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Trade: KSM/USDT/720/HILO/ZLMA/7405

Strategy
KSM/USDT/720/HILO/ZLMA/7405
Pair
KSM_USDT
Interval
12h
Score
320730
Daily Profit
0.239684
Profit Factor
1.502634
Profitability
41.176471
Streak
13.586823
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-09-28 17:05
Expiration Time
2025-11-23 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443655.5462 349974.0412 93681.505 214370.2952 386359.2151 -171988.9199
Total P&L (%) 443.6555 349.974 93.6815 214.3703 386.3592 -171.9889
Avg Daily Profit (%) 0.2397 0.1891 0.0506 0.0619 0.0855 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218481 -198151 -97031 -963993 -550356 -472830
Profit Factor 1.5026 1.7328 1.2313 1.0799 1.2748 0.8653
Total Trades 204 102 102 204 102 102
Winning Trades 84 37 47 84 37 47
Losing Trades 120 65 55 120 65 55
Profitability (%) 41.1765 36.2745 46.0784 41.1765 36.2745 46.0784
Ratio Avg Win / Avg Loss 2.1466 3.044 1.4409 1.5427 2.2395 1.0126
Largest Winning Trade 229350 229350 52172 416202 416202 194665
Largest Losing Trade -36586 -36586 -26840 -325992 -325992 -214338
Avg Bars in Trades 17 18 16 17 18 16
Avg Bars in Winners 28 30 25 28 30 25
Avg Bars in Losers 10 11 9 10 11 9
Bars Traded 3590 1867 1722 3590 1867 1722
Profit Streak 13.5868 0 21.0868 13.5868 0 21.0868
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320730 196915 -126638 -243285 -83118 -580089
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068301520,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 62,
            "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": [
        [
            443655.5462405508,
            349974.0412233208,
            93681.5050172303,
            214370.2951902986,
            386359.2151056521,
            -171988.9199153536
        ],
        [
            443.655546,
            349.974041,
            93.681505,
            214.370295,
            386.359215,
            -171.98892
        ],
        [
            0.239684,
            0.189073,
            0.050611,
            0.061899,
            0.085492,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218481,
            -198151,
            -97031,
            -963993,
            -550356,
            -472830
        ],
        [
            1.502634,
            1.73276,
            1.231284,
            1.079899,
            1.274816,
            0.865333
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            84,
            37,
            47,
            84,
            37,
            47
        ],
        [
            120,
            65,
            55,
            120,
            65,
            55
        ],
        [
            41.176471,
            36.27451,
            46.078431,
            41.176471,
            36.27451,
            46.078431
        ],
        [
            2.146621,
            3.044037,
            1.440864,
            1.542712,
            2.239541,
            1.012624
        ],
        [
            229350,
            229350,
            52172,
            416202,
            416202,
            194665
        ],
        [
            -36586,
            -36586,
            -26840,
            -325992,
            -325992,
            -214338
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            28,
            30,
            25,
            28,
            30,
            25
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            3590,
            1867,
            1722,
            3590,
            1867,
            1722
        ],
        [
            13.586823,
            0,
            21.086823,
            13.586823,
            0,
            21.086823
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320730,
            196915,
            -126638,
            -243285,
            -83118,
            -580089
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068301520,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 62,
            "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)