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Trade: KSM/USDT/480/SWMA/JMA/2654

Strategy
KSM/USDT/480/SWMA/JMA/2654
Pair
KSM_USDT
Interval
8h
Score
529018
Daily Profit
0.428031
Profit Factor
4.149349
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1854.670000
Evaluation Time
2025-10-03 01:55
Expiration Time
2025-11-27 09:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 977437.1391 793856.8892 183580.2499 2471872.4939 -115027.2222 2586899.7161
Total P&L (%) 977.4371 793.8569 183.5803 2471.8725 -115.0272 2586.8997
Avg Daily Profit (%) 0.527 0.428 0.099 0.1752 0 0.1776
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115148 -87388 -56463 -1906298 -1432909 -1025566
Profit Factor 3.2944 4.1493 2.0554 1.3731 0.9719 2.0224
Total Trades 63 32 31 63 32 31
Winning Trades 32 14 18 32 14 18
Losing Trades 31 18 13 31 18 13
Profitability (%) 50.7937 43.75 58.0645 50.7937 43.75 58.0645
Ratio Avg Win / Avg Loss 3.1914 5.3349 1.4845 1.3302 1.2496 1.4606
Largest Winning Trade 677833 677833 65517 1262189 1126180 1262189
Largest Losing Trade -37834 -31721 -37834 -728751 -426846 -728751
Avg Bars in Trades 85 69 101 85 69 101
Avg Bars in Winners 127 110 140 127 110 140
Avg Bars in Losers 41 37 47 41 37 47
Bars Traded 5374 2230 3144 5374 2230 3144
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 -133766 529018 -57027 -142540 -581574 417025
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5564,
    "evaluation_days": 1854.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602057600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759445726068,
    "expiration_time": 1764228096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 50,
            "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": [
        [
            977437.1391238454,
            793856.8892443606,
            183580.2498794848,
            2471872.4939044616,
            -115027.2222090851,
            2586899.716113546
        ],
        [
            977.437139,
            793.856889,
            183.58025,
            2471.872494,
            -115.027222,
            2586.899716
        ],
        [
            0.527014,
            0.428031,
            0.098983,
            0.175237,
            0,
            0.1776
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115148,
            -87388,
            -56463,
            -1906298,
            -1432909,
            -1025566
        ],
        [
            3.294373,
            4.149349,
            2.055394,
            1.373133,
            0.971906,
            2.022394
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            50.793651,
            43.75,
            58.064516,
            50.793651,
            43.75,
            58.064516
        ],
        [
            3.191424,
            5.334877,
            1.484451,
            1.330222,
            1.249594,
            1.460618
        ],
        [
            677833,
            677833,
            65517,
            1262189,
            1126180,
            1262189
        ],
        [
            -37834,
            -31721,
            -37834,
            -728751,
            -426846,
            -728751
        ],
        [
            85,
            69,
            101,
            85,
            69,
            101
        ],
        [
            127,
            110,
            140,
            127,
            110,
            140
        ],
        [
            41,
            37,
            47,
            41,
            37,
            47
        ],
        [
            5374,
            2230,
            3144,
            5374,
            2230,
            3144
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133766,
            529018,
            -57027,
            -142540,
            -581574,
            417025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5564,
    "evaluation_days": 1854.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602057600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759445726068,
    "expiration_time": 1764228096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 50,
            "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)