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Trade: KSM/USDT/240/DCM/KCU/1827

Strategy
KSM/USDT/240/DCM/KCU/1827
Pair
KSM_USDT
Interval
4h
Score
348263
Daily Profit
0.569817
Profit Factor
2.687538
Profitability
32.258065
Streak
0.000000
Best Strategy
Training Data Length
1850.330000
Evaluation Time
2025-09-28 16:37
Expiration Time
2025-11-23 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1054349.0058 973099.8381 81249.1677 201526.8761 392827.3395 -191300.4634
Total P&L (%) 1054.349 973.0998 81.2492 201.5269 392.8273 -191.3005
Avg Daily Profit (%) 0.5698 0.5259 0.0439 0.0597 0.0862 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130114 -109665 -58185 -840785 -572823 -384005
Profit Factor 2.6875 3.7569 1.2989 1.0619 1.2199 0.8697
Total Trades 93 47 46 93 47 46
Winning Trades 30 10 20 30 10 20
Losing Trades 63 37 26 63 37 26
Profitability (%) 32.2581 21.2766 43.4783 32.2581 21.2766 43.4783
Ratio Avg Win / Avg Loss 5.6438 13.9006 1.6886 2.23 4.5136 1.1306
Largest Winning Trade 931836 931836 62542 931836 931836 165790
Largest Losing Trade -45957 -29550 -45957 -264037 -226890 -264037
Avg Bars in Trades 115 116 114 115 116 114
Avg Bars in Winners 212 265 185 212 265 185
Avg Bars in Losers 69 75 60 69 75 60
Bars Traded 10733 5453 5280 10733 5453 5280
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 348263 -28715 -135532 -271204 -123540 -581573
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11102,
    "evaluation_days": 1850.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602748800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759066673864,
    "expiration_time": 1763856864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 41,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            1054349.0057585477,
            973099.8380687975,
            81249.16768975,
            201526.876075105,
            392827.3394959411,
            -191300.4634208358
        ],
        [
            1054.349006,
            973.099838,
            81.249168,
            201.526876,
            392.827339,
            -191.300463
        ],
        [
            0.569817,
            0.525906,
            0.043911,
            0.059666,
            0.086237,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130114,
            -109665,
            -58185,
            -840785,
            -572823,
            -384005
        ],
        [
            2.687538,
            3.756911,
            1.29891,
            1.061923,
            1.219879,
            0.869679
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            30,
            10,
            20,
            30,
            10,
            20
        ],
        [
            63,
            37,
            26,
            63,
            37,
            26
        ],
        [
            32.258065,
            21.276596,
            43.478261,
            32.258065,
            21.276596,
            43.478261
        ],
        [
            5.643829,
            13.900572,
            1.688583,
            2.230038,
            4.513552,
            1.130583
        ],
        [
            931836,
            931836,
            62542,
            931836,
            931836,
            165790
        ],
        [
            -45957,
            -29550,
            -45957,
            -264037,
            -226890,
            -264037
        ],
        [
            115,
            116,
            114,
            115,
            116,
            114
        ],
        [
            212,
            265,
            185,
            212,
            265,
            185
        ],
        [
            69,
            75,
            60,
            69,
            75,
            60
        ],
        [
            10733,
            5453,
            5280,
            10733,
            5453,
            5280
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348263,
            -28715,
            -135532,
            -271204,
            -123540,
            -581573
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11102,
    "evaluation_days": 1850.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602748800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759066673864,
    "expiration_time": 1763856864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 41,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)