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Trade: KSM/USDT/720/SMA/SMA/2334

Strategy
KSM/USDT/720/SMA/SMA/2334
Pair
KSM_USDT
Interval
12h
Score
609121
Daily Profit
0.548312
Profit Factor
2.667731
Profitability
53.982301
Streak
0.000000
Best Strategy
Training Data Length
1862.500000
Evaluation Time
2025-10-10 06:50
Expiration Time
2025-12-04 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1021230.563 951924.8819 69305.6812 112317.2456 296831.4598 -184514.2142
Total P&L (%) 1021.2306 951.9249 69.3057 112.3172 296.8315 -184.5142
Avg Daily Profit (%) 0.5483 0.5111 0.0372 0.0404 0.074 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116774 -108277 -77225 -795436 -497504 -552278
Profit Factor 2.6677 4.1355 1.2245 1.0401 1.2406 0.8825
Total Trades 113 57 56 113 57 56
Winning Trades 61 28 33 61 28 33
Losing Trades 52 29 23 52 29 23
Profitability (%) 53.9823 49.1228 58.9286 53.9823 49.1228 58.9286
Ratio Avg Win / Avg Loss 2.2741 4.2832 0.8534 0.8866 1.2849 0.6151
Largest Winning Trade 1041190 1041190 35753 569630 569630 229876
Largest Losing Trade -47226 -39022 -47226 -460524 -267504 -460524
Avg Bars in Trades 32 27 36 32 27 36
Avg Bars in Winners 43 33 51 43 33 51
Avg Bars in Losers 18 21 15 18 21 15
Bars Traded 3624 1564 2061 3624 1564 2061
Profit Streak 0 0 9.6603 0 0 9.6603
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 609121 -162261 -323515 -316202 -274494 -759010
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3725,
    "evaluation_days": 1862.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603195200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760068253915,
    "expiration_time": 1764882000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 92,
            "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": [
        [
            1021230.5630415559,
            951924.8818617419,
            69305.6811798142,
            112317.2456099885,
            296831.4598110762,
            -184514.2142010874
        ],
        [
            1021.230563,
            951.924882,
            69.305681,
            112.317246,
            296.83146,
            -184.514214
        ],
        [
            0.548312,
            0.511101,
            0.037211,
            0.040433,
            0.074032,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116774,
            -108277,
            -77225,
            -795436,
            -497504,
            -552278
        ],
        [
            2.667731,
            4.135495,
            1.224471,
            1.040064,
            1.240636,
            0.882468
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            53.982301,
            49.122807,
            58.928571,
            53.982301,
            49.122807,
            58.928571
        ],
        [
            2.274132,
            4.283191,
            0.853419,
            0.886612,
            1.284944,
            0.615054
        ],
        [
            1041190,
            1041190,
            35753,
            569630,
            569630,
            229876
        ],
        [
            -47226,
            -39022,
            -47226,
            -460524,
            -267504,
            -460524
        ],
        [
            32,
            27,
            36,
            32,
            27,
            36
        ],
        [
            43,
            33,
            51,
            43,
            33,
            51
        ],
        [
            18,
            21,
            15,
            18,
            21,
            15
        ],
        [
            3624,
            1564,
            2061,
            3624,
            1564,
            2061
        ],
        [
            0,
            0,
            9.660346,
            0,
            0,
            9.660346
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            609121,
            -162261,
            -323515,
            -316202,
            -274494,
            -759010
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3725,
    "evaluation_days": 1862.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603195200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760068253915,
    "expiration_time": 1764882000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 92,
            "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)