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Trade: KSM/USDT/360/PWMA/HL2/2221

Strategy
KSM/USDT/360/PWMA/HL2/2221
Pair
KSM_USDT
Interval
6h
Score
388642
Daily Profit
0.568532
Profit Factor
2.705907
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 13:57
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1049794.5123 844672.7594 205121.7529 3541052.8921 -1450866.6591 4991919.5512
Total P&L (%) 1049.7945 844.6728 205.1218 3541.0529 -1450.8667 4991.9196
Avg Daily Profit (%) 0.5685 0.4574 0.1111 0.1949 0 0.2131
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73663 -70165 -46631 -5917159 -4501813 -3290067
Profit Factor 2.7059 3.5385 1.7257 1.1286 0.9008 1.3869
Total Trades 177 89 88 177 89 88
Winning Trades 59 22 37 59 22 37
Losing Trades 118 67 51 118 67 51
Profitability (%) 33.3333 24.7191 42.0455 33.3333 24.7191 42.0455
Ratio Avg Win / Avg Loss 5.4118 10.7762 2.3787 2.2572 2.7434 1.9117
Largest Winning Trade 734688 734688 49118 3870256 3870256 2580781
Largest Losing Trade -26156 -26156 -16805 -1142196 -1142196 -1101360
Avg Bars in Trades 40 34 46 40 34 46
Avg Bars in Winners 91 102 84 91 102 84
Avg Bars in Losers 15 11 19 15 11 19
Bars Traded 7166 3049 4117 7166 3049 4117
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 388642 -14407 -44831 -75496 -609369 232670

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884278955,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            1049794.512279517,
            844672.759378642,
            205121.7529008758,
            3541052.8921492314,
            -1450866.6590561632,
            4991919.551205391
        ],
        [
            1049.794512,
            844.672759,
            205.121753,
            3541.052892,
            -1450.866659,
            4991.919551
        ],
        [
            0.568532,
            0.457445,
            0.111087,
            0.194875,
            0,
            0.213075
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73663,
            -70165,
            -46631,
            -5917159,
            -4501813,
            -3290067
        ],
        [
            2.705907,
            3.53846,
            1.725741,
            1.128618,
            0.90082,
            1.386883
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            59,
            22,
            37,
            59,
            22,
            37
        ],
        [
            118,
            67,
            51,
            118,
            67,
            51
        ],
        [
            33.333333,
            24.719101,
            42.045455,
            33.333333,
            24.719101,
            42.045455
        ],
        [
            5.411815,
            10.77622,
            2.378724,
            2.257237,
            2.743405,
            1.91165
        ],
        [
            734688,
            734688,
            49118,
            3870256,
            3870256,
            2580781
        ],
        [
            -26156,
            -26156,
            -16805,
            -1142196,
            -1142196,
            -1101360
        ],
        [
            40,
            34,
            46,
            40,
            34,
            46
        ],
        [
            91,
            102,
            84,
            91,
            102,
            84
        ],
        [
            15,
            11,
            19,
            15,
            11,
            19
        ],
        [
            7166,
            3049,
            4117,
            7166,
            3049,
            4117
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388642,
            -14407,
            -44831,
            -75496,
            -609369,
            232670
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884278955,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)