
Daily Profit
0.358328
Profit Factor
2.892784
Profitability
35.000000
Streak
72.922232
Best Strategy
Training Data Length
1852.000000
Evaluation Time
2025-09-30 07:08
Expiration Time
2025-11-24 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 605618.9907 663623.8516 -58004.8609 -89624.5746 193583.7484 -283208.323
Total P&L (%) 605.619 663.6239 -58.0049 -89.6246 193.5837 -283.2083
Avg Daily Profit (%) 0.327 0.3583 -0.0313 -0.1223 0.0582 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -403390 -294767 -116932 -1736947 -824483 -1004090
Profit Factor 1.8923 2.8928 0.8232 0.9561 1.2263 0.7616
Total Trades 81 40 41 81 40 41
Winning Trades 35 14 21 35 14 21
Losing Trades 46 26 20 46 26 20
Profitability (%) 43.2099 35 51.2195 43.2099 35 51.2195
Ratio Avg Win / Avg Loss 2.4871 5.3723 0.784 1.2566 2.2774 0.7253
Largest Winning Trade 888784 888784 37886 532332 532332 443351
Largest Losing Trade -68551 -39784 -68551 -941506 -371382 -941506
Avg Bars in Trades 86 104 68 86 104 68
Avg Bars in Winners 81 92 74 81 92 74
Avg Bars in Losers 89 110 62 89 110 62
Bars Traded 6973 4161 2813 6973 4161 2813
Profit Streak 72.9222 72.9222 140.9222 72.9222 72.9222 140.9222
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -4827 348007 -579623 -596654 -119748 -579623
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7408,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604469600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759205280817,
    "expiration_time": 1763990784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 202,
            "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": [
        [
            605618.9907091707,
            663623.8516227244,
            -58004.8609135539,
            -89624.5746112565,
            193583.7484099795,
            -283208.323021236
        ],
        [
            605.618991,
            663.623852,
            -58.004861,
            -89.624575,
            193.583748,
            -283.208323
        ],
        [
            0.327008,
            0.358328,
            -0.03132,
            -0.122265,
            0.05817,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -403390,
            -294767,
            -116932,
            -1736947,
            -824483,
            -1004090
        ],
        [
            1.892325,
            2.892784,
            0.823205,
            0.95614,
            1.226299,
            0.76161
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            35,
            14,
            21,
            35,
            14,
            21
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            43.209877,
            35,
            51.219512,
            43.209877,
            35,
            51.219512
        ],
        [
            2.487056,
            5.372314,
            0.784004,
            1.256642,
            2.277412,
            0.725343
        ],
        [
            888784,
            888784,
            37886,
            532332,
            532332,
            443351
        ],
        [
            -68551,
            -39784,
            -68551,
            -941506,
            -371382,
            -941506
        ],
        [
            86,
            104,
            68,
            86,
            104,
            68
        ],
        [
            81,
            92,
            74,
            81,
            92,
            74
        ],
        [
            89,
            110,
            62,
            89,
            110,
            62
        ],
        [
            6973,
            4161,
            2813,
            6973,
            4161,
            2813
        ],
        [
            72.922232,
            72.922232,
            140.922232,
            72.922232,
            72.922232,
            140.922232
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -4827,
            348007,
            -579623,
            -596654,
            -119748,
            -579623
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7408,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604469600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759205280817,
    "expiration_time": 1763990784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 202,
            "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)