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Trade: KSM/USDT/120/SSF/DEMA/1868

Strategy
KSM/USDT/120/SSF/DEMA/1868
Pair
KSM_USDT
Interval
2h
Score
329515
Daily Profit
0.375048
Profit Factor
1.734182
Profitability
37.674419
Streak
0.000000
Best Strategy
Training Data Length
1850.420000
Evaluation Time
2025-09-29 10:44
Expiration Time
2025-12-04 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 693996.4947 588954.6897 105041.8049 407874.6683 394155.9438 13718.7245
Total P&L (%) 693.9965 588.9547 105.0418 407.8747 394.1559 13.7187
Avg Daily Profit (%) 0.375 0.3183 0.0568 0.0879 0.0864 0.0069
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108567 -73294 -109553 -654446 -435012 -545855
Profit Factor 1.7342 2.2371 1.2239 1.0836 1.1556 1.0059
Total Trades 215 107 108 215 107 108
Winning Trades 81 36 45 81 36 45
Losing Trades 134 71 63 134 71 63
Profitability (%) 37.6744 33.6449 41.6667 37.6744 33.6449 41.6667
Ratio Avg Win / Avg Loss 2.8689 4.412 1.7134 1.7927 2.2791 1.4082
Largest Winning Trade 526223 526223 69760 590928 590928 191322
Largest Losing Trade -29288 -22592 -29288 -168194 -130107 -168194
Avg Bars in Trades 102 88 115 102 88 115
Avg Bars in Winners 189 172 202 189 172 202
Avg Bars in Losers 49 46 53 49 46 53
Bars Traded 22007 9503 12504 22007 9503 12504
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 329515 240362 -119895 -206761 -132546 -451223
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22205,
    "evaluation_days": 1850.42,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600329600000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759131865844,
    "expiration_time": 1764881136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 143,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 156,
            "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": [
        [
            693996.4946707642,
            588954.6897488371,
            105041.8049219267,
            407874.6683044416,
            394155.9437910753,
            13718.7245133663
        ],
        [
            693.996495,
            588.95469,
            105.041805,
            407.874668,
            394.155944,
            13.718725
        ],
        [
            0.375048,
            0.318282,
            0.056766,
            0.08786,
            0.086379,
            0.006948
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108567,
            -73294,
            -109553,
            -654446,
            -435012,
            -545855
        ],
        [
            1.734182,
            2.237054,
            1.223889,
            1.08362,
            1.155576,
            1.005852
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            81,
            36,
            45,
            81,
            36,
            45
        ],
        [
            134,
            71,
            63,
            134,
            71,
            63
        ],
        [
            37.674419,
            33.64486,
            41.666667,
            37.674419,
            33.64486,
            41.666667
        ],
        [
            2.868894,
            4.411968,
            1.713444,
            1.792656,
            2.279053,
            1.408193
        ],
        [
            526223,
            526223,
            69760,
            590928,
            590928,
            191322
        ],
        [
            -29288,
            -22592,
            -29288,
            -168194,
            -130107,
            -168194
        ],
        [
            102,
            88,
            115,
            102,
            88,
            115
        ],
        [
            189,
            172,
            202,
            189,
            172,
            202
        ],
        [
            49,
            46,
            53,
            49,
            46,
            53
        ],
        [
            22007,
            9503,
            12504,
            22007,
            9503,
            12504
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329515,
            240362,
            -119895,
            -206761,
            -132546,
            -451223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22205,
    "evaluation_days": 1850.42,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600329600000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759131865844,
    "expiration_time": 1764881136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 143,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 156,
            "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)