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Trade: KSM/USDT/120/KCB/MIDPRICE/3180

Strategy
KSM/USDT/120/KCB/MIDPRICE/3180
Pair
KSM_USDT
Interval
2h
Score
450286
Daily Profit
0.471998
Profit Factor
2.365804
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-10-11 23:54
Expiration Time
2025-12-17 23:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 879333.1198 711193.9151 168139.2046 1349326.0901 -22228.3572 1371554.4474
Total P&L (%) 879.3331 711.1939 168.1392 1349.3261 -22.2284 1371.5544
Avg Daily Profit (%) 0.472 0.3817 0.0903 0.1436 -0.0135 0.1444
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88451 -119370 -64414 -994050 -1129576 -503017
Profit Factor 2.3658 2.9758 1.5923 1.1959 0.9945 1.4825
Total Trades 168 84 84 168 84 84
Winning Trades 70 24 46 70 24 46
Losing Trades 98 60 38 98 60 38
Profitability (%) 41.6667 28.5714 54.7619 41.6667 28.5714 54.7619
Ratio Avg Win / Avg Loss 3.3121 7.4394 1.3154 1.6743 2.4863 1.2247
Largest Winning Trade 626192 626192 53998 957969 957969 622724
Largest Losing Trade -21750 -21750 -18459 -302580 -302580 -249603
Avg Bars in Trades 131 110 152 131 110 152
Avg Bars in Winners 235 252 226 235 252 226
Avg Bars in Losers 57 53 62 57 53 62
Bars Traded 22084 9301 12782 22084 9301 12782
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 450286 31356 -70312 -7134 -592403 60442
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22356,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760216082412,
    "expiration_time": 1766007475200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "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": [
        [
            879333.1197719662,
            711193.9151475615,
            168139.2046244048,
            1349326.0901242476,
            -22228.3572436105,
            1371554.4473678593
        ],
        [
            879.33312,
            711.193915,
            168.139205,
            1349.32609,
            -22.228357,
            1371.554447
        ],
        [
            0.471998,
            0.381747,
            0.090252,
            0.143618,
            -0.013493,
            0.144436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88451,
            -119370,
            -64414,
            -994050,
            -1129576,
            -503017
        ],
        [
            2.365804,
            2.975772,
            1.592325,
            1.195947,
            0.994503,
            1.482525
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            70,
            24,
            46,
            70,
            24,
            46
        ],
        [
            98,
            60,
            38,
            98,
            60,
            38
        ],
        [
            41.666667,
            28.571429,
            54.761905,
            41.666667,
            28.571429,
            54.761905
        ],
        [
            3.312126,
            7.439429,
            1.315399,
            1.674326,
            2.486258,
            1.224695
        ],
        [
            626192,
            626192,
            53998,
            957969,
            957969,
            622724
        ],
        [
            -21750,
            -21750,
            -18459,
            -302580,
            -302580,
            -249603
        ],
        [
            131,
            110,
            152,
            131,
            110,
            152
        ],
        [
            235,
            252,
            226,
            235,
            252,
            226
        ],
        [
            57,
            53,
            62,
            57,
            53,
            62
        ],
        [
            22084,
            9301,
            12782,
            22084,
            9301,
            12782
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450286,
            31356,
            -70312,
            -7134,
            -592403,
            60442
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22356,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760216082412,
    "expiration_time": 1766007475200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "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)