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Trade: KSM/USDT/480/HWMA/DCU/1792

Strategy
KSM/USDT/480/HWMA/DCU/1792
Pair
KSM_USDT
Interval
8h
Score
338336
Daily Profit
0.151905
Profit Factor
1.283035
Profitability
58.293839
Streak
48.296255
Best Strategy
Training Data Length
1848.330000
Evaluation Time
2025-09-26 18:06
Expiration Time
2025-11-20 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 280770.6957 281685.9374 -915.2417 -58099.4117 -85071.0521 26971.6404
Total P&L (%) 280.7707 281.6859 -0.9152 -58.0994 -85.0711 26.9716
Avg Daily Profit (%) 0.1519 0.1524 -0.0005 -0.0471 -0.1028 0.0129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201840 -201872 -49445 -1361167 -1351100 -196598
Profit Factor 1.283 1.3649 0.9958 0.9839 0.9715 1.0427
Total Trades 211 105 106 211 105 106
Winning Trades 123 60 63 123 60 63
Losing Trades 88 45 43 88 45 43
Profitability (%) 58.2938 57.1429 59.434 58.2938 57.1429 59.434
Ratio Avg Win / Avg Loss 0.9179 1.0236 0.6797 0.704 0.7286 0.7117
Largest Winning Trade 126546 126546 13345 477212 477212 98134
Largest Losing Trade -59985 -59985 -21690 -488426 -488426 -196598
Avg Bars in Trades 25 48 2 25 48 2
Avg Bars in Winners 18 35 2 18 35 2
Avg Bars in Losers 34 65 3 34 65 3
Bars Traded 5381 5079 302 5381 5079 302
Profit Streak 48.2963 48.2963 48.6296 48.2963 48.2963 48.6296
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338336 320662 -578559 -576903 -579565 -351950

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5545,
    "evaluation_days": 1848.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1599379200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758899196446,
    "expiration_time": 1763664480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.34039,
            "nb": 0.23793,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 7,
            "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": [
        [
            280770.6956698957,
            281685.9374030396,
            -915.2417331436,
            -58099.4116980466,
            -85071.0520817367,
            26971.6403836899
        ],
        [
            280.770696,
            281.685937,
            -0.915242,
            -58.099412,
            -85.071052,
            26.97164
        ],
        [
            0.151905,
            0.1524,
            -0.000495,
            -0.047051,
            -0.102844,
            0.01292
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201840,
            -201872,
            -49445,
            -1361167,
            -1351100,
            -196598
        ],
        [
            1.283035,
            1.364852,
            0.995839,
            0.983929,
            0.971489,
            1.042714
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            123,
            60,
            63,
            123,
            60,
            63
        ],
        [
            88,
            45,
            43,
            88,
            45,
            43
        ],
        [
            58.293839,
            57.142857,
            59.433962,
            58.293839,
            57.142857,
            59.433962
        ],
        [
            0.917944,
            1.023639,
            0.679699,
            0.70395,
            0.728617,
            0.711694
        ],
        [
            126546,
            126546,
            13345,
            477212,
            477212,
            98134
        ],
        [
            -59985,
            -59985,
            -21690,
            -488426,
            -488426,
            -196598
        ],
        [
            25,
            48,
            2,
            25,
            48,
            2
        ],
        [
            18,
            35,
            2,
            18,
            35,
            2
        ],
        [
            34,
            65,
            3,
            34,
            65,
            3
        ],
        [
            5381,
            5079,
            302,
            5381,
            5079,
            302
        ],
        [
            48.296255,
            48.296255,
            48.629588,
            48.296255,
            48.296255,
            48.629588
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338336,
            320662,
            -578559,
            -576903,
            -579565,
            -351950
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5545,
    "evaluation_days": 1848.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1599379200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758899196446,
    "expiration_time": 1763664480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.34039,
            "nb": 0.23793,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 7,
            "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)