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Trade: KSM/USDT/720/SINWMA/HILO/1255

Strategy
KSM/USDT/720/SINWMA/HILO/1255
Pair
KSM_USDT
Interval
12h
Score
430048
Daily Profit
0.250581
Profit Factor
3.032013
Profitability
42.500000
Streak
37.628833
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-27 06:05
Expiration Time
2025-11-18 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 553969.3232 462822.5696 91146.7536 387349.8421 48514.3934 338835.4487
Total P&L (%) 553.9693 462.8226 91.1468 387.3498 48.5144 338.8354
Avg Daily Profit (%) 0.2999 0.2506 0.0493 0.0858 0.0214 0.0801
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138235 -96477 -84133 -1000878 -708498 -622625
Profit Factor 2.0743 3.032 1.3166 1.1469 1.0391 1.2428
Total Trades 80 40 40 80 40 40
Winning Trades 39 17 22 39 17 22
Losing Trades 41 23 18 41 23 18
Profitability (%) 48.75 42.5 55 48.75 42.5 55
Ratio Avg Win / Avg Loss 2.1807 4.1021 1.0772 1.2057 1.4058 1.0169
Largest Winning Trade 403476 403476 61418 570887 570887 378698
Largest Losing Trade -40315 -30347 -40315 -261891 -235046 -261891
Avg Bars in Trades 44 34 54 44 34 54
Avg Bars in Winners 60 50 68 60 50 68
Avg Bars in Losers 28 21 37 28 21 37
Bars Traded 3548 1362 2186 3548 1362 2186
Profit Streak 0 37.6288 0 0 37.6288 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11428 430048 -126145 -161655 -345175 -85588
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942331162,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "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": [
        [
            553969.3232153307,
            462822.5695929691,
            91146.7536223617,
            387349.8421354059,
            48514.3934254399,
            338835.4487099658
        ],
        [
            553.969323,
            462.82257,
            91.146754,
            387.349842,
            48.514393,
            338.835449
        ],
        [
            0.299929,
            0.250581,
            0.049349,
            0.085787,
            0.021416,
            0.080105
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138235,
            -96477,
            -84133,
            -1000878,
            -708498,
            -622625
        ],
        [
            2.074337,
            3.032013,
            1.316622,
            1.146872,
            1.039062,
            1.242834
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            48.75,
            42.5,
            55,
            48.75,
            42.5,
            55
        ],
        [
            2.180713,
            4.102135,
            1.077236,
            1.205686,
            1.40579,
            1.016864
        ],
        [
            403476,
            403476,
            61418,
            570887,
            570887,
            378698
        ],
        [
            -40315,
            -30347,
            -40315,
            -261891,
            -235046,
            -261891
        ],
        [
            44,
            34,
            54,
            44,
            34,
            54
        ],
        [
            60,
            50,
            68,
            60,
            50,
            68
        ],
        [
            28,
            21,
            37,
            28,
            21,
            37
        ],
        [
            3548,
            1362,
            2186,
            3548,
            1362,
            2186
        ],
        [
            0,
            37.628833,
            0,
            0,
            37.628833,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11428,
            430048,
            -126145,
            -161655,
            -345175,
            -85588
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942331162,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "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)