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Trade: KSM/USDT/720/MIDPRICE/JMA/3836

Strategy
KSM/USDT/720/MIDPRICE/JMA/3836
Pair
KSM_USDT
Interval
12h
Score
347019
Daily Profit
0.212119
Profit Factor
1.397054
Profitability
59.006211
Streak
12.502606
Best Strategy
Training Data Length
1856.500000
Evaluation Time
2025-10-04 15:03
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 393798.3379 363931.8062 29866.5317 -36882.9361 221126.8107 -258009.7469
Total P&L (%) 393.7983 363.9318 29.8665 -36.8829 221.1268 -258.0097
Avg Daily Profit (%) 0.2121 0.196 0.0161 -0.0248 0.0629 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -275737 -120168 -233489 -268109 -84059 -291654
Profit Factor 1.3971 1.9457 1.0492 0.9347 2.5339 0.3872
Total Trades 161 81 80 161 81 80
Winning Trades 95 51 44 95 51 44
Losing Trades 66 30 36 66 30 36
Profitability (%) 59.0062 62.963 55 59.0062 62.963 55
Ratio Avg Win / Avg Loss 0.9706 1.1445 0.8584 0.6494 1.4906 0.3168
Largest Winning Trade 172533 172533 65122 172923 172923 33102
Largest Losing Trade -64253 -64253 -62058 -107219 -43538 -107219
Avg Bars in Trades 22 16 27 22 16 27
Avg Bars in Winners 19 14 26 19 14 26
Avg Bars in Losers 25 20 30 25 20 30
Bars Traded 3551 1327 2224 3551 1327 2224
Profit Streak 12.5026 62.0026 0 12.5026 62.0026 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347019 36318 -361077 -577873 -114433 -599310
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": 1601510400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759579425166,
    "expiration_time": 1764348048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "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": [
        [
            393798.3379058777,
            363931.8061732381,
            29866.5317326395,
            -36882.936143213,
            221126.8107178476,
            -258009.7468610609
        ],
        [
            393.798338,
            363.931806,
            29.866532,
            -36.882936,
            221.126811,
            -258.009747
        ],
        [
            0.212119,
            0.196031,
            0.016088,
            -0.024784,
            0.062862,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -275737,
            -120168,
            -233489,
            -268109,
            -84059,
            -291654
        ],
        [
            1.397054,
            1.945675,
            1.049207,
            0.93474,
            2.533936,
            0.387163
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            95,
            51,
            44,
            95,
            51,
            44
        ],
        [
            66,
            30,
            36,
            66,
            30,
            36
        ],
        [
            59.006211,
            62.962963,
            55,
            59.006211,
            62.962963,
            55
        ],
        [
            0.970585,
            1.144515,
            0.858442,
            0.649398,
            1.49055,
            0.31677
        ],
        [
            172533,
            172533,
            65122,
            172923,
            172923,
            33102
        ],
        [
            -64253,
            -64253,
            -62058,
            -107219,
            -43538,
            -107219
        ],
        [
            22,
            16,
            27,
            22,
            16,
            27
        ],
        [
            19,
            14,
            26,
            19,
            14,
            26
        ],
        [
            25,
            20,
            30,
            25,
            20,
            30
        ],
        [
            3551,
            1327,
            2224,
            3551,
            1327,
            2224
        ],
        [
            12.502606,
            62.002606,
            0,
            12.502606,
            62.002606,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347019,
            36318,
            -361077,
            -577873,
            -114433,
            -599310
        ]
    ]
}
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": 1601510400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759579425166,
    "expiration_time": 1764348048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "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)