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Trade: KSM/USDT/120/SSF/DEMA/1860

Strategy
KSM/USDT/120/SSF/DEMA/1860
Pair
KSM_USDT
Interval
2h
Score
336173
Daily Profit
0.307584
Profit Factor
1.677217
Profitability
38.888889
Streak
7.863548
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-09-29 23:43
Expiration Time
2025-12-05 13:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 569337.8952 515561.5183 53776.3769 95841.2697 200409.2463 -104567.9767
Total P&L (%) 569.3379 515.5615 53.7764 95.8413 200.4092 -104.568
Avg Daily Profit (%) 0.3076 0.2785 0.0291 0.0363 0.0594 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133568 -96251 -118283 -710335 -457407 -376137
Profit Factor 1.6772 2.2484 1.1257 1.0377 1.1598 0.919
Total Trades 162 81 81 162 81 81
Winning Trades 63 31 32 63 31 32
Losing Trades 99 50 49 99 50 49
Profitability (%) 38.8889 38.2716 39.5062 38.8889 38.2716 39.5062
Ratio Avg Win / Avg Loss 2.6356 3.6264 1.7238 1.6306 1.8706 1.4072
Largest Winning Trade 513411 513411 65028 339524 339524 130917
Largest Losing Trade -30806 -30806 -19103 -212307 -212307 -132330
Avg Bars in Trades 135 110 160 135 110 160
Avg Bars in Winners 239 197 280 239 197 280
Avg Bars in Losers 68 55 81 68 55 81
Bars Traded 21901 8917 12984 21901 8917 12984
Profit Streak 7.8635 0 10.8635 7.8635 0 10.8635
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336173 -3530 -251659 -325175 -173713 -594506
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22212,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600704000000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759178610580,
    "expiration_time": 1764933350400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 208,
            "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": [
        [
            569337.8951977998,
            515561.5182547735,
            53776.3769430265,
            95841.2696698106,
            200409.2463211112,
            -104567.9766513004
        ],
        [
            569.337895,
            515.561518,
            53.776377,
            95.84127,
            200.409246,
            -104.567977
        ],
        [
            0.307584,
            0.278531,
            0.029053,
            0.036319,
            0.059444,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133568,
            -96251,
            -118283,
            -710335,
            -457407,
            -376137
        ],
        [
            1.677217,
            2.248374,
            1.125729,
            1.037653,
            1.15979,
            0.919012
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            38.888889,
            38.271605,
            39.506173,
            38.888889,
            38.271605,
            39.506173
        ],
        [
            2.635627,
            3.62641,
            1.723773,
            1.630598,
            1.870629,
            1.407237
        ],
        [
            513411,
            513411,
            65028,
            339524,
            339524,
            130917
        ],
        [
            -30806,
            -30806,
            -19103,
            -212307,
            -212307,
            -132330
        ],
        [
            135,
            110,
            160,
            135,
            110,
            160
        ],
        [
            239,
            197,
            280,
            239,
            197,
            280
        ],
        [
            68,
            55,
            81,
            68,
            55,
            81
        ],
        [
            21901,
            8917,
            12984,
            21901,
            8917,
            12984
        ],
        [
            7.863548,
            0,
            10.863548,
            7.863548,
            0,
            10.863548
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336173,
            -3530,
            -251659,
            -325175,
            -173713,
            -594506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22212,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600704000000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759178610580,
    "expiration_time": 1764933350400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 208,
            "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)