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Trade: KSM/USDT/240/DCM/WMA/9222

Strategy
KSM/USDT/240/DCM/WMA/9222
Pair
KSM_USDT
Interval
4h
Score
544858
Daily Profit
0.378114
Profit Factor
3.984113
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1851.170000
Evaluation Time
2025-09-29 13:32
Expiration Time
2025-11-23 22:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 859984.5635 699953.707 160030.8565 1860752.9737 1121691.5124 739061.4614
Total P&L (%) 859.9846 699.9537 160.0309 1860.753 1121.6915 739.0615
Avg Daily Profit (%) 0.4646 0.3781 0.0864 0.1609 0.1353 0.115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126807 -70512 -90828 -1891740 -1784880 -1030412
Profit Factor 2.762 3.9841 1.6313 1.2628 1.2961 1.2245
Total Trades 77 39 38 77 39 38
Winning Trades 36 18 18 36 18 18
Losing Trades 41 21 20 41 21 20
Profitability (%) 46.7532 46.1538 47.3684 46.7532 46.1538 47.3684
Ratio Avg Win / Avg Loss 3.1457 4.6481 1.8125 1.4382 1.5121 1.3605
Largest Winning Trade 513530 513530 59809 2026046 2026046 668819
Largest Losing Trade -44795 -31773 -44795 -865549 -865549 -562820
Avg Bars in Trades 139 105 174 139 105 174
Avg Bars in Winners 214 145 283 214 145 283
Avg Bars in Losers 73 71 75 73 71 75
Bars Traded 10730 4108 6622 10730 4108 6622
Profit Streak 0 0 10.7725 0 0 10.7725
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -31970 544858 -74817 -39980 -12301 -39835
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11107,
    "evaluation_days": 1851.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759141942998,
    "expiration_time": 1763931024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 37,
            "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": [
        [
            859984.5635257262,
            699953.7070085483,
            160030.8565171777,
            1860752.9737284416,
            1121691.5123718518,
            739061.4613565903
        ],
        [
            859.984564,
            699.953707,
            160.030857,
            1860.752974,
            1121.691512,
            739.061461
        ],
        [
            0.464563,
            0.378114,
            0.086448,
            0.160888,
            0.135294,
            0.114972
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126807,
            -70512,
            -90828,
            -1891740,
            -1784880,
            -1030412
        ],
        [
            2.762039,
            3.984113,
            1.63128,
            1.262792,
            1.296093,
            1.224475
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            46.753247,
            46.153846,
            47.368421,
            46.753247,
            46.153846,
            47.368421
        ],
        [
            3.145656,
            4.648132,
            1.812534,
            1.43818,
            1.512109,
            1.360528
        ],
        [
            513530,
            513530,
            59809,
            2026046,
            2026046,
            668819
        ],
        [
            -44795,
            -31773,
            -44795,
            -865549,
            -865549,
            -562820
        ],
        [
            139,
            105,
            174,
            139,
            105,
            174
        ],
        [
            214,
            145,
            283,
            214,
            145,
            283
        ],
        [
            73,
            71,
            75,
            73,
            71,
            75
        ],
        [
            10730,
            4108,
            6622,
            10730,
            4108,
            6622
        ],
        [
            0,
            0,
            10.772488,
            0,
            0,
            10.772488
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -31970,
            544858,
            -74817,
            -39980,
            -12301,
            -39835
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11107,
    "evaluation_days": 1851.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759141942998,
    "expiration_time": 1763931024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 37,
            "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)