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Trade: KSM/USDT/120/KCL/SINWMA/2001

Strategy
KSM/USDT/120/KCL/SINWMA/2001
Pair
KSM_USDT
Interval
2h
Score
348667
Daily Profit
0.177697
Profit Factor
1.309549
Profitability
52.173913
Streak
42.394008
Best Strategy
Training Data Length
1845.750000
Evaluation Time
2025-09-26 06:27
Expiration Time
2025-11-30 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327984.6608 377253.3282 -49268.6674 -85906.9533 556510.649 -642417.6024
Total P&L (%) 327.9847 377.2533 -49.2687 -85.907 556.5106 -642.4176
Avg Daily Profit (%) 0.1777 0.2044 -0.0267 -0.1061 0.102 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -313850 -227357 -131810 -1523247 -861459 -717329
Profit Factor 1.3095 1.5474 0.867 0.9559 1.5009 0.231
Total Trades 161 80 81 161 80 81
Winning Trades 84 38 46 84 38 46
Losing Trades 77 42 35 77 42 35
Profitability (%) 52.1739 47.5 56.7901 52.1739 47.5 56.7901
Ratio Avg Win / Avg Loss 1.2004 1.7103 0.6597 0.8762 1.6589 0.1758
Largest Winning Trade 288645 288645 21850 1117149 1117149 26329
Largest Losing Trade -62292 -61352 -62292 -652438 -483131 -652438
Avg Bars in Trades 132 190 75 132 190 75
Avg Bars in Winners 113 177 60 113 177 60
Avg Bars in Losers 153 202 94 153 202 94
Bars Traded 21334 15247 6087 21334 15247 6087
Profit Streak 42.394 49.3107 42.394 42.394 49.3107 42.394
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348667 -9501 -591304 -578665 -73829 -591304

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22149,
    "evaluation_days": 1845.75,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600444800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758857242291,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "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": [
        [
            327984.6608332871,
            377253.328187356,
            -49268.6673540691,
            -85906.9533100119,
            556510.6490404322,
            -642417.6023504441
        ],
        [
            327.984661,
            377.253328,
            -49.268667,
            -85.906953,
            556.510649,
            -642.417602
        ],
        [
            0.177697,
            0.20439,
            -0.026693,
            -0.106106,
            0.102003,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -313850,
            -227357,
            -131810,
            -1523247,
            -861459,
            -717329
        ],
        [
            1.309549,
            1.547407,
            0.866983,
            0.955862,
            1.500933,
            0.230987
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            84,
            38,
            46,
            84,
            38,
            46
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            52.173913,
            47.5,
            56.790123,
            52.173913,
            47.5,
            56.790123
        ],
        [
            1.20042,
            1.710292,
            0.659661,
            0.876207,
            1.658926,
            0.175751
        ],
        [
            288645,
            288645,
            21850,
            1117149,
            1117149,
            26329
        ],
        [
            -62292,
            -61352,
            -62292,
            -652438,
            -483131,
            -652438
        ],
        [
            132,
            190,
            75,
            132,
            190,
            75
        ],
        [
            113,
            177,
            60,
            113,
            177,
            60
        ],
        [
            153,
            202,
            94,
            153,
            202,
            94
        ],
        [
            21334,
            15247,
            6087,
            21334,
            15247,
            6087
        ],
        [
            42.394008,
            49.310675,
            42.394008,
            42.394008,
            49.310675,
            42.394008
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348667,
            -9501,
            -591304,
            -578665,
            -73829,
            -591304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22149,
    "evaluation_days": 1845.75,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600444800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758857242291,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "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)