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Trade: KSM/USDT/360/PWMA/LINREG/1153

Strategy
KSM/USDT/360/PWMA/LINREG/1153
Pair
KSM_USDT
Interval
6h
Score
590244
Daily Profit
0.560432
Profit Factor
5.236393
Profitability
40.625000
Streak
52.120375
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-25 11:53
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 1200191.1455 1034837.0221 165354.1234 1315005.2225 495140.2725 819864.9501
Total P&L (%) 1200.1911 1034.837 165.3541 1315.0052 495.1403 819.865
Avg Daily Profit (%) 0.65 0.5604 0.0896 0.1436 0.0966 0.1202
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150463 -83332 -67130 -1753795 -1373061 -917360
Profit Factor 3.9962 5.2364 2.0579 1.2536 1.1667 1.3702
Total Trades 64 32 32 64 32 32
Winning Trades 31 13 18 31 13 18
Losing Trades 33 19 14 33 19 14
Profitability (%) 48.4375 40.625 56.25 48.4375 40.625 56.25
Ratio Avg Win / Avg Loss 4.254 7.6532 1.6006 1.3345 1.7051 1.0657
Largest Winning Trade 992303 992303 49379 1042364 1042364 685840
Largest Losing Trade -57815 -57815 -52908 -590604 -590604 -469690
Avg Bars in Trades 110 95 125 110 95 125
Avg Bars in Winners 165 154 173 165 154 173
Avg Bars in Losers 59 54 65 59 54 65
Bars Traded 7076 3046 4030 7076 3046 4030
Profit Streak 39.3704 52.1204 39.3704 39.3704 52.1204 39.3704
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123656 590244 -67728 -143718 -102733 -29778

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": 1604102400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790400379,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 228,
            "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": [
        [
            1200191.145500833,
            1034837.0220666449,
            165354.1234341877,
            1315005.2225156315,
            495140.2724561425,
            819864.9500594891
        ],
        [
            1200.191146,
            1034.837022,
            165.354123,
            1315.005223,
            495.140272,
            819.86495
        ],
        [
            0.649982,
            0.560432,
            0.08955,
            0.143603,
            0.096642,
            0.120249
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150463,
            -83332,
            -67130,
            -1753795,
            -1373061,
            -917360
        ],
        [
            3.996154,
            5.236393,
            2.0579,
            1.253598,
            1.166658,
            1.370243
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            48.4375,
            40.625,
            56.25,
            48.4375,
            40.625,
            56.25
        ],
        [
            4.25397,
            7.65319,
            1.600589,
            1.334476,
            1.705116,
            1.065744
        ],
        [
            992303,
            992303,
            49379,
            1042364,
            1042364,
            685840
        ],
        [
            -57815,
            -57815,
            -52908,
            -590604,
            -590604,
            -469690
        ],
        [
            110,
            95,
            125,
            110,
            95,
            125
        ],
        [
            165,
            154,
            173,
            165,
            154,
            173
        ],
        [
            59,
            54,
            65,
            59,
            54,
            65
        ],
        [
            7076,
            3046,
            4030,
            7076,
            3046,
            4030
        ],
        [
            39.370375,
            52.120375,
            39.370375,
            39.370375,
            52.120375,
            39.370375
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123656,
            590244,
            -67728,
            -143718,
            -102733,
            -29778
        ]
    ]
}
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": 1604102400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790400379,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 228,
            "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)