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Trade: KSM/USDT/720/MIDPRICE/MIDPOINT/4638

Strategy
KSM/USDT/720/MIDPRICE/MIDPOINT/4638
Pair
KSM_USDT
Interval
12h
Score
351801
Daily Profit
0.214578
Profit Factor
1.521789
Profitability
46.938776
Streak
0.000000
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 398901.2865 288061.7951 110839.4915 345703.0055 540500.6621 -194797.6565
Total P&L (%) 398.9013 288.0618 110.8395 345.703 540.5007 -194.7977
Avg Daily Profit (%) 0.2146 0.155 0.0596 0.0804 0.0999 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201206 -145883 -101828 -663229 -439090 -455368
Profit Factor 1.5218 1.7668 1.2851 1.1434 1.5165 0.8572
Total Trades 147 74 73 147 74 73
Winning Trades 69 33 36 69 33 36
Losing Trades 78 41 37 78 41 37
Profitability (%) 46.9388 44.5946 49.3151 46.9388 44.5946 49.3151
Ratio Avg Win / Avg Loss 1.7203 2.1951 1.3208 1.2925 1.8841 0.8811
Largest Winning Trade 118904 118904 41426 275786 275786 136058
Largest Losing Trade -44227 -29334 -44227 -228884 -102416 -228884
Avg Bars in Trades 23 18 29 23 18 29
Avg Bars in Winners 28 17 39 28 17 39
Avg Bars in Losers 19 19 18 19 19 18
Bars Traded 3485 1350 2135 3485 1350 2135
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351801 -55696 -185262 -148901 -122891 -652724
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602590400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759796327228,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 65,
            "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": [
        [
            398901.2865291809,
            288061.7950693481,
            110839.4914598327,
            345703.0055363002,
            540500.6620517023,
            -194797.6565154025
        ],
        [
            398.901287,
            288.061795,
            110.839491,
            345.703006,
            540.500662,
            -194.797657
        ],
        [
            0.214578,
            0.154955,
            0.059623,
            0.080424,
            0.099947,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201206,
            -145883,
            -101828,
            -663229,
            -439090,
            -455368
        ],
        [
            1.521789,
            1.766753,
            1.285082,
            1.143385,
            1.516487,
            0.85724
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            46.938776,
            44.594595,
            49.315068,
            46.938776,
            44.594595,
            49.315068
        ],
        [
            1.720283,
            2.195057,
            1.320779,
            1.292522,
            1.88412,
            0.881053
        ],
        [
            118904,
            118904,
            41426,
            275786,
            275786,
            136058
        ],
        [
            -44227,
            -29334,
            -44227,
            -228884,
            -102416,
            -228884
        ],
        [
            23,
            18,
            29,
            23,
            18,
            29
        ],
        [
            28,
            17,
            39,
            28,
            17,
            39
        ],
        [
            19,
            19,
            18,
            19,
            19,
            18
        ],
        [
            3485,
            1350,
            2135,
            3485,
            1350,
            2135
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351801,
            -55696,
            -185262,
            -148901,
            -122891,
            -652724
        ]
    ]
}
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": 1602590400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759796327228,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 65,
            "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)