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Trade: KSM/USDT/240/KCL/LINREG/7933

Strategy
KSM/USDT/240/KCL/LINREG/7933
Pair
KSM_USDT
Interval
4h
Score
660357
Daily Profit
0.839331
Profit Factor
3.164493
Profitability
46.902655
Streak
0.000000
Best Strategy
Training Data Length
1862.830000
Evaluation Time
2025-10-11 04:58
Expiration Time
2025-12-05 23:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1563530.9249 1462580.2732 100950.6516 258175.5876 103749.9127 154425.6749
Total P&L (%) 1563.5309 1462.5803 100.9507 258.1756 103.7499 154.4257
Avg Daily Profit (%) 0.8393 0.7851 0.0542 0.0685 0.0382 0.0501
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162043 -144926 -67568 -1606780 -1347882 -612895
Profit Factor 3.1645 4.1627 1.3884 1.061 1.0395 1.0963
Total Trades 113 56 57 113 56 57
Winning Trades 53 22 31 53 22 31
Losing Trades 60 34 26 60 34 26
Profitability (%) 46.9027 39.2857 54.386 46.9027 39.2857 54.386
Ratio Avg Win / Avg Loss 3.5824 6.4333 1.1645 1.2012 1.6065 0.9195
Largest Winning Trade 1509617 1509617 48134 1434018 1434018 229931
Largest Losing Trade -46132 -46132 -40688 -410444 -366809 -410444
Avg Bars in Trades 97 130 65 97 130 65
Avg Bars in Winners 112 178 66 112 178 66
Avg Bars in Losers 83 98 63 83 98 63
Bars Traded 10991 7282 3709 10991 7282 3709
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 660357 -164002 -299412 -255752 -502038 -421727
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11177,
    "evaluation_days": 1862.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1600891200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760147921698,
    "expiration_time": 1764969264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 118,
            "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": [
        [
            1563530.9248658873,
            1462580.273245145,
            100950.6516207414,
            258175.5875626882,
            103749.9126988291,
            154425.6748638588
        ],
        [
            1563.530925,
            1462.580273,
            100.950652,
            258.175588,
            103.749913,
            154.425675
        ],
        [
            0.839331,
            0.785139,
            0.054192,
            0.068514,
            0.038214,
            0.050143
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162043,
            -144926,
            -67568,
            -1606780,
            -1347882,
            -612895
        ],
        [
            3.164493,
            4.162711,
            1.388408,
            1.06103,
            1.039504,
            1.096275
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            53,
            22,
            31,
            53,
            22,
            31
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            46.902655,
            39.285714,
            54.385965,
            46.902655,
            39.285714,
            54.385965
        ],
        [
            3.582445,
            6.433281,
            1.164471,
            1.201166,
            1.606506,
            0.919456
        ],
        [
            1509617,
            1509617,
            48134,
            1434018,
            1434018,
            229931
        ],
        [
            -46132,
            -46132,
            -40688,
            -410444,
            -366809,
            -410444
        ],
        [
            97,
            130,
            65,
            97,
            130,
            65
        ],
        [
            112,
            178,
            66,
            112,
            178,
            66
        ],
        [
            83,
            98,
            63,
            83,
            98,
            63
        ],
        [
            10991,
            7282,
            3709,
            10991,
            7282,
            3709
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            660357,
            -164002,
            -299412,
            -255752,
            -502038,
            -421727
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11177,
    "evaluation_days": 1862.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1600891200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760147921698,
    "expiration_time": 1764969264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 118,
            "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)