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Trade: KSM/USDT/240/DCM/ZLMA/5520

Strategy
KSM/USDT/240/DCM/ZLMA/5520
Pair
KSM_USDT
Interval
4h
Score
451410
Daily Profit
0.295285
Profit Factor
1.809362
Profitability
57.777778
Streak
0.000000
Best Strategy
Training Data Length
1850.170000
Evaluation Time
2025-09-28 13:12
Expiration Time
2025-11-22 22:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 546326.874 371651.8539 174675.0201 1321462.1423 42195.0585 1279267.0838
Total P&L (%) 546.3269 371.6519 174.675 1321.4621 42.1951 1279.2671
Avg Daily Profit (%) 0.2953 0.2009 0.0944 0.1436 0.019 0.1419
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128415 -78277 -103239 -4651479 -2372655 -3894550
Profit Factor 1.8094 2.2032 1.4771 1.0827 1.0062 1.1392
Total Trades 135 68 67 135 68 67
Winning Trades 78 38 40 78 38 40
Losing Trades 57 30 27 57 30 27
Profitability (%) 57.7778 55.8824 59.7015 57.7778 55.8824 59.7015
Ratio Avg Win / Avg Loss 1.3222 1.7394 0.997 0.7912 0.7944 0.769
Largest Winning Trade 72583 72583 52798 1575687 815053 1575687
Largest Losing Trade -53310 -49929 -53310 -1729736 -1011817 -1729736
Avg Bars in Trades 79 56 102 79 56 102
Avg Bars in Winners 74 55 92 74 55 92
Avg Bars in Losers 85 57 116 85 57 116
Bars Traded 10665 3823 6842 10665 3823 6842
Profit Streak 0 0 36.0922 0 0 36.0922
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451410 -96596 -181858 -130855 -493244 -186602
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11101,
    "evaluation_days": 1850.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602561600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759054362234,
    "expiration_time": 1763842032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 234,
            "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": [
        [
            546326.8740123787,
            371651.8539154507,
            174675.0200969279,
            1321462.142284226,
            42195.0585032527,
            1279267.0837809723
        ],
        [
            546.326874,
            371.651854,
            174.67502,
            1321.462142,
            42.195059,
            1279.267084
        ],
        [
            0.295285,
            0.200874,
            0.09441,
            0.143564,
            0.019029,
            0.141933
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128415,
            -78277,
            -103239,
            -4651479,
            -2372655,
            -3894550
        ],
        [
            1.809362,
            2.203209,
            1.47709,
            1.082676,
            1.006208,
            1.139245
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            57.777778,
            55.882353,
            59.701493,
            57.777778,
            55.882353,
            59.701493
        ],
        [
            1.322226,
            1.739376,
            0.997036,
            0.791187,
            0.794375,
            0.76899
        ],
        [
            72583,
            72583,
            52798,
            1575687,
            815053,
            1575687
        ],
        [
            -53310,
            -49929,
            -53310,
            -1729736,
            -1011817,
            -1729736
        ],
        [
            79,
            56,
            102,
            79,
            56,
            102
        ],
        [
            74,
            55,
            92,
            74,
            55,
            92
        ],
        [
            85,
            57,
            116,
            85,
            57,
            116
        ],
        [
            10665,
            3823,
            6842,
            10665,
            3823,
            6842
        ],
        [
            0,
            0,
            36.092155,
            0,
            0,
            36.092155
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451410,
            -96596,
            -181858,
            -130855,
            -493244,
            -186602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11101,
    "evaluation_days": 1850.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602561600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759054362234,
    "expiration_time": 1763842032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 234,
            "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)