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Trade: KSM/USDT/360/KCB/HILO/1875

Strategy
KSM/USDT/360/KCB/HILO/1875
Pair
KSM_USDT
Interval
6h
Score
310813
Daily Profit
0.282829
Profit Factor
1.748236
Profitability
40.310078
Streak
0.000000
Best Strategy
Training Data Length
1853.250000
Evaluation Time
2025-10-01 11:31
Expiration Time
2025-11-25 22:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 524153.2386 498648.8545 25504.3841 10262.2026 211432.4212 -201170.2186
Total P&L (%) 524.1532 498.6489 25.5044 10.2622 211.4324 -201.1702
Avg Daily Profit (%) 0.2828 0.2691 0.0138 0.0053 0.0613 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114922 -108626 -108480 -510838 -348368 -339073
Profit Factor 1.7482 2.4905 1.0697 1.0051 1.2266 0.8106
Total Trades 129 65 64 129 65 64
Winning Trades 52 20 32 52 20 32
Losing Trades 77 45 32 77 45 32
Profitability (%) 40.3101 30.7692 50 40.3101 30.7692 50
Ratio Avg Win / Avg Loss 2.5887 5.6035 1.0697 1.4884 2.7599 0.8106
Largest Winning Trade 519997 519997 60312 512799 512799 99271
Largest Losing Trade -36697 -26027 -36697 -133533 -119805 -133533
Avg Bars in Trades 55 42 68 55 42 68
Avg Bars in Winners 93 82 100 93 82 100
Avg Bars in Losers 29 24 36 29 24 36
Bars Traded 7157 2757 4400 7157 2757 4400
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310813 -126478 -461014 -561694 -249740 -719958
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7413,
    "evaluation_days": 1853.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602050400000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759307462014,
    "expiration_time": 1764102024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 133,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            524153.2386386467,
            498648.854513115,
            25504.384125532,
            10262.2025841409,
            211432.4211551825,
            -201170.2185710414
        ],
        [
            524.153239,
            498.648855,
            25.504384,
            10.262203,
            211.432421,
            -201.170219
        ],
        [
            0.282829,
            0.269067,
            0.013762,
            0.005271,
            0.061317,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114922,
            -108626,
            -108480,
            -510838,
            -348368,
            -339073
        ],
        [
            1.748236,
            2.490464,
            1.069692,
            1.005143,
            1.226603,
            0.81062
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            52,
            20,
            32,
            52,
            20,
            32
        ],
        [
            77,
            45,
            32,
            77,
            45,
            32
        ],
        [
            40.310078,
            30.769231,
            50,
            40.310078,
            30.769231,
            50
        ],
        [
            2.588734,
            5.603544,
            1.069692,
            1.488385,
            2.759856,
            0.81062
        ],
        [
            519997,
            519997,
            60312,
            512799,
            512799,
            99271
        ],
        [
            -36697,
            -26027,
            -36697,
            -133533,
            -119805,
            -133533
        ],
        [
            55,
            42,
            68,
            55,
            42,
            68
        ],
        [
            93,
            82,
            100,
            93,
            82,
            100
        ],
        [
            29,
            24,
            36,
            29,
            24,
            36
        ],
        [
            7157,
            2757,
            4400,
            7157,
            2757,
            4400
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310813,
            -126478,
            -461014,
            -561694,
            -249740,
            -719958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7413,
    "evaluation_days": 1853.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602050400000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759307462014,
    "expiration_time": 1764102024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 133,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)