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Trade: KSM/USDT/360/PWMA/HWMA/3080

Strategy
KSM/USDT/360/PWMA/HWMA/3080
Pair
KSM_USDT
Interval
6h
Score
408430
Daily Profit
0.507170
Profit Factor
2.548487
Profitability
38.461538
Streak
0.000000
Best Strategy
Training Data Length
1852.000000
Evaluation Time
2025-09-30 05:07
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 939279.6509 785116.0464 154163.6046 1061531.4317 144833.2528 916698.1789
Total P&L (%) 939.2797 785.116 154.1636 1061.5314 144.8333 916.6982
Avg Daily Profit (%) 0.5072 0.4239 0.0832 0.1325 0.0484 0.1253
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74226 -100280 -56070 -1124632 -1189391 -422714
Profit Factor 2.5485 3.2197 1.6097 1.1974 1.0441 1.4384
Total Trades 117 59 58 117 59 58
Winning Trades 45 14 31 45 14 31
Losing Trades 72 45 27 72 45 27
Profitability (%) 38.4615 23.7288 53.4483 38.4615 23.7288 53.4483
Ratio Avg Win / Avg Loss 4.0776 10.349 1.402 1.9158 3.3559 1.2528
Largest Winning Trade 743890 743890 52527 1069043 1069043 554801
Largest Losing Trade -33815 -33815 -21135 -330851 -330851 -275902
Avg Bars in Trades 61 52 70 61 52 70
Avg Bars in Winners 109 138 96 109 138 96
Avg Bars in Losers 31 25 39 31 25 39
Bars Traded 7167 3097 4070 7167 3097 4070
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 408430 -196269 -259489 -22222 -511660 -203999
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7408,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602590400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759198045183,
    "expiration_time": 1763990784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            939279.6509446857,
            785116.046353014,
            154163.6045916719,
            1061531.4316941495,
            144833.252767803,
            916698.1789263461
        ],
        [
            939.279651,
            785.116046,
            154.163605,
            1061.531432,
            144.833253,
            916.698179
        ],
        [
            0.50717,
            0.423929,
            0.083242,
            0.132503,
            0.04836,
            0.125302
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74226,
            -100280,
            -56070,
            -1124632,
            -1189391,
            -422714
        ],
        [
            2.548487,
            3.219675,
            1.609652,
            1.197354,
            1.044052,
            1.438396
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            45,
            14,
            31,
            45,
            14,
            31
        ],
        [
            72,
            45,
            27,
            72,
            45,
            27
        ],
        [
            38.461538,
            23.728814,
            53.448276,
            38.461538,
            23.728814,
            53.448276
        ],
        [
            4.077579,
            10.348956,
            1.401955,
            1.915766,
            3.355881,
            1.252796
        ],
        [
            743890,
            743890,
            52527,
            1069043,
            1069043,
            554801
        ],
        [
            -33815,
            -33815,
            -21135,
            -330851,
            -330851,
            -275902
        ],
        [
            61,
            52,
            70,
            61,
            52,
            70
        ],
        [
            109,
            138,
            96,
            109,
            138,
            96
        ],
        [
            31,
            25,
            39,
            31,
            25,
            39
        ],
        [
            7167,
            3097,
            4070,
            7167,
            3097,
            4070
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408430,
            -196269,
            -259489,
            -22222,
            -511660,
            -203999
        ]
    ]
}
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": 1602590400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759198045183,
    "expiration_time": 1763990784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)