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Trade: KSM/USDT/360/SWMA/ALMA/6030

Strategy
KSM/USDT/360/SWMA/ALMA/6030
Pair
KSM_USDT
Interval
6h
Score
398555
Daily Profit
0.281052
Profit Factor
1.892825
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1853.750000
Evaluation Time
2025-10-01 22:44
Expiration Time
2025-11-26 10:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 521000.1244 464006.676 56993.4484 82388.7975 -52138.8446 134527.642
Total P&L (%) 521.0001 464.0067 56.9934 82.3888 -52.1388 134.5276
Avg Daily Profit (%) 0.2811 0.2503 0.0307 0.0324 -0.0397 0.046
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144405 -122724 -90870 -426680 -500434 -226838
Profit Factor 1.8928 2.5457 1.2011 1.0542 0.9382 1.1986
Total Trades 91 46 45 91 46 45
Winning Trades 42 19 23 42 19 23
Losing Trades 49 27 22 49 27 22
Profitability (%) 46.1538 41.3043 51.1111 46.1538 41.3043 51.1111
Ratio Avg Win / Avg Loss 2.2083 3.6176 1.1489 1.2299 1.3332 1.1465
Largest Winning Trade 462408 462408 60855 398583 398583 185725
Largest Losing Trade -54366 -54366 -30813 -134112 -134112 -102176
Avg Bars in Trades 78 65 91 78 65 91
Avg Bars in Winners 121 101 137 121 101 137
Avg Bars in Losers 42 40 44 42 40 44
Bars Traded 7162 3033 4130 7162 3033 4130
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 398555 345470 -152990 -311761 -582419 -133286
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7415,
    "evaluation_days": 1853.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602849600000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759347853458,
    "expiration_time": 1764146520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 29,
            "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": [
        [
            521000.1244142,
            464006.6760128306,
            56993.4484013694,
            82388.7974568513,
            -52138.8445736702,
            134527.6420305216
        ],
        [
            521.000124,
            464.006676,
            56.993448,
            82.388797,
            -52.138845,
            134.527642
        ],
        [
            0.281052,
            0.250307,
            0.030745,
            0.032424,
            -0.039742,
            0.045993
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144405,
            -122724,
            -90870,
            -426680,
            -500434,
            -226838
        ],
        [
            1.892825,
            2.545736,
            1.201137,
            1.054175,
            0.938193,
            1.198648
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            46.153846,
            41.304348,
            51.111111,
            46.153846,
            41.304348,
            51.111111
        ],
        [
            2.208296,
            3.617625,
            1.148914,
            1.229871,
            1.333221,
            1.146533
        ],
        [
            462408,
            462408,
            60855,
            398583,
            398583,
            185725
        ],
        [
            -54366,
            -54366,
            -30813,
            -134112,
            -134112,
            -102176
        ],
        [
            78,
            65,
            91,
            78,
            65,
            91
        ],
        [
            121,
            101,
            137,
            121,
            101,
            137
        ],
        [
            42,
            40,
            44,
            42,
            40,
            44
        ],
        [
            7162,
            3033,
            4130,
            7162,
            3033,
            4130
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398555,
            345470,
            -152990,
            -311761,
            -582419,
            -133286
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7415,
    "evaluation_days": 1853.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602849600000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759347853458,
    "expiration_time": 1764146520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 29,
            "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)