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Trade: KSM/USDT/480/HWMA/HLC3/9410

Strategy
KSM/USDT/480/HWMA/HLC3/9410
Pair
KSM_USDT
Interval
8h
Score
310988
Daily Profit
0.195219
Profit Factor
1.231047
Profitability
45.750000
Streak
7.399495
Best Strategy
Training Data Length
1855.330000
Evaluation Time
2025-10-03 12:35
Expiration Time
2025-11-28 01:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362195.4123 286776.9409 75418.4715 66651.2763 258145.7714 -191494.4951
Total P&L (%) 362.1954 286.7769 75.4185 66.6513 258.1458 -191.4945
Avg Daily Profit (%) 0.1952 0.1546 0.0407 0.0275 0.0688 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223162 -138771 -241175 -363210 -81712 -395862
Profit Factor 1.231 1.4096 1.0869 1.0558 1.5841 0.7456
Total Trades 400 200 200 400 200 200
Winning Trades 183 87 96 183 87 96
Losing Trades 217 113 104 217 113 104
Profitability (%) 45.75 43.5 48 45.75 43.5 48
Ratio Avg Win / Avg Loss 1.4598 1.8308 1.1775 1.2519 2.0576 0.8078
Largest Winning Trade 93665 93665 42655 76287 76287 36613
Largest Losing Trade -45778 -33153 -45778 -150369 -26067 -150369
Avg Bars in Trades 13 14 13 13 14 13
Avg Bars in Winners 16 17 16 16 17 16
Avg Bars in Losers 11 11 10 11 11 10
Bars Traded 5550 2841 2709 5550 2841 2709
Profit Streak 7.3995 7.7328 0 7.3995 7.7328 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310988 288564 -263500 -314083 -99241 -580786
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5566,
    "evaluation_days": 1855.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1599206400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759484116399,
    "expiration_time": 1764287424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.16468
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            362195.4123339242,
            286776.9408552942,
            75418.47147863,
            66651.276338795,
            258145.7714295211,
            -191494.4950907264
        ],
        [
            362.195412,
            286.776941,
            75.418471,
            66.651276,
            258.145771,
            -191.494495
        ],
        [
            0.195219,
            0.154569,
            0.04065,
            0.027532,
            0.068786,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223162,
            -138771,
            -241175,
            -363210,
            -81712,
            -395862
        ],
        [
            1.231047,
            1.409552,
            1.086947,
            1.055789,
            1.584139,
            0.745619
        ],
        [
            400,
            200,
            200,
            400,
            200,
            200
        ],
        [
            183,
            87,
            96,
            183,
            87,
            96
        ],
        [
            217,
            113,
            104,
            217,
            113,
            104
        ],
        [
            45.75,
            43.5,
            48,
            45.75,
            43.5,
            48
        ],
        [
            1.459766,
            1.830798,
            1.177526,
            1.251946,
            2.057559,
            0.807753
        ],
        [
            93665,
            93665,
            42655,
            76287,
            76287,
            36613
        ],
        [
            -45778,
            -33153,
            -45778,
            -150369,
            -26067,
            -150369
        ],
        [
            13,
            14,
            13,
            13,
            14,
            13
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            11,
            11,
            10,
            11,
            11,
            10
        ],
        [
            5550,
            2841,
            2709,
            5550,
            2841,
            2709
        ],
        [
            7.399495,
            7.732829,
            0,
            7.399495,
            7.732829,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310988,
            288564,
            -263500,
            -314083,
            -99241,
            -580786
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5566,
    "evaluation_days": 1855.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1599206400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759484116399,
    "expiration_time": 1764287424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.16468
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)