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Trade: KSM/USDT/720/FWMA/DCM/9028

Strategy
KSM/USDT/720/FWMA/DCM/9028
Pair
KSM_USDT
Interval
12h
Score
537786
Daily Profit
0.152963
Profit Factor
2.363213
Profitability
68.571429
Streak
76.865472
Best Strategy
Training Data Length
1856.500000
Evaluation Time
2025-10-04 11:46
Expiration Time
2025-11-28 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -827206.6436 -73308.7197 -753897.924 -72683.8623 1607441.0832 -1680124.9455
Total P&L (%) -827.2066 -73.3087 -753.8979 -72.6839 1607.4411 -1680.1249
Avg Daily Profit (%) -0.4456 -0.0395 -0.4061 -0.0699 0.153 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -969451 -190190 -842866 -2456481 -780958 -1989718
Profit Factor 0.3719 0.7706 0.2442 0.9788 2.3632 0.2545
Total Trades 71 35 36 71 35 36
Winning Trades 55 26 29 47 24 23
Losing Trades 16 9 7 24 11 13
Profitability (%) 77.4648 74.2857 80.5556 66.1972 68.5714 63.8889
Ratio Avg Win / Avg Loss 0.1082 0.2667 0.0589 0.4998 1.0831 0.1439
Largest Winning Trade 32113 32113 18514 1235175 1235175 241522
Largest Losing Trade -806202 -57293 -806202 -1076348 -394960 -1076348
Avg Bars in Trades 49 65 35 49 65 35
Avg Bars in Winners 14 13 15 47 66 28
Avg Bars in Losers 173 215 118 54 62 46
Bars Traded 3549 2279 1270 3549 2279 1270
Profit Streak 76.8655 76.8655 127.3655 76.8655 76.8655 127.3655
Trades During Streak 13 6 7 13 6 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -666526 -576124 -575351 -667987 537786 -577493
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604793600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759567576754,
    "expiration_time": 1764348048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 131,
            "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": [
        [
            -827206.6436453726,
            -73308.7196826802,
            -753897.9239626925,
            -72683.8622744439,
            1607441.0832216728,
            -1680124.9454961168
        ],
        [
            -827.206644,
            -73.30872,
            -753.897924,
            -72.683862,
            1607.441083,
            -1680.124945
        ],
        [
            -0.445573,
            -0.039488,
            -0.406086,
            -0.069876,
            0.152963,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -969451,
            -190190,
            -842866,
            -2456481,
            -780958,
            -1989718
        ],
        [
            0.37188,
            0.770563,
            0.244168,
            0.978827,
            2.363213,
            0.254503
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            55,
            26,
            29,
            47,
            24,
            23
        ],
        [
            16,
            9,
            7,
            24,
            11,
            13
        ],
        [
            77.464789,
            74.285714,
            80.555556,
            66.197183,
            68.571429,
            63.888889
        ],
        [
            0.108183,
            0.266733,
            0.058937,
            0.499827,
            1.083139,
            0.14385
        ],
        [
            32113,
            32113,
            18514,
            1235175,
            1235175,
            241522
        ],
        [
            -806202,
            -57293,
            -806202,
            -1076348,
            -394960,
            -1076348
        ],
        [
            49,
            65,
            35,
            49,
            65,
            35
        ],
        [
            14,
            13,
            15,
            47,
            66,
            28
        ],
        [
            173,
            215,
            118,
            54,
            62,
            46
        ],
        [
            3549,
            2279,
            1270,
            3549,
            2279,
            1270
        ],
        [
            76.865472,
            76.865472,
            127.365472,
            76.865472,
            76.865472,
            127.365472
        ],
        [
            13,
            6,
            7,
            13,
            6,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -666526,
            -576124,
            -575351,
            -667987,
            537786,
            -577493
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604793600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759567576754,
    "expiration_time": 1764348048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 131,
            "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)