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Trade: KSM/USDT/480/ALMA/SSF/3849

Strategy
KSM/USDT/480/ALMA/SSF/3849
Pair
KSM_USDT
Interval
8h
Score
613354
Daily Profit
0.653863
Profit Factor
9.133222
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-10-11 04:16
Expiration Time
2025-12-05 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1432945.6015 1218145.8966 214799.7049 5888996.9887 1660509.6046 4228487.3842
Total P&L (%) 1432.9456 1218.1459 214.7997 5888.997 1660.5096 4228.4874
Avg Daily Profit (%) 0.7692 0.6539 0.1153 0.2199 0.1541 0.2024
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76160 -67161 -47564 -1854660 -1331302 -1443088
Profit Factor 5.7797 9.1332 2.4318 1.8909 1.4314 2.5313
Total Trades 58 29 29 58 29 29
Winning Trades 26 12 14 26 12 14
Losing Trades 32 17 15 32 17 15
Profitability (%) 44.8276 41.3793 48.2759 44.8276 41.3793 48.2759
Ratio Avg Win / Avg Loss 7.1135 12.9387 2.6055 2.3273 2.0279 2.7121
Largest Winning Trade 1123015 1123015 62897 2311105 2237213 2311105
Largest Losing Trade -34766 -29741 -34766 -929678 -596218 -929678
Avg Bars in Trades 93 74 112 93 74 112
Avg Bars in Winners 147 118 172 147 118 172
Avg Bars in Losers 49 43 55 49 43 55
Bars Traded 5419 2170 3249 5419 2170 3249
Profit Streak 0 0 86.3868 0 0 86.3868
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160242 613354 -34206 -169713 224491 472298
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5589,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602518400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760145416196,
    "expiration_time": 1764969696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 20,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1432945.601527677,
            1218145.8965834444,
            214799.7049442322,
            5888996.988739906,
            1660509.60458327,
            4228487.384156634
        ],
        [
            1432.945602,
            1218.145897,
            214.799705,
            5888.996989,
            1660.509605,
            4228.487384
        ],
        [
            0.76916,
            0.653863,
            0.115298,
            0.219915,
            0.154074,
            0.202449
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76160,
            -67161,
            -47564,
            -1854660,
            -1331302,
            -1443088
        ],
        [
            5.779714,
            9.133222,
            2.431776,
            1.890909,
            1.431444,
            2.531302
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            44.827586,
            41.37931,
            48.275862,
            44.827586,
            41.37931,
            48.275862
        ],
        [
            7.113494,
            12.938731,
            2.605474,
            2.327273,
            2.027878,
            2.712109
        ],
        [
            1123015,
            1123015,
            62897,
            2311105,
            2237213,
            2311105
        ],
        [
            -34766,
            -29741,
            -34766,
            -929678,
            -596218,
            -929678
        ],
        [
            93,
            74,
            112,
            93,
            74,
            112
        ],
        [
            147,
            118,
            172,
            147,
            118,
            172
        ],
        [
            49,
            43,
            55,
            49,
            43,
            55
        ],
        [
            5419,
            2170,
            3249,
            5419,
            2170,
            3249
        ],
        [
            0,
            0,
            86.386761,
            0,
            0,
            86.386762
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160242,
            613354,
            -34206,
            -169713,
            224491,
            472298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5589,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602518400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760145416196,
    "expiration_time": 1764969696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 20,
            "offset": 0,
            "poles": 3
        }
    }
}

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)