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Trade: KSM/USDT/360/MIDPRICE/KCU/8997

Strategy
KSM/USDT/360/MIDPRICE/KCU/8997
Pair
KSM_USDT
Interval
6h
Score
450040
Daily Profit
0.168211
Profit Factor
2.138831
Profitability
48.387097
Streak
567.354970
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 -221648.5344 84265.1828 -305913.7172 -168635.5846 2152772.053 -2321407.6376
Total P&L (%) -221.6485 84.2652 -305.9137 -168.6356 2152.7721 -2321.4076
Avg Daily Profit (%) -0.1196 0.0455 -0.1651 0 0.1682 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -406120 -112245 -371086 -3409209 -1142997 -2488267
Profit Factor 0.699 1.3229 0.3564 0.9629 2.1388 0.1261
Total Trades 63 31 32 63 31 32
Winning Trades 43 22 21 25 15 10
Losing Trades 20 9 11 38 16 22
Profitability (%) 68.254 70.9677 65.625 39.6825 48.3871 31.25
Ratio Avg Win / Avg Loss 0.3251 0.5412 0.1867 1.4636 2.2814 0.2773
Largest Winning Trade 41194 41194 19757 2729859 2729859 115098
Largest Losing Trade -368577 -91663 -368577 -1588874 -491015 -1588874
Avg Bars in Trades 103 177 32 103 177 32
Avg Bars in Winners 27 36 18 207 319 39
Avg Bars in Losers 268 522 59 35 44 29
Bars Traded 6547 5510 1037 6547 5510 1037
Profit Streak 142.105 0 291.355 0 567.355 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 -728840 -130945 -577816 -734401 450040 -588102
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": 1604491200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759307469387,
    "expiration_time": 1764102024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 246,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -221648.5343826985,
            84265.182804731,
            -305913.7171874293,
            -168635.5845856414,
            2152772.0529800258,
            -2321407.6375656663
        ],
        [
            -221.648534,
            84.265183,
            -305.913717,
            -168.635585,
            2152.772053,
            -2321.407638
        ],
        [
            -0.1196,
            0.045469,
            -0.165069,
            0,
            0.168211,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -406120,
            -112245,
            -371086,
            -3409209,
            -1142997,
            -2488267
        ],
        [
            0.698979,
            1.322869,
            0.356424,
            0.962909,
            2.138831,
            0.126059
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            43,
            22,
            21,
            25,
            15,
            10
        ],
        [
            20,
            9,
            11,
            38,
            16,
            22
        ],
        [
            68.253968,
            70.967742,
            65.625,
            39.68254,
            48.387097,
            31.25
        ],
        [
            0.325107,
            0.541174,
            0.186698,
            1.463622,
            2.281419,
            0.277329
        ],
        [
            41194,
            41194,
            19757,
            2729859,
            2729859,
            115098
        ],
        [
            -368577,
            -91663,
            -368577,
            -1588874,
            -491015,
            -1588874
        ],
        [
            103,
            177,
            32,
            103,
            177,
            32
        ],
        [
            27,
            36,
            18,
            207,
            319,
            39
        ],
        [
            268,
            522,
            59,
            35,
            44,
            29
        ],
        [
            6547,
            5510,
            1037,
            6547,
            5510,
            1037
        ],
        [
            142.10497,
            0,
            291.35497,
            0,
            567.35497,
            0
        ],
        [
            1,
            0,
            2,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -728840,
            -130945,
            -577816,
            -734401,
            450040,
            -588102
        ]
    ]
}
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": 1604491200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759307469387,
    "expiration_time": 1764102024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 246,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)