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Trade: KSM/USDT/720/DCL/BBL/2423

Strategy
KSM/USDT/720/DCL/BBL/2423
Pair
KSM_USDT
Interval
12h
Score
307655
Daily Profit
0.155431
Profit Factor
1.324555
Profitability
53.488372
Streak
0.000000
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-10-06 11:43
Expiration Time
2025-11-30 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288869.3365 290632.4419 -1763.1054 -129580.3503 39084.5785 -168664.9288
Total P&L (%) 288.8693 290.6324 -1.7631 -129.5804 39.0846 -168.6649
Avg Daily Profit (%) 0.1554 0.1564 -0.0009 0 0.0178 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201699 -126725 -132145 -1040832 -857509 -460038
Profit Factor 1.3246 1.5844 0.9955 0.9654 1.0184 0.8962
Total Trades 129 64 65 129 64 65
Winning Trades 69 29 40 67 30 37
Losing Trades 60 35 25 62 34 28
Profitability (%) 53.4884 45.3125 61.5385 51.938 46.875 56.9231
Ratio Avg Win / Avg Loss 1.1518 1.9123 0.6222 0.8934 1.1542 0.6782
Largest Winning Trade 268229 268229 25708 503470 503470 138379
Largest Losing Trade -119493 -48085 -119493 -395599 -321189 -395599
Avg Bars in Trades 27 37 17 27 37 17
Avg Bars in Winners 27 47 13 31 51 15
Avg Bars in Losers 27 30 24 23 25 20
Bars Traded 3565 2416 1149 3565 2416 1149
Profit Streak 0 49.3636 0 6.8636 0 45.3636
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307655 -130536 -710684 -579221 -512101 -710726
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740213816,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 41,
            "offset": 0,
            "std": 2.27569
        }
    }
}
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": [
        [
            288869.3365052892,
            290632.4418762269,
            -1763.1053709375,
            -129580.3502921181,
            39084.5784763494,
            -168664.9287684671
        ],
        [
            288.869337,
            290.632442,
            -1.763105,
            -129.58035,
            39.084578,
            -168.664929
        ],
        [
            0.155431,
            0.15638,
            -0.000949,
            0,
            0.017753,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201699,
            -126725,
            -132145,
            -1040832,
            -857509,
            -460038
        ],
        [
            1.324555,
            1.584436,
            0.995511,
            0.965413,
            1.018419,
            0.896175
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            69,
            29,
            40,
            67,
            30,
            37
        ],
        [
            60,
            35,
            25,
            62,
            34,
            28
        ],
        [
            53.488372,
            45.3125,
            61.538462,
            51.937984,
            46.875,
            56.923077
        ],
        [
            1.151787,
            1.91225,
            0.622194,
            0.893367,
            1.154208,
            0.678186
        ],
        [
            268229,
            268229,
            25708,
            503470,
            503470,
            138379
        ],
        [
            -119493,
            -48085,
            -119493,
            -395599,
            -321189,
            -395599
        ],
        [
            27,
            37,
            17,
            27,
            37,
            17
        ],
        [
            27,
            47,
            13,
            31,
            51,
            15
        ],
        [
            27,
            30,
            24,
            23,
            25,
            20
        ],
        [
            3565,
            2416,
            1149,
            3565,
            2416,
            1149
        ],
        [
            0,
            49.363586,
            0,
            6.863586,
            0,
            45.363586
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307655,
            -130536,
            -710684,
            -579221,
            -512101,
            -710726
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740213816,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 41,
            "offset": 0,
            "std": 2.27569
        }
    }
}

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)