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Trade: KSM/USDT/720/RMA/HILO/2201

Strategy
KSM/USDT/720/RMA/HILO/2201
Pair
KSM_USDT
Interval
12h
Score
460947
Daily Profit
0.287110
Profit Factor
1.774498
Profitability
50.406504
Streak
0.000000
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-09-28 17:05
Expiration Time
2025-11-23 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 531441.4004 414770.3146 116671.0858 395093.9352 129632.2633 265461.6719
Total P&L (%) 531.4414 414.7703 116.6711 395.0939 129.6323 265.4617
Avg Daily Profit (%) 0.2871 0.2241 0.063 0.0865 0.0449 0.07
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130716 -100045 -123326 -737629 -540903 -499849
Profit Factor 1.7745 2.2917 1.3196 1.1276 1.0881 1.1632
Total Trades 123 62 61 123 62 61
Winning Trades 62 27 35 62 27 35
Losing Trades 61 35 26 61 35 26
Profitability (%) 50.4065 43.5484 57.377 50.4065 43.5484 57.377
Ratio Avg Win / Avg Loss 1.7459 2.9707 0.9803 1.1094 1.4105 0.8641
Largest Winning Trade 264762 264762 63294 425031 425031 273406
Largest Losing Trade -50452 -50452 -40315 -316929 -233183 -316929
Avg Bars in Trades 29 21 38 29 21 38
Avg Bars in Winners 38 24 48 38 24 48
Avg Bars in Losers 21 18 24 21 18 24
Bars Traded 3661 1307 2354 3661 1307 2354
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 460947 -144499 -270952 -157085 -413196 -302768
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068308118,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            531441.4004094631,
            414770.3146396296,
            116671.0857698334,
            395093.9352196667,
            129632.2633319292,
            265461.671887738
        ],
        [
            531.4414,
            414.770315,
            116.671086,
            395.093935,
            129.632263,
            265.461672
        ],
        [
            0.28711,
            0.224079,
            0.063031,
            0.086454,
            0.044921,
            0.07004
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130716,
            -100045,
            -123326,
            -737629,
            -540903,
            -499849
        ],
        [
            1.774498,
            2.291718,
            1.319581,
            1.127563,
            1.08812,
            1.163245
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            62,
            27,
            35,
            62,
            27,
            35
        ],
        [
            61,
            35,
            26,
            61,
            35,
            26
        ],
        [
            50.406504,
            43.548387,
            57.377049,
            50.406504,
            43.548387,
            57.377049
        ],
        [
            1.745878,
            2.970746,
            0.98026,
            1.109376,
            1.410526,
            0.864125
        ],
        [
            264762,
            264762,
            63294,
            425031,
            425031,
            273406
        ],
        [
            -50452,
            -50452,
            -40315,
            -316929,
            -233183,
            -316929
        ],
        [
            29,
            21,
            38,
            29,
            21,
            38
        ],
        [
            38,
            24,
            48,
            38,
            24,
            48
        ],
        [
            21,
            18,
            24,
            21,
            18,
            24
        ],
        [
            3661,
            1307,
            2354,
            3661,
            1307,
            2354
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460947,
            -144499,
            -270952,
            -157085,
            -413196,
            -302768
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068308118,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)