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Trade: KSM/USDT/480/SSF/SWMA/1300

Strategy
KSM/USDT/480/SSF/SWMA/1300
Pair
KSM_USDT
Interval
8h
Score
365836
Daily Profit
0.383068
Profit Factor
2.165006
Profitability
40.217391
Streak
0.000000
Best Strategy
Training Data Length
1848.330000
Evaluation Time
2025-09-26 16:48
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 708035.198 599627.1582 108408.0398 316661.3545 -225924.1624 542585.5169
Total P&L (%) 708.0352 599.6272 108.408 316.6614 -225.9242 542.5855
Avg Daily Profit (%) 0.3831 0.3244 0.0587 0.0772 0 0.1007
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160962 -129177 -91025 -1150181 -812731 -669753
Profit Factor 2.165 2.786 1.3985 1.0961 0.8799 1.3835
Total Trades 92 46 46 92 46 46
Winning Trades 37 14 23 37 14 23
Losing Trades 55 32 23 55 32 23
Profitability (%) 40.2174 30.4348 50 40.2174 30.4348 50
Ratio Avg Win / Avg Loss 3.2183 6.368 1.3985 1.6293 2.0111 1.3835
Largest Winning Trade 561544 561544 55238 504060 504060 338068
Largest Losing Trade -40608 -29032 -40608 -455852 -361433 -455852
Avg Bars in Trades 59 54 64 59 54 64
Avg Bars in Winners 94 104 88 94 104 88
Avg Bars in Losers 35 31 41 35 31 41
Bars Traded 5471 2484 2987 5471 2484 2987
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 365836 247789 -113844 -207090 -585535 -57455

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": 1600041600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758894485911,
    "expiration_time": 1763664480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 148,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 30,
            "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": [
        [
            708035.1980189212,
            599627.1581996692,
            108408.0398192522,
            316661.3544874299,
            -225924.162442237,
            542585.5169296671
        ],
        [
            708.035198,
            599.627158,
            108.40804,
            316.661354,
            -225.924162,
            542.585517
        ],
        [
            0.383068,
            0.324416,
            0.058652,
            0.07724,
            0,
            0.1007
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160962,
            -129177,
            -91025,
            -1150181,
            -812731,
            -669753
        ],
        [
            2.165006,
            2.785982,
            1.398542,
            1.096095,
            0.879856,
            1.383494
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            37,
            14,
            23,
            37,
            14,
            23
        ],
        [
            55,
            32,
            23,
            55,
            32,
            23
        ],
        [
            40.217391,
            30.434783,
            50,
            40.217391,
            30.434783,
            50
        ],
        [
            3.218252,
            6.367959,
            1.398542,
            1.62933,
            2.0111,
            1.383494
        ],
        [
            561544,
            561544,
            55238,
            504060,
            504060,
            338068
        ],
        [
            -40608,
            -29032,
            -40608,
            -455852,
            -361433,
            -455852
        ],
        [
            59,
            54,
            64,
            59,
            54,
            64
        ],
        [
            94,
            104,
            88,
            94,
            104,
            88
        ],
        [
            35,
            31,
            41,
            35,
            31,
            41
        ],
        [
            5471,
            2484,
            2987,
            5471,
            2484,
            2987
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365836,
            247789,
            -113844,
            -207090,
            -585535,
            -57455
        ]
    ]
}
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": 1600041600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758894485911,
    "expiration_time": 1763664480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 148,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 30,
            "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)