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Trade: KSM/USDT/480/SMA/HWMA/2487

Strategy
KSM/USDT/480/SMA/HWMA/2487
Pair
KSM_USDT
Interval
8h
Score
547084
Daily Profit
0.518365
Profit Factor
1.912336
Profitability
47.876448
Streak
0.000000
Best Strategy
Training Data Length
1847.670000
Evaluation Time
2025-09-26 01:32
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 957767.8784 827161.7661 130606.1123 634449.9371 411596.0514 222853.8857
Total P&L (%) 957.7679 827.1618 130.6061 634.4499 411.5961 222.8539
Avg Daily Profit (%) 0.5184 0.4477 0.0707 0.108 0.0884 0.0635
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101318 -117550 -73161 -1799352 -1263601 -1432451
Profit Factor 1.9123 2.6142 1.243 1.0529 1.0726 1.0353
Total Trades 259 130 129 259 130 129
Winning Trades 124 59 65 124 59 65
Losing Trades 135 71 64 135 71 64
Profitability (%) 47.8764 45.3846 50.3876 47.8764 45.3846 50.3876
Ratio Avg Win / Avg Loss 2.082 3.1459 1.2239 1.1463 1.2907 1.0194
Largest Winning Trade 791166 791166 48205 927619 927619 434961
Largest Losing Trade -41896 -33860 -41896 -552600 -525713 -552600
Avg Bars in Trades 20 20 21 20 20 21
Avg Bars in Winners 27 28 25 27 28 25
Avg Bars in Losers 15 13 16 15 13 16
Bars Traded 5399 2668 2731 5399 2668 2731
Profit Streak 0 0 15.6058 0 0 15.6058
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 547084 482898 -98123 -209919 -217364 -289221

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": 1602748800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758839536860,
    "expiration_time": 1763605152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.14603,
            "nc": 0.24963
        }
    }
}
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": [
        [
            957767.8783675625,
            827161.7660641666,
            130606.1123033961,
            634449.9371135967,
            411596.0513695329,
            222853.8857440644
        ],
        [
            957.767878,
            827.161766,
            130.606112,
            634.449937,
            411.596051,
            222.853886
        ],
        [
            0.518365,
            0.447678,
            0.070687,
            0.107975,
            0.088386,
            0.063453
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101318,
            -117550,
            -73161,
            -1799352,
            -1263601,
            -1432451
        ],
        [
            1.912336,
            2.614228,
            1.243043,
            1.052931,
            1.072589,
            1.035283
        ],
        [
            259,
            130,
            129,
            259,
            130,
            129
        ],
        [
            124,
            59,
            65,
            124,
            59,
            65
        ],
        [
            135,
            71,
            64,
            135,
            71,
            64
        ],
        [
            47.876448,
            45.384615,
            50.387597,
            47.876448,
            45.384615,
            50.387597
        ],
        [
            2.081979,
            3.145935,
            1.22392,
            1.146336,
            1.290743,
            1.019356
        ],
        [
            791166,
            791166,
            48205,
            927619,
            927619,
            434961
        ],
        [
            -41896,
            -33860,
            -41896,
            -552600,
            -525713,
            -552600
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            27,
            28,
            25,
            27,
            28,
            25
        ],
        [
            15,
            13,
            16,
            15,
            13,
            16
        ],
        [
            5399,
            2668,
            2731,
            5399,
            2668,
            2731
        ],
        [
            0,
            0,
            15.605751,
            0,
            0,
            15.605751
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            547084,
            482898,
            -98123,
            -209919,
            -217364,
            -289221
        ]
    ]
}
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": 1602748800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758839536860,
    "expiration_time": 1763605152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.14603,
            "nc": 0.24963
        }
    }
}

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)