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Trade: KSM/USDT/480/HWMA/WMA/1496

Strategy
KSM/USDT/480/HWMA/WMA/1496
Pair
KSM_USDT
Interval
8h
Score
530339
Daily Profit
0.392084
Profit Factor
1.693823
Profitability
57.079646
Streak
16.296227
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 724700.3028 491646.1278 233054.1751 4417310.5858 1440381.1211 2976929.4646
Total P&L (%) 724.7003 491.6461 233.0542 4417.3106 1440.3811 2976.9295
Avg Daily Profit (%) 0.3921 0.266 0.1261 0.2064 0.1481 0.1856
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103308 -113796 -82064 -2651465 -3425978 -1472522
Profit Factor 1.6938 1.8657 1.489 1.2093 1.11 1.3716
Total Trades 226 113 113 226 113 113
Winning Trades 129 62 67 129 62 67
Losing Trades 97 51 46 97 51 46
Profitability (%) 57.0796 54.8673 59.292 57.0796 54.8673 59.292
Ratio Avg Win / Avg Loss 1.2737 1.5347 1.0223 0.9093 0.9131 0.9417
Largest Winning Trade 106638 106638 46178 2520456 2520456 569573
Largest Losing Trade -46996 -31635 -46996 -1320405 -1320405 -779513
Avg Bars in Trades 24 24 24 24 24 24
Avg Bars in Winners 24 23 24 24 23 24
Avg Bars in Losers 24 24 24 24 24 24
Bars Traded 5489 2729 2760 5489 2729 2760
Profit Streak 16.2962 24.6296 0 16.2962 24.6296 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 530339 465303 -22220 320731 -94949 287924

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": 1599955200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758899194036,
    "expiration_time": 1763664480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.13351,
            "nb": 0.1,
            "nc": 0.18395
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 27,
            "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": [
        [
            724700.3028350462,
            491646.1277647449,
            233054.1750703017,
            4417310.585768804,
            1440381.1211205786,
            2976929.464648222
        ],
        [
            724.700303,
            491.646128,
            233.054175,
            4417.310586,
            1440.381121,
            2976.929465
        ],
        [
            0.392084,
            0.265995,
            0.126089,
            0.206372,
            0.14806,
            0.185556
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103308,
            -113796,
            -82064,
            -2651465,
            -3425978,
            -1472522
        ],
        [
            1.693823,
            1.865749,
            1.488975,
            1.209328,
            1.11002,
            1.371636
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            129,
            62,
            67,
            129,
            62,
            67
        ],
        [
            97,
            51,
            46,
            97,
            51,
            46
        ],
        [
            57.079646,
            54.867257,
            59.292035,
            57.079646,
            54.867257,
            59.292035
        ],
        [
            1.27365,
            1.534729,
            1.022281,
            0.909339,
            0.913081,
            0.94172
        ],
        [
            106638,
            106638,
            46178,
            2520456,
            2520456,
            569573
        ],
        [
            -46996,
            -31635,
            -46996,
            -1320405,
            -1320405,
            -779513
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            24,
            23,
            24,
            24,
            23,
            24
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            5489,
            2729,
            2760,
            5489,
            2729,
            2760
        ],
        [
            16.296227,
            24.62956,
            0,
            16.296227,
            24.629561,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            530339,
            465303,
            -22220,
            320731,
            -94949,
            287924
        ]
    ]
}
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": 1599955200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758899194036,
    "expiration_time": 1763664480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.13351,
            "nb": 0.1,
            "nc": 0.18395
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 27,
            "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)