← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: KSM/USDT/720/PWMA/SUPERTREND/9640

Strategy
KSM/USDT/720/PWMA/SUPERTREND/9640
Pair
KSM_USDT
Interval
12h
Score
301079
Daily Profit
0.166392
Profit Factor
1.383039
Profitability
49.586777
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 309488.3306 252774.3685 56713.962 11108.6617 343783.0117 -332674.35
Total P&L (%) 309.4883 252.7744 56.714 11.1087 343.783 -332.6744
Avg Daily Profit (%) 0.1664 0.1359 0.0305 0.0057 0.0801 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178170 -135138 -130914 -716844 -492075 -555898
Profit Factor 1.383 1.5465 1.1642 1.0066 1.397 0.5966
Total Trades 121 61 60 121 61 60
Winning Trades 60 30 30 60 30 30
Losing Trades 61 31 30 61 31 30
Profitability (%) 49.5868 49.1803 50 49.5868 49.1803 50
Ratio Avg Win / Avg Loss 1.4061 1.598 1.1642 1.0233 1.4435 0.5966
Largest Winning Trade 90904 90904 40570 304118 304118 62753
Largest Losing Trade -59750 -49186 -59750 -284972 -284972 -189329
Avg Bars in Trades 29 30 28 29 30 28
Avg Bars in Winners 36 38 35 36 38 35
Avg Bars in Losers 22 23 20 22 23 20
Bars Traded 3563 1883 1680 3563 1883 1680
Profit Streak 0 0 45.1612 0 0 45.1612
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301079 -170904 -361314 -529402 -247263 -749124
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602676800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759852325815,
    "expiration_time": 1764659520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 65,
            "offset": 0,
            "multiplier": 2.78284
        }
    }
}
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": [
        [
            309488.3305874568,
            252774.3685494284,
            56713.9620380284,
            11108.6616952482,
            343783.0116573398,
            -332674.3499620913
        ],
        [
            309.488331,
            252.774369,
            56.713962,
            11.108662,
            343.783012,
            -332.67435
        ],
        [
            0.166392,
            0.1359,
            0.030491,
            0.005664,
            0.080149,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178170,
            -135138,
            -130914,
            -716844,
            -492075,
            -555898
        ],
        [
            1.383039,
            1.546491,
            1.164179,
            1.00657,
            1.396951,
            0.596606
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            49.586777,
            49.180328,
            50,
            49.586777,
            49.180328,
            50
        ],
        [
            1.40609,
            1.598041,
            1.164179,
            1.023346,
            1.443516,
            0.596606
        ],
        [
            90904,
            90904,
            40570,
            304118,
            304118,
            62753
        ],
        [
            -59750,
            -49186,
            -59750,
            -284972,
            -284972,
            -189329
        ],
        [
            29,
            30,
            28,
            29,
            30,
            28
        ],
        [
            36,
            38,
            35,
            36,
            38,
            35
        ],
        [
            22,
            23,
            20,
            22,
            23,
            20
        ],
        [
            3563,
            1883,
            1680,
            3563,
            1883,
            1680
        ],
        [
            0,
            0,
            45.161178,
            0,
            0,
            45.161178
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301079,
            -170904,
            -361314,
            -529402,
            -247263,
            -749124
        ]
    ]
}
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": 1602676800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759852325815,
    "expiration_time": 1764659520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 65,
            "offset": 0,
            "multiplier": 2.78284
        }
    }
}

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)