← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: KSM/USDT/720/FWMA/MIDPRICE/8463

Strategy
KSM/USDT/720/FWMA/MIDPRICE/8463
Pair
KSM_USDT
Interval
12h
Score
464908
Daily Profit
0.154796
Profit Factor
1.771905
Profitability
52.380952
Streak
81.512999
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-10-07 03:18
Expiration Time
2025-12-01 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -891852.1968 -56089.8816 -835762.3151 -72074.4104 1673302.6073 -1745377.0177
Total P&L (%) -891.8522 -56.0899 -835.7623 -72.0744 1673.3026 -1745.377
Avg Daily Profit (%) -0.4797 -0.0302 -0.4496 -0.0686 0.1548 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -274159 -207262 -118789 -2029543 -852281 -1208923
Profit Factor 0.4017 0.8469 0.2567 0.9857 1.7719 0.3894
Total Trades 85 42 43 85 42 43
Winning Trades 66 31 35 42 22 20
Losing Trades 19 11 8 43 20 23
Profitability (%) 77.6471 73.8095 81.3953 49.4118 52.381 46.5116
Ratio Avg Win / Avg Loss 0.1156 0.3005 0.0587 1.0091 1.6108 0.4478
Largest Winning Trade 32113 32113 23119 1508265 1508265 657022
Largest Losing Trade -886153 -57892 -886153 -886153 -577504 -886153
Avg Bars in Trades 41 53 30 41 53 30
Avg Bars in Winners 14 15 13 47 65 26
Avg Bars in Losers 136 159 105 36 39 33
Bars Traded 3552 2237 1316 3552 2237 1316
Profit Streak 81.513 81.513 130.513 81.513 81.513 130.513
Trades During Streak 15 7 8 15 7 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574972 -576097 -575185 -577396 464908 -580566
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759796323098,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 104,
            "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": [
        [
            -891852.1967610586,
            -56089.881640504,
            -835762.3151205548,
            -72074.4104128058,
            1673302.6072994492,
            -1745377.0177122548
        ],
        [
            -891.852197,
            -56.089882,
            -835.762315,
            -72.07441,
            1673.302607,
            -1745.377018
        ],
        [
            -0.479748,
            -0.030172,
            -0.449576,
            -0.068595,
            0.154796,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -274159,
            -207262,
            -118789,
            -2029543,
            -852281,
            -1208923
        ],
        [
            0.401713,
            0.846855,
            0.256719,
            0.98566,
            1.771905,
            0.389399
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            66,
            31,
            35,
            42,
            22,
            20
        ],
        [
            19,
            11,
            8,
            43,
            20,
            23
        ],
        [
            77.647059,
            73.809524,
            81.395349,
            49.411765,
            52.380952,
            46.511628
        ],
        [
            0.115645,
            0.300497,
            0.058679,
            1.009128,
            1.610823,
            0.447809
        ],
        [
            32113,
            32113,
            23119,
            1508265,
            1508265,
            657022
        ],
        [
            -886153,
            -57892,
            -886153,
            -886153,
            -577504,
            -886153
        ],
        [
            41,
            53,
            30,
            41,
            53,
            30
        ],
        [
            14,
            15,
            13,
            47,
            65,
            26
        ],
        [
            136,
            159,
            105,
            36,
            39,
            33
        ],
        [
            3552,
            2237,
            1316,
            3552,
            2237,
            1316
        ],
        [
            81.512999,
            81.512999,
            130.512999,
            81.512999,
            81.512999,
            130.512999
        ],
        [
            15,
            7,
            8,
            15,
            7,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574972,
            -576097,
            -575185,
            -577396,
            464908,
            -580566
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759796323098,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 104,
            "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)