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Trade: KSM/USDT/360/PWMA/MIDPRICE/1238

Strategy
KSM/USDT/360/PWMA/MIDPRICE/1238
Pair
KSM_USDT
Interval
6h
Score
743758
Daily Profit
0.659285
Profit Factor
8.804030
Profitability
51.724138
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 1414368.1635 1217368.9021 196999.2614 3671500.3799 1616296.887 2055203.4928
Total P&L (%) 1414.3682 1217.3689 196.9993 3671.5004 1616.2969 2055.2035
Avg Daily Profit (%) 0.766 0.6593 0.1067 0.1968 0.1541 0.1664
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92477 -53228 -57090 -955764 -778677 -1141070
Profit Factor 4.8703 8.804 1.9406 1.6401 1.6036 1.6721
Total Trades 58 29 29 58 29 29
Winning Trades 31 15 16 31 15 16
Losing Trades 27 14 13 27 14 13
Profitability (%) 53.4483 51.7241 55.1724 53.4483 51.7241 55.1724
Ratio Avg Win / Avg Loss 4.2419 8.2171 1.5767 1.4285 1.4967 1.3586
Largest Winning Trade 1165855 1165855 66491 1265195 1165855 1265195
Largest Losing Trade -46971 -27704 -46971 -778677 -778677 -594593
Avg Bars in Trades 121 106 136 121 106 136
Avg Bars in Winners 179 161 197 179 161 197
Avg Bars in Losers 54 47 61 54 47 61
Bars Traded 7037 3074 3963 7037 3074 3963
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 -158477 743758 -46254 -169047 350561 375207

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": 1604167200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884275974,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 206,
            "offset": 25
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "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": [
        [
            1414368.1634871913,
            1217368.902052567,
            196999.2614346244,
            3671500.379874213,
            1616296.887034884,
            2055203.4928393303
        ],
        [
            1414.368163,
            1217.368902,
            196.999261,
            3671.50038,
            1616.296887,
            2055.203493
        ],
        [
            0.765972,
            0.659285,
            0.106688,
            0.196785,
            0.154072,
            0.166424
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92477,
            -53228,
            -57090,
            -955764,
            -778677,
            -1141070
        ],
        [
            4.8703,
            8.80403,
            1.940559,
            1.640122,
            1.603644,
            1.672062
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            53.448276,
            51.724138,
            55.172414,
            53.448276,
            51.724138,
            55.172414
        ],
        [
            4.241875,
            8.217094,
            1.576704,
            1.428493,
            1.496734,
            1.35855
        ],
        [
            1165855,
            1165855,
            66491,
            1265195,
            1165855,
            1265195
        ],
        [
            -46971,
            -27704,
            -46971,
            -778677,
            -778677,
            -594593
        ],
        [
            121,
            106,
            136,
            121,
            106,
            136
        ],
        [
            179,
            161,
            197,
            179,
            161,
            197
        ],
        [
            54,
            47,
            61,
            54,
            47,
            61
        ],
        [
            7037,
            3074,
            3963,
            7037,
            3074,
            3963
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158477,
            743758,
            -46254,
            -169047,
            350561,
            375207
        ]
    ]
}
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": 1604167200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884275974,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 206,
            "offset": 25
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "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)