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Trade: KSM/USDT/240/MIDPRICE/SSF/6534

Strategy
KSM/USDT/240/MIDPRICE/SSF/6534
Pair
KSM_USDT
Interval
4h
Score
340301
Daily Profit
0.317355
Profit Factor
1.653975
Profitability
40.191388
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 587477.2874 460099.2529 127378.0344 675821.6067 411915.5156 263906.0911
Total P&L (%) 587.4773 460.0993 127.378 675.8216 411.9155 263.9061
Avg Daily Profit (%) 0.3174 0.2485 0.0688 0.1107 0.0883 0.0698
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120561 -84556 -106013 -2419312 -1581802 -915328
Profit Factor 1.654 2.0268 1.2829 1.1012 1.1161 1.0844
Total Trades 209 105 104 209 105 104
Winning Trades 84 38 46 84 38 46
Losing Trades 125 67 58 125 67 58
Profitability (%) 40.1914 36.1905 44.2308 40.1914 36.1905 44.2308
Ratio Avg Win / Avg Loss 2.4613 3.5736 1.6176 1.6387 1.9678 1.3673
Largest Winning Trade 306984 306984 51546 1476463 1476463 640072
Largest Losing Trade -28837 -17806 -28837 -612121 -404779 -612121
Avg Bars in Trades 51 43 60 51 43 60
Avg Bars in Winners 89 78 98 89 78 98
Avg Bars in Losers 26 24 29 26 24 29
Bars Traded 10847 4604 6243 10847 4604 6243
Profit Streak 0 0 10.2725 0 0 10.2725
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340301 224750 -101834 -155529 -172516 -229307
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": 1600848000000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759141945975,
    "expiration_time": 1763931024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 18,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            587477.287354486,
            460099.2529153989,
            127378.0344390875,
            675821.6066559278,
            411915.5156046322,
            263906.091051295
        ],
        [
            587.477287,
            460.099253,
            127.378034,
            675.821607,
            411.915516,
            263.906091
        ],
        [
            0.317355,
            0.248545,
            0.068809,
            0.110735,
            0.088253,
            0.069803
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120561,
            -84556,
            -106013,
            -2419312,
            -1581802,
            -915328
        ],
        [
            1.653975,
            2.026812,
            1.282916,
            1.101227,
            1.116073,
            1.084381
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            84,
            38,
            46,
            84,
            38,
            46
        ],
        [
            125,
            67,
            58,
            125,
            67,
            58
        ],
        [
            40.191388,
            36.190476,
            44.230769,
            40.191388,
            36.190476,
            44.230769
        ],
        [
            2.461272,
            3.573589,
            1.617589,
            1.63873,
            1.967812,
            1.367263
        ],
        [
            306984,
            306984,
            51546,
            1476463,
            1476463,
            640072
        ],
        [
            -28837,
            -17806,
            -28837,
            -612121,
            -404779,
            -612121
        ],
        [
            51,
            43,
            60,
            51,
            43,
            60
        ],
        [
            89,
            78,
            98,
            89,
            78,
            98
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            10847,
            4604,
            6243,
            10847,
            4604,
            6243
        ],
        [
            0,
            0,
            10.272523,
            0,
            0,
            10.272523
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340301,
            224750,
            -101834,
            -155529,
            -172516,
            -229307
        ]
    ]
}
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": 1600848000000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759141945975,
    "expiration_time": 1763931024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 18,
            "offset": 0,
            "poles": 3
        }
    }
}

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)