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Trade: KSM/USDT/720/BBM/LINREG/1891

Strategy
KSM/USDT/720/BBM/LINREG/1891
Pair
KSM_USDT
Interval
12h
Score
346552
Daily Profit
0.151030
Profit Factor
1.259039
Profitability
49.700599
Streak
63.560635
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-26 04:27
Expiration Time
2025-11-18 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278952.3728 283220.8895 -4268.5167 -68303.2163 266317.0212 -334620.2375
Total P&L (%) 278.9524 283.2209 -4.2685 -68.3032 266.317 -334.6202
Avg Daily Profit (%) 0.151 0.1533 -0.0023 -0.0622 0.0703 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -238294 -204987 -117791 -443418 -234083 -413044
Profit Factor 1.259 1.5209 0.992 0.936 1.6442 0.4888
Total Trades 167 83 84 167 83 84
Winning Trades 83 32 51 83 32 51
Losing Trades 84 51 33 84 51 33
Profitability (%) 49.7006 38.5542 60.7143 49.7006 38.5542 60.7143
Ratio Avg Win / Avg Loss 1.2742 2.424 0.6419 0.9473 2.6204 0.3163
Largest Winning Trade 138231 138231 32767 127495 127495 44356
Largest Losing Trade -62714 -49076 -62714 -282613 -134296 -282613
Avg Bars in Trades 21 20 23 21 20 23
Avg Bars in Winners 19 16 20 19 16 20
Avg Bars in Losers 24 22 26 24 22 26
Bars Traded 3624 1686 1938 3624 1686 1938
Profit Streak 63.5606 90.0606 63.5606 63.5606 90.0606 63.5606
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346552 238435 -577775 -578187 -99078 -577775

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758850038912,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 54,
            "offset": 0,
            "std": 2.31927
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 27,
            "offset": 21
        }
    }
}
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": [
        [
            278952.3727623106,
            283220.8895122475,
            -4268.5167499372,
            -68303.2162906032,
            266317.0211814391,
            -334620.2374720424
        ],
        [
            278.952373,
            283.22089,
            -4.268517,
            -68.303216,
            266.317021,
            -334.620237
        ],
        [
            0.15103,
            0.153341,
            -0.002311,
            -0.062187,
            0.070319,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -238294,
            -204987,
            -117791,
            -443418,
            -234083,
            -413044
        ],
        [
            1.259039,
            1.520939,
            0.991995,
            0.936046,
            1.644171,
            0.488798
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            83,
            32,
            51,
            83,
            32,
            51
        ],
        [
            84,
            51,
            33,
            84,
            51,
            33
        ],
        [
            49.700599,
            38.554217,
            60.714286,
            49.700599,
            38.554217,
            60.714286
        ],
        [
            1.274208,
            2.423996,
            0.641879,
            0.947323,
            2.620397,
            0.316281
        ],
        [
            138231,
            138231,
            32767,
            127495,
            127495,
            44356
        ],
        [
            -62714,
            -49076,
            -62714,
            -282613,
            -134296,
            -282613
        ],
        [
            21,
            20,
            23,
            21,
            20,
            23
        ],
        [
            19,
            16,
            20,
            19,
            16,
            20
        ],
        [
            24,
            22,
            26,
            24,
            22,
            26
        ],
        [
            3624,
            1686,
            1938,
            3624,
            1686,
            1938
        ],
        [
            63.560635,
            90.060635,
            63.560635,
            63.560636,
            90.060636,
            63.560636
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346552,
            238435,
            -577775,
            -578187,
            -99078,
            -577775
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758850038912,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 54,
            "offset": 0,
            "std": 2.31927
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 27,
            "offset": 21
        }
    }
}

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)