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Trade: KSM/USDT/480/MIDPRICE/SINWMA/1496

Strategy
KSM/USDT/480/MIDPRICE/SINWMA/1496
Pair
KSM_USDT
Interval
8h
Score
379838
Daily Profit
0.340651
Profit Factor
3.306147
Profitability
37.142857
Streak
0.000000
Best Strategy
Training Data Length
1847.670000
Evaluation Time
2025-09-25 23:09
Expiration Time
2025-11-20 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 754489.5241 629410.417 125079.107 611584.3047 366600.0024 244984.3023
Total P&L (%) 754.4895 629.4104 125.0791 611.5843 366.6 244.9843
Avg Daily Profit (%) 0.4083 0.3407 0.0677 0.1063 0.0834 0.067
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117818 -76849 -66717 -2029981 -1697663 -1060838
Profit Factor 2.5898 3.3061 1.6203 1.0915 1.095 1.0866
Total Trades 69 35 34 69 35 34
Winning Trades 27 13 14 27 13 14
Losing Trades 42 22 20 42 22 20
Profitability (%) 39.1304 37.1429 41.1765 39.1304 37.1429 41.1765
Ratio Avg Win / Avg Loss 4.0286 5.595 2.3147 1.6979 1.8531 1.5524
Largest Winning Trade 603937 603937 59872 1173124 1173124 882938
Largest Losing Trade -31365 -29982 -31365 -677819 -616202 -677819
Avg Bars in Trades 77 54 100 77 54 100
Avg Bars in Winners 137 79 192 137 79 192
Avg Bars in Losers 38 40 35 38 40 35
Bars Traded 5323 1918 3405 5323 1918 3405
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 -95747 379838 -102926 -279993 -201498 -230966

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5543,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1604160000000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758830961904,
    "expiration_time": 1763605152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 21,
            "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": [
        [
            754489.5240691811,
            629410.417044982,
            125079.1070241991,
            611584.3046693846,
            366600.0023940353,
            244984.3022753494
        ],
        [
            754.489524,
            629.410417,
            125.079107,
            611.584305,
            366.600002,
            244.984302
        ],
        [
            0.408346,
            0.340651,
            0.067696,
            0.106262,
            0.083399,
            0.067044
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117818,
            -76849,
            -66717,
            -2029981,
            -1697663,
            -1060838
        ],
        [
            2.589818,
            3.306147,
            1.620282,
            1.091486,
            1.095032,
            1.086648
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            39.130435,
            37.142857,
            41.176471,
            39.130435,
            37.142857,
            41.176471
        ],
        [
            4.028606,
            5.595018,
            2.314688,
            1.697867,
            1.853132,
            1.552354
        ],
        [
            603937,
            603937,
            59872,
            1173124,
            1173124,
            882938
        ],
        [
            -31365,
            -29982,
            -31365,
            -677819,
            -616202,
            -677819
        ],
        [
            77,
            54,
            100,
            77,
            54,
            100
        ],
        [
            137,
            79,
            192,
            137,
            79,
            192
        ],
        [
            38,
            40,
            35,
            38,
            40,
            35
        ],
        [
            5323,
            1918,
            3405,
            5323,
            1918,
            3405
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95747,
            379838,
            -102926,
            -279993,
            -201498,
            -230966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5543,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1604160000000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758830961904,
    "expiration_time": 1763605152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 21,
            "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)