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Trade: KSM/USDT/120/WMA/JMA/5001

Strategy
KSM/USDT/120/WMA/JMA/5001
Pair
KSM_USDT
Interval
2h
Score
350176
Daily Profit
0.177472
Profit Factor
1.395250
Profitability
51.515152
Streak
16.842560
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 329402.0311 251401.238 78000.7931 147431.0328 236452.2071 -89021.1742
Total P&L (%) 329.402 251.4012 78.0008 147.431 236.4522 -89.0212
Avg Daily Profit (%) 0.1775 0.1354 0.042 0.0488 0.0654 -0.119
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149942 -164502 -112512 -643987 -458443 -415326
Profit Factor 1.3953 1.5498 1.2074 1.0631 1.1907 0.919
Total Trades 165 82 83 165 82 83
Winning Trades 85 41 44 85 41 44
Losing Trades 80 41 39 80 41 39
Profitability (%) 51.5152 50 53.012 51.5152 50 53.012
Ratio Avg Win / Avg Loss 1.3132 1.5498 1.0702 1.0005 1.1907 0.8145
Largest Winning Trade 111720 111720 46901 286382 286382 110279
Largest Losing Trade -32030 -32030 -24774 -182770 -163916 -182770
Avg Bars in Trades 133 123 143 133 123 143
Avg Bars in Winners 184 166 200 184 166 200
Avg Bars in Losers 79 80 78 79 80 78
Bars Traded 22044 10141 11902 22044 10141 11902
Profit Streak 16.8426 0 21.5092 16.8426 0 21.5092
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350176 -13947 -136647 -277247 -120825 -580169
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": 1600567200000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759623197225,
    "expiration_time": 1765388361600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 189,
            "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": [
        [
            329402.0311227791,
            251401.238020602,
            78000.7931021769,
            147431.0328309706,
            236452.2070782779,
            -89021.1742473071
        ],
        [
            329.402031,
            251.401238,
            78.000793,
            147.431033,
            236.452207,
            -89.021174
        ],
        [
            0.177472,
            0.135447,
            0.042024,
            0.048822,
            0.06539,
            -0.118954
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149942,
            -164502,
            -112512,
            -643987,
            -458443,
            -415326
        ],
        [
            1.39525,
            1.549761,
            1.207388,
            1.063052,
            1.190709,
            0.918952
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            80,
            41,
            39,
            80,
            41,
            39
        ],
        [
            51.515152,
            50,
            53.012048,
            51.515152,
            50,
            53.012048
        ],
        [
            1.313176,
            1.549761,
            1.070185,
            1.00052,
            1.190709,
            0.814525
        ],
        [
            111720,
            111720,
            46901,
            286382,
            286382,
            110279
        ],
        [
            -32030,
            -32030,
            -24774,
            -182770,
            -163916,
            -182770
        ],
        [
            133,
            123,
            143,
            133,
            123,
            143
        ],
        [
            184,
            166,
            200,
            184,
            166,
            200
        ],
        [
            79,
            80,
            78,
            79,
            80,
            78
        ],
        [
            22044,
            10141,
            11902,
            22044,
            10141,
            11902
        ],
        [
            16.84256,
            0,
            21.509227,
            16.84256,
            0,
            21.509227
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350176,
            -13947,
            -136647,
            -277247,
            -120825,
            -580169
        ]
    ]
}
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": 1600567200000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759623197225,
    "expiration_time": 1765388361600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 189,
            "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)