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Trade: KSM/USDT/120/HWMA/KCU/4330

Strategy
KSM/USDT/120/HWMA/KCU/4330
Pair
KSM_USDT
Interval
2h
Score
466586
Daily Profit
0.190441
Profit Factor
1.563668
Profitability
68.194842
Streak
15.657376
Best Strategy
Training Data Length
1850.000000
Evaluation Time
2025-09-29 00:46
Expiration Time
2025-12-04 12:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 168510.5434 165832.2125 2678.3309 -74040.2888 -3351846.3768 3277806.088
Total P&L (%) 168.5105 165.8322 2.6783 -74.0403 -3351.8464 3277.8061
Avg Daily Profit (%) 0.0911 0.0896 0.0014 -0.0729 0 0.1904
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -405993 -273204 -151391 -11205727 -10824155 -872142
Profit Factor 1.1458 1.2152 1.007 0.9974 0.8514 1.5637
Total Trades 697 348 349 697 348 349
Winning Trades 534 296 238 534 296 238
Losing Trades 163 52 111 163 52 111
Profitability (%) 76.6141 85.0575 68.1948 76.6141 85.0575 68.1948
Ratio Avg Win / Avg Loss 0.3498 0.2135 0.4696 0.3044 0.1496 0.7293
Largest Winning Trade 20083 20083 10564 962417 962417 597057
Largest Losing Trade -69430 -69430 -60636 -5215211 -5215211 -570661
Avg Bars in Trades 31 57 4 31 57 4
Avg Bars in Winners 8 12 2 8 12 2
Avg Bars in Losers 107 314 10 107 314 10
Bars Traded 21863 20144 1719 21863 20144 1719
Profit Streak 14.9907 0 15.6574 14.9907 0 15.6574
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125063 -69744 -566220 -572683 -575133 466586
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22200,
    "evaluation_days": 1850,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600264800000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759095997294,
    "expiration_time": 1764843840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.83604,
            "nb": 0.7766,
            "nc": 0.00634
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 147,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            168510.5433994372,
            165832.2125350886,
            2678.3308643488,
            -74040.2887913747,
            -3351846.3767733024,
            3277806.0879819286
        ],
        [
            168.510543,
            165.832213,
            2.678331,
            -74.040289,
            -3351.846377,
            3277.806088
        ],
        [
            0.091087,
            0.089639,
            0.001448,
            -0.072872,
            0,
            0.190441
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -405993,
            -273204,
            -151391,
            -11205727,
            -10824155,
            -872142
        ],
        [
            1.145812,
            1.215204,
            1.006955,
            0.99739,
            0.85136,
            1.563668
        ],
        [
            697,
            348,
            349,
            697,
            348,
            349
        ],
        [
            534,
            296,
            238,
            534,
            296,
            238
        ],
        [
            163,
            52,
            111,
            163,
            52,
            111
        ],
        [
            76.61406,
            85.057471,
            68.194842,
            76.61406,
            85.057471,
            68.194842
        ],
        [
            0.349751,
            0.213482,
            0.46963,
            0.304447,
            0.149563,
            0.729274
        ],
        [
            20083,
            20083,
            10564,
            962417,
            962417,
            597057
        ],
        [
            -69430,
            -69430,
            -60636,
            -5215211,
            -5215211,
            -570661
        ],
        [
            31,
            57,
            4,
            31,
            57,
            4
        ],
        [
            8,
            12,
            2,
            8,
            12,
            2
        ],
        [
            107,
            314,
            10,
            107,
            314,
            10
        ],
        [
            21863,
            20144,
            1719,
            21863,
            20144,
            1719
        ],
        [
            14.990709,
            0,
            15.657376,
            14.990709,
            0,
            15.657376
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125063,
            -69744,
            -566220,
            -572683,
            -575133,
            466586
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22200,
    "evaluation_days": 1850,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600264800000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759095997294,
    "expiration_time": 1764843840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.83604,
            "nb": 0.7766,
            "nc": 0.00634
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 147,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)