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Trade: KSM/USDT/720/WMA/HILO/7254

Strategy
KSM/USDT/720/WMA/HILO/7254
Pair
KSM_USDT
Interval
12h
Score
319921
Daily Profit
0.231656
Profit Factor
2.478775
Profitability
36.956522
Streak
35.059503
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-26 04:25
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 463837.0726 427867.9444 35969.1282 44252.0105 24737.5153 19514.4951
Total P&L (%) 463.8371 427.8679 35.9691 44.252 24.7375 19.5145
Avg Daily Profit (%) 0.2511 0.2317 0.0195 0.0198 0.012 0.0097
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162679 -140163 -107489 -646719 -611668 -424620
Profit Factor 1.7424 2.4788 1.1072 1.0244 1.0275 1.0214
Total Trades 92 46 46 92 46 46
Winning Trades 39 17 22 39 17 22
Losing Trades 53 29 24 53 29 24
Profitability (%) 42.3913 36.9565 47.8261 42.3913 36.9565 47.8261
Ratio Avg Win / Avg Loss 2.3679 4.2285 1.2079 1.3922 1.7528 1.1143
Largest Winning Trade 439132 439132 56782 453632 453632 217698
Largest Losing Trade -45638 -45638 -40315 -260510 -260510 -176166
Avg Bars in Trades 38 28 48 38 28 48
Avg Bars in Winners 59 49 67 59 49 67
Avg Bars in Losers 23 16 30 23 16 30
Bars Traded 3549 1325 2224 3549 1325 2224
Profit Streak 0 35.0595 0 0 35.0595 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 311318 319921 -272756 -364565 -373493 -384892

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603454400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849941066,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "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": [
        [
            463837.0725940203,
            427867.9444168884,
            35969.1281771314,
            44252.0104668531,
            24737.5153379389,
            19514.4951289142
        ],
        [
            463.837073,
            427.867944,
            35.969128,
            44.25201,
            24.737515,
            19.514495
        ],
        [
            0.25113,
            0.231656,
            0.019474,
            0.019839,
            0.011968,
            0.009652
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162679,
            -140163,
            -107489,
            -646719,
            -611668,
            -424620
        ],
        [
            1.742441,
            2.478775,
            1.10724,
            1.024431,
            1.027483,
            1.021415
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            42.391304,
            36.956522,
            47.826087,
            42.391304,
            36.956522,
            47.826087
        ],
        [
            2.367932,
            4.228498,
            1.207899,
            1.392175,
            1.752766,
            1.114271
        ],
        [
            439132,
            439132,
            56782,
            453632,
            453632,
            217698
        ],
        [
            -45638,
            -45638,
            -40315,
            -260510,
            -260510,
            -176166
        ],
        [
            38,
            28,
            48,
            38,
            28,
            48
        ],
        [
            59,
            49,
            67,
            59,
            49,
            67
        ],
        [
            23,
            16,
            30,
            23,
            16,
            30
        ],
        [
            3549,
            1325,
            2224,
            3549,
            1325,
            2224
        ],
        [
            0,
            35.059503,
            0,
            0,
            35.059503,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311318,
            319921,
            -272756,
            -364565,
            -373493,
            -384892
        ]
    ]
}
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": 1603454400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849941066,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "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)