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Trade: KSM/USDT/360/MIDPOINT/JMA/3706

Strategy
KSM/USDT/360/MIDPOINT/JMA/3706
Pair
KSM_USDT
Interval
6h
Score
489540
Daily Profit
0.534089
Profit Factor
5.194840
Profitability
36.666667
Streak
0.000000
Best Strategy
Training Data Length
1856.250000
Evaluation Time
2025-10-04 13:59
Expiration Time
2025-11-29 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1091286.1231 991402.3098 99883.8132 292485.4581 903405.9047 -610920.4466
Total P&L (%) 1091.2861 991.4023 99.8838 292.4855 903.4059 -610.9204
Avg Daily Profit (%) 0.5879 0.5341 0.0538 0.0737 0.1243 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110811 -65608 -94858 -843427 -476352 -681717
Profit Factor 3.0278 5.1948 1.3309 1.0842 1.6949 0.7192
Total Trades 59 30 29 59 30 29
Winning Trades 26 11 15 26 11 15
Losing Trades 33 19 14 33 19 14
Profitability (%) 44.0678 36.6667 51.7241 44.0678 36.6667 51.7241
Ratio Avg Win / Avg Loss 3.8429 8.9729 1.2422 1.376 2.9275 0.6712
Largest Winning Trade 939276 939276 59087 939276 939276 235274
Largest Losing Trade -65611 -45200 -65611 -681886 -343164 -681886
Avg Bars in Trades 120 91 151 120 91 151
Avg Bars in Winners 172 108 218 172 108 218
Avg Bars in Losers 80 81 78 80 81 78
Bars Traded 7128 2744 4384 7128 2744 4384
Profit Streak 0 0 30.7078 0 0 30.7078
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164670 489540 -120079 -404318 -28670 -580069
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7425,
    "evaluation_days": 1856.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603000800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759575557553,
    "expiration_time": 1764369000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 139,
            "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": [
        [
            1091286.1230790878,
            991402.3098461353,
            99883.8132329521,
            292485.4581380859,
            903405.9047117085,
            -610920.4465736225
        ],
        [
            1091.286123,
            991.40231,
            99.883813,
            292.485458,
            903.405905,
            -610.920447
        ],
        [
            0.587898,
            0.534089,
            0.053809,
            0.073688,
            0.124305,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110811,
            -65608,
            -94858,
            -843427,
            -476352,
            -681717
        ],
        [
            3.027762,
            5.19484,
            1.330923,
            1.084156,
            1.694894,
            0.719174
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            44.067797,
            36.666667,
            51.724138,
            44.067797,
            36.666667,
            51.724138
        ],
        [
            3.842928,
            8.972905,
            1.242195,
            1.376045,
            2.927545,
            0.671229
        ],
        [
            939276,
            939276,
            59087,
            939276,
            939276,
            235274
        ],
        [
            -65611,
            -45200,
            -65611,
            -681886,
            -343164,
            -681886
        ],
        [
            120,
            91,
            151,
            120,
            91,
            151
        ],
        [
            172,
            108,
            218,
            172,
            108,
            218
        ],
        [
            80,
            81,
            78,
            80,
            81,
            78
        ],
        [
            7128,
            2744,
            4384,
            7128,
            2744,
            4384
        ],
        [
            0,
            0,
            30.707842,
            0,
            0,
            30.707842
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164670,
            489540,
            -120079,
            -404318,
            -28670,
            -580069
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7425,
    "evaluation_days": 1856.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603000800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759575557553,
    "expiration_time": 1764369000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 139,
            "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)