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Trade: KSM/USDT/120/SINWMA/SSF/5261

Strategy
KSM/USDT/120/SINWMA/SSF/5261
Pair
KSM_USDT
Interval
2h
Score
360962
Daily Profit
0.424535
Profit Factor
2.322192
Profitability
38.144330
Streak
0.000000
Best Strategy
Training Data Length
1856.080000
Evaluation Time
2025-10-05 03:13
Expiration Time
2025-12-10 19:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 787971.0904 679893.3371 108077.7533 325531.3672 121213.701 204317.6662
Total P&L (%) 787.9711 679.8933 108.0778 325.5314 121.2137 204.3177
Avg Daily Profit (%) 0.4245 0.3663 0.0582 0.0781 0.0428 0.06
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130825 -122157 -90969 -595086 -517754 -355589
Profit Factor 2.3222 2.9844 1.4266 1.1488 1.0951 1.2237
Total Trades 97 49 48 97 49 48
Winning Trades 37 14 23 37 14 23
Losing Trades 60 35 25 60 35 25
Profitability (%) 38.1443 28.5714 47.9167 38.1443 28.5714 47.9167
Ratio Avg Win / Avg Loss 3.7657 7.461 1.5507 1.8629 2.7378 1.3301
Largest Winning Trade 645230 645230 65619 613927 613927 184889
Largest Losing Trade -63631 -37771 -63631 -320493 -193808 -320493
Avg Bars in Trades 221 186 257 221 186 257
Avg Bars in Winners 412 438 396 412 438 396
Avg Bars in Losers 104 85 130 104 85 130
Bars Traded 21491 9118 12373 21491 9118 12373
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 360962 32526 -113920 -148839 -264807 -113939
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22273,
    "evaluation_days": 1856.08,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1601589600000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759623204373,
    "expiration_time": 1765388361600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 180,
            "offset": 151
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            787971.0904191165,
            679893.3370708753,
            108077.7533482414,
            325531.3672126202,
            121213.7010125741,
            204317.6662000458
        ],
        [
            787.97109,
            679.893337,
            108.077753,
            325.531367,
            121.213701,
            204.317666
        ],
        [
            0.424535,
            0.366306,
            0.058229,
            0.078053,
            0.042785,
            0.059978
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130825,
            -122157,
            -90969,
            -595086,
            -517754,
            -355589
        ],
        [
            2.322192,
            2.984395,
            1.426614,
            1.148786,
            1.095113,
            1.223665
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            37,
            14,
            23,
            37,
            14,
            23
        ],
        [
            60,
            35,
            25,
            60,
            35,
            25
        ],
        [
            38.14433,
            28.571429,
            47.916667,
            38.14433,
            28.571429,
            47.916667
        ],
        [
            3.765716,
            7.460987,
            1.550668,
            1.862896,
            2.737782,
            1.330071
        ],
        [
            645230,
            645230,
            65619,
            613927,
            613927,
            184889
        ],
        [
            -63631,
            -37771,
            -63631,
            -320493,
            -193808,
            -320493
        ],
        [
            221,
            186,
            257,
            221,
            186,
            257
        ],
        [
            412,
            438,
            396,
            412,
            438,
            396
        ],
        [
            104,
            85,
            130,
            104,
            85,
            130
        ],
        [
            21491,
            9118,
            12373,
            21491,
            9118,
            12373
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360962,
            32526,
            -113920,
            -148839,
            -264807,
            -113939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22273,
    "evaluation_days": 1856.08,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1601589600000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759623204373,
    "expiration_time": 1765388361600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 180,
            "offset": 151
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 0,
            "poles": 3
        }
    }
}

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)