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Trade: KSM/USDT/120/SSF/MIDPOINT/6358

Strategy
KSM/USDT/120/SSF/MIDPOINT/6358
Pair
KSM_USDT
Interval
2h
Score
325980
Daily Profit
0.204565
Profit Factor
1.377188
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1845.750000
Evaluation Time
2025-09-27 04:01
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 377575.6908 300576.4655 76999.2253 107231.1073 99559.4192 7671.6881
Total P&L (%) 377.5757 300.5765 76.9992 107.2311 99.5594 7.6717
Avg Daily Profit (%) 0.2046 0.1628 0.0417 0.0395 0.0374 0.004
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143546 -159416 -145780 -239476 -237090 -211565
Profit Factor 1.3772 1.5844 1.1582 1.0698 1.1237 1.0105
Total Trades 286 143 143 286 143 143
Winning Trades 130 62 68 130 62 68
Losing Trades 156 81 75 156 81 75
Profitability (%) 45.4545 43.3566 47.5524 45.4545 43.3566 47.5524
Ratio Avg Win / Avg Loss 1.6526 2.0699 1.2774 1.2838 1.4681 1.1145
Largest Winning Trade 147446 147446 50525 131379 131379 63641
Largest Losing Trade -45813 -26224 -45813 -81034 -62259 -81034
Avg Bars in Trades 76 71 81 76 71 81
Avg Bars in Winners 114 107 120 114 107 120
Avg Bars in Losers 44 43 45 44 43 45
Bars Traded 21852 10193 11659 21852 10193 11659
Profit Streak 0 0 14.8762 0 0 14.8762
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325980 269194 -184222 -284176 -230049 -562777
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": 1600459200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758934907616,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 11,
            "offset": 173,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 49,
            "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": [
        [
            377575.69079481,
            300576.4654926796,
            76999.2253021304,
            107231.1072831045,
            99559.4192100986,
            7671.6880730062
        ],
        [
            377.575691,
            300.576465,
            76.999225,
            107.231107,
            99.559419,
            7.671688
        ],
        [
            0.204565,
            0.162848,
            0.041717,
            0.039486,
            0.037441,
            0.004005
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143546,
            -159416,
            -145780,
            -239476,
            -237090,
            -211565
        ],
        [
            1.377188,
            1.584404,
            1.158207,
            1.069801,
            1.123747,
            1.010485
        ],
        [
            286,
            143,
            143,
            286,
            143,
            143
        ],
        [
            130,
            62,
            68,
            130,
            62,
            68
        ],
        [
            156,
            81,
            75,
            156,
            81,
            75
        ],
        [
            45.454545,
            43.356643,
            47.552448,
            45.454545,
            43.356643,
            47.552448
        ],
        [
            1.652625,
            2.069947,
            1.277434,
            1.283761,
            1.468121,
            1.114505
        ],
        [
            147446,
            147446,
            50525,
            131379,
            131379,
            63641
        ],
        [
            -45813,
            -26224,
            -45813,
            -81034,
            -62259,
            -81034
        ],
        [
            76,
            71,
            81,
            76,
            71,
            81
        ],
        [
            114,
            107,
            120,
            114,
            107,
            120
        ],
        [
            44,
            43,
            45,
            44,
            43,
            45
        ],
        [
            21852,
            10193,
            11659,
            21852,
            10193,
            11659
        ],
        [
            0,
            0,
            14.876245,
            0,
            0,
            14.876246
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325980,
            269194,
            -184222,
            -284176,
            -230049,
            -562777
        ]
    ]
}
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": 1600459200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758934907616,
    "expiration_time": 1764463420800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 11,
            "offset": 173,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 49,
            "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)