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Trade: KSM/USDT/720/WMA/MIDPRICE/2089

Strategy
KSM/USDT/720/WMA/MIDPRICE/2089
Pair
KSM_USDT
Interval
12h
Score
546900
Daily Profit
0.582972
Profit Factor
2.937485
Profitability
44.943820
Streak
0.000000
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-09-28 15:40
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 1079081.9887 970486.2059 108595.7828 324753.6465 670986.6367 -346232.9902
Total P&L (%) 1079.082 970.4862 108.5958 324.7536 670.9866 -346.233
Avg Daily Profit (%) 0.583 0.5243 0.0587 0.0782 0.1104 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117246 -149256 -63671 -973353 -408596 -317029
Profit Factor 2.9375 4.1207 1.4415 1.1441 1.6827 0.7275
Total Trades 89 45 44 89 45 44
Winning Trades 40 17 23 40 17 23
Losing Trades 49 28 21 49 28 21
Profitability (%) 44.9438 37.7778 52.2727 44.9438 37.7778 52.2727
Ratio Avg Win / Avg Loss 3.5984 6.787 1.3162 1.4015 2.7715 0.6643
Largest Winning Trade 993515 993515 57152 993515 993515 210570
Largest Losing Trade -53486 -34816 -53486 -584887 -177086 -584887
Avg Bars in Trades 40 39 40 40 39 40
Avg Bars in Winners 59 61 58 59 61 58
Avg Bars in Losers 24 26 21 24 26 21
Bars Traded 3579 1784 1795 3579 1784 1795
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 546900 477813 -113279 -152322 -46679 -580424
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063259056,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 47,
            "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": [
        [
            1079081.9887288273,
            970486.2058926795,
            108595.7828361482,
            324753.6464748372,
            670986.6366507503,
            -346232.9901759132
        ],
        [
            1079.081989,
            970.486206,
            108.595783,
            324.753646,
            670.986637,
            -346.23299
        ],
        [
            0.582972,
            0.524304,
            0.058669,
            0.078169,
            0.110407,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117246,
            -149256,
            -63671,
            -973353,
            -408596,
            -317029
        ],
        [
            2.937485,
            4.1207,
            1.441507,
            1.144104,
            1.682693,
            0.727537
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            44.94382,
            37.777778,
            52.272727,
            44.94382,
            37.777778,
            52.272727
        ],
        [
            3.598419,
            6.787035,
            1.316158,
            1.401528,
            2.771495,
            0.664273
        ],
        [
            993515,
            993515,
            57152,
            993515,
            993515,
            210570
        ],
        [
            -53486,
            -34816,
            -53486,
            -584887,
            -177086,
            -584887
        ],
        [
            40,
            39,
            40,
            40,
            39,
            40
        ],
        [
            59,
            61,
            58,
            59,
            61,
            58
        ],
        [
            24,
            26,
            21,
            24,
            26,
            21
        ],
        [
            3579,
            1784,
            1795,
            3579,
            1784,
            1795
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546900,
            477813,
            -113279,
            -152322,
            -46679,
            -580424
        ]
    ]
}
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": 1603886400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063259056,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 47,
            "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)