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Trade: KSM/USDT/240/PWMA/MIDPRICE/3382

Strategy
KSM/USDT/240/PWMA/MIDPRICE/3382
Pair
KSM_USDT
Interval
4h
Score
319829
Daily Profit
0.260627
Profit Factor
1.777048
Profitability
42.477876
Streak
0.000000
Best Strategy
Training Data Length
1852.330000
Evaluation Time
2025-09-30 16:40
Expiration Time
2025-11-25 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482767.4092 350753.9441 132013.4651 770301.7719 -244354.0417 1014655.8136
Total P&L (%) 482.7674 350.7539 132.0135 770.3018 -244.354 1014.6558
Avg Daily Profit (%) 0.2606 0.1894 0.0713 0.1169 0 0.1303
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130196 -157915 -50043 -1277476 -1392659 -466446
Profit Factor 1.777 1.992 1.4931 1.1378 0.9281 1.4631
Total Trades 113 57 56 113 57 56
Winning Trades 48 21 27 48 21 27
Losing Trades 65 36 29 65 36 29
Profitability (%) 42.4779 36.8421 48.2143 42.4779 36.8421 48.2143
Ratio Avg Win / Avg Loss 2.4064 3.4149 1.6037 1.5408 1.591 1.5715
Largest Winning Trade 123252 123252 55796 689324 689324 330356
Largest Losing Trade -36660 -25046 -36660 -407762 -284765 -407762
Avg Bars in Trades 95 88 102 95 88 102
Avg Bars in Winners 152 154 150 152 154 150
Avg Bars in Losers 53 50 57 53 50 57
Bars Traded 10782 5053 5729 10782 5053 5729
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 319829 -174135 -276155 -107010 -763450 -197278
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11114,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601913600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239646484,
    "expiration_time": 1764034848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 31,
            "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": [
        [
            482767.4091591432,
            350753.9441019321,
            132013.4650572109,
            770301.7719470798,
            -244354.0416558872,
            1014655.8136029665
        ],
        [
            482.767409,
            350.753944,
            132.013465,
            770.301772,
            -244.354042,
            1014.655814
        ],
        [
            0.260627,
            0.189358,
            0.071269,
            0.116876,
            0,
            0.130252
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130196,
            -157915,
            -50043,
            -1277476,
            -1392659,
            -466446
        ],
        [
            1.777048,
            1.992012,
            1.49313,
            1.137805,
            0.928106,
            1.463102
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            65,
            36,
            29,
            65,
            36,
            29
        ],
        [
            42.477876,
            36.842105,
            48.214286,
            42.477876,
            36.842105,
            48.214286
        ],
        [
            2.406419,
            3.414877,
            1.603732,
            1.540778,
            1.591038,
            1.57148
        ],
        [
            123252,
            123252,
            55796,
            689324,
            689324,
            330356
        ],
        [
            -36660,
            -25046,
            -36660,
            -407762,
            -284765,
            -407762
        ],
        [
            95,
            88,
            102,
            95,
            88,
            102
        ],
        [
            152,
            154,
            150,
            152,
            154,
            150
        ],
        [
            53,
            50,
            57,
            53,
            50,
            57
        ],
        [
            10782,
            5053,
            5729,
            10782,
            5053,
            5729
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319829,
            -174135,
            -276155,
            -107010,
            -763450,
            -197278
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11114,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601913600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239646484,
    "expiration_time": 1764034848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 31,
            "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)