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Trade: KSM/USDT/720/MIDPOINT/DCM/1224

Strategy
KSM/USDT/720/MIDPOINT/DCM/1224
Pair
KSM_USDT
Interval
12h
Score
606047
Daily Profit
0.472560
Profit Factor
3.688856
Profitability
48.888889
Streak
0.000000
Best Strategy
Training Data Length
1860.000000
Evaluation Time
2025-10-07 18:52
Expiration Time
2025-12-02 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 807604.8215 878961.6778 -71356.8563 -110932.7902 464541.8263 -575474.6166
Total P&L (%) 807.6048 878.9617 -71.3569 -110.9328 464.5418 -575.4746
Avg Daily Profit (%) 0.4342 0.4726 -0.0384 0 0.0931 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -255810 -122780 -176935 -1014052 -697357 -625612
Profit Factor 1.9987 3.6889 0.8519 0.9623 1.4007 0.677
Total Trades 91 45 46 91 45 46
Winning Trades 50 22 28 54 26 28
Losing Trades 41 23 18 37 19 18
Profitability (%) 54.9451 48.8889 60.8696 59.3407 57.7778 60.8696
Ratio Avg Win / Avg Loss 1.6389 3.8565 0.5476 0.6593 1.0236 0.4352
Largest Winning Trade 986199 986199 50842 866839 866839 234561
Largest Losing Trade -119661 -63521 -119661 -362613 -362613 -360998
Avg Bars in Trades 39 36 41 39 36 41
Avg Bars in Winners 41 39 44 43 43 42
Avg Bars in Losers 35 33 38 33 26 41
Bars Traded 3559 1630 1928 3559 1630 1928
Profit Streak 38.1611 0 78.1611 0 338.1611 0
Trades During Streak 1 0 1 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549590 606047 -578737 -579324 -65496 -579295
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603713600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759852320379,
    "expiration_time": 1764659520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 78,
            "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": [
        [
            807604.8215201062,
            878961.6778136529,
            -71356.8562935463,
            -110932.7902453134,
            464541.8263347651,
            -575474.6165800786
        ],
        [
            807.604822,
            878.961678,
            -71.356856,
            -110.93279,
            464.541826,
            -575.474617
        ],
        [
            0.434196,
            0.47256,
            -0.038364,
            0,
            0.093099,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -255810,
            -122780,
            -176935,
            -1014052,
            -697357,
            -625612
        ],
        [
            1.998674,
            3.688856,
            0.851891,
            0.962282,
            1.400706,
            0.677024
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            50,
            22,
            28,
            54,
            26,
            28
        ],
        [
            41,
            23,
            18,
            37,
            19,
            18
        ],
        [
            54.945055,
            48.888889,
            60.869565,
            59.340659,
            57.777778,
            60.869565
        ],
        [
            1.638912,
            3.856531,
            0.547644,
            0.659341,
            1.023593,
            0.43523
        ],
        [
            986199,
            986199,
            50842,
            866839,
            866839,
            234561
        ],
        [
            -119661,
            -63521,
            -119661,
            -362613,
            -362613,
            -360998
        ],
        [
            39,
            36,
            41,
            39,
            36,
            41
        ],
        [
            41,
            39,
            44,
            43,
            43,
            42
        ],
        [
            35,
            33,
            38,
            33,
            26,
            41
        ],
        [
            3559,
            1630,
            1928,
            3559,
            1630,
            1928
        ],
        [
            38.161115,
            0,
            78.161115,
            0,
            338.161115,
            0
        ],
        [
            1,
            0,
            1,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549590,
            606047,
            -578737,
            -579324,
            -65496,
            -579295
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603713600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759852320379,
    "expiration_time": 1764659520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 78,
            "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)