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Trade: KSM/USDT/240/SINWMA/HILO/6856

Strategy
KSM/USDT/240/SINWMA/HILO/6856
Pair
KSM_USDT
Interval
4h
Score
307964
Daily Profit
0.411694
Profit Factor
2.215605
Profitability
40.625000
Streak
1.401396
Best Strategy
Training Data Length
1857.670000
Evaluation Time
2025-10-06 00:38
Expiration Time
2025-11-30 15:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 764791.3109 654245.8226 110545.4883 619107.9576 -17691.7939 636799.7515
Total P&L (%) 764.7913 654.2458 110.5455 619.108 -17.6918 636.7998
Avg Daily Profit (%) 0.4117 0.3522 0.0595 0.1063 -0.0105 0.1076
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115663 -112532 -58467 -814749 -738185 -493874
Profit Factor 2.2156 2.9588 1.3745 1.1405 0.9928 1.3279
Total Trades 128 64 64 128 64 64
Winning Trades 52 26 26 52 26 26
Losing Trades 76 38 38 76 38 38
Profitability (%) 40.625 40.625 40.625 40.625 40.625 40.625
Ratio Avg Win / Avg Loss 3.2382 4.3245 2.0089 1.6669 1.451 1.9407
Largest Winning Trade 592574 592574 67897 615195 615195 420798
Largest Losing Trade -34800 -26193 -34800 -385560 -176151 -385560
Avg Bars in Trades 84 68 100 84 68 100
Avg Bars in Winners 141 117 166 141 117 166
Avg Bars in Losers 45 35 54 45 35 54
Bars Traded 10814 4407 6407 10814 4407 6407
Profit Streak 1.4014 13.2347 1.4014 1.4014 13.2347 1.4014
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307964 -127509 -257512 -121106 -721609 -193303
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11146,
    "evaluation_days": 1857.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602014400000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759700280605,
    "expiration_time": 1764509472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            764791.310928286,
            654245.8226227977,
            110545.4883054885,
            619107.9575834889,
            -17691.7939359636,
            636799.7515194522
        ],
        [
            764.791311,
            654.245823,
            110.545488,
            619.107958,
            -17.691794,
            636.799752
        ],
        [
            0.411694,
            0.352186,
            0.059508,
            0.106256,
            -0.01048,
            0.107566
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115663,
            -112532,
            -58467,
            -814749,
            -738185,
            -493874
        ],
        [
            2.215605,
            2.958844,
            1.374542,
            1.140485,
            0.992822,
            1.327866
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            40.625,
            40.625,
            40.625,
            40.625,
            40.625,
            40.625
        ],
        [
            3.238192,
            4.324465,
            2.008946,
            1.666863,
            1.451047,
            1.940727
        ],
        [
            592574,
            592574,
            67897,
            615195,
            615195,
            420798
        ],
        [
            -34800,
            -26193,
            -34800,
            -385560,
            -176151,
            -385560
        ],
        [
            84,
            68,
            100,
            84,
            68,
            100
        ],
        [
            141,
            117,
            166,
            141,
            117,
            166
        ],
        [
            45,
            35,
            54,
            45,
            35,
            54
        ],
        [
            10814,
            4407,
            6407,
            10814,
            4407,
            6407
        ],
        [
            1.401396,
            13.234729,
            1.401396,
            1.401396,
            13.234729,
            1.401396
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307964,
            -127509,
            -257512,
            -121106,
            -721609,
            -193303
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11146,
    "evaluation_days": 1857.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602014400000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759700280605,
    "expiration_time": 1764509472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)