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Trade: KSM/USDT/720/MIDPRICE/TEMA/9271

Strategy
KSM/USDT/720/MIDPRICE/TEMA/9271
Pair
KSM_USDT
Interval
12h
Score
357059
Daily Profit
0.449577
Profit Factor
2.311716
Profitability
35.869565
Streak
14.107089
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-10-05 17:34
Expiration Time
2025-11-30 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 835314.4598 733202.8611 102111.5986 566375.8321 27101.0232 539274.8089
Total P&L (%) 835.3145 733.2029 102.1116 566.3758 27.101 539.2748
Avg Daily Profit (%) 0.4496 0.3946 0.055 0.1021 0.0129 0.0999
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112787 -59897 -116957 -750979 -539048 -416457
Profit Factor 2.3117 3.3113 1.3195 1.221 1.0186 1.4867
Total Trades 92 46 46 92 46 46
Winning Trades 33 13 20 33 13 20
Losing Trades 59 33 26 59 33 26
Profitability (%) 35.8696 28.2609 43.4783 35.8696 28.2609 43.4783
Ratio Avg Win / Avg Loss 4.1331 8.4055 1.7154 2.1829 2.5857 1.9327
Largest Winning Trade 576110 576110 67446 546005 546005 313730
Largest Losing Trade -35643 -20905 -35643 -140170 -124268 -140170
Avg Bars in Trades 39 31 47 39 31 47
Avg Bars in Winners 76 68 81 76 68 81
Avg Bars in Losers 18 16 20 18 16 20
Bars Traded 3608 1440 2168 3608 1440 2168
Profit Streak 14.1071 0 18.1071 14.1071 0 18.1071
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357059 23855 -120113 -60153 -393263 -58756
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3716,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759674852479,
    "expiration_time": 1764481536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 21,
            "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": [
        [
            835314.459784099,
            733202.861144636,
            102111.5986394627,
            566375.832123498,
            27101.0232393003,
            539274.8088841975
        ],
        [
            835.31446,
            733.202861,
            102.111599,
            566.375832,
            27.101023,
            539.274809
        ],
        [
            0.449577,
            0.394619,
            0.054958,
            0.102134,
            0.012908,
            0.099897
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112787,
            -59897,
            -116957,
            -750979,
            -539048,
            -416457
        ],
        [
            2.311716,
            3.311276,
            1.319516,
            1.220963,
            1.018624,
            1.486702
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            33,
            13,
            20,
            33,
            13,
            20
        ],
        [
            59,
            33,
            26,
            59,
            33,
            26
        ],
        [
            35.869565,
            28.26087,
            43.478261,
            35.869565,
            28.26087,
            43.478261
        ],
        [
            4.133068,
            8.405546,
            1.715371,
            2.182934,
            2.585737,
            1.932712
        ],
        [
            576110,
            576110,
            67446,
            546005,
            546005,
            313730
        ],
        [
            -35643,
            -20905,
            -35643,
            -140170,
            -124268,
            -140170
        ],
        [
            39,
            31,
            47,
            39,
            31,
            47
        ],
        [
            76,
            68,
            81,
            76,
            68,
            81
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            3608,
            1440,
            2168,
            3608,
            1440,
            2168
        ],
        [
            14.107089,
            0,
            18.107089,
            14.107089,
            0,
            18.107089
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357059,
            23855,
            -120113,
            -60153,
            -393263,
            -58756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3716,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759674852479,
    "expiration_time": 1764481536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 21,
            "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)