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Trade: KSM/USDT/240/SINWMA/WMA/1491

Strategy
KSM/USDT/240/SINWMA/WMA/1491
Pair
KSM_USDT
Interval
4h
Score
302665
Daily Profit
0.376280
Profit Factor
3.189036
Profitability
31.428571
Streak
0.000000
Best Strategy
Training Data Length
1864.000000
Evaluation Time
2025-10-12 09:03
Expiration Time
2025-12-07 04:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 778720.9632 701386.0141 77334.9491 -18173.7319 427892.9344 -446066.6664
Total P&L (%) 778.721 701.386 77.3349 -18.1737 427.8929 -446.0667
Avg Daily Profit (%) 0.4178 0.3763 0.0415 -0.0108 0.0893 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169400 -108333 -91924 -1041947 -553750 -572159
Profit Factor 2.3802 3.189 1.3172 0.9878 1.5761 0.4025
Total Trades 69 35 34 69 35 34
Winning Trades 30 11 19 30 11 19
Losing Trades 39 24 15 39 24 15
Profitability (%) 43.4783 31.4286 55.8824 43.4783 31.4286 55.8824
Ratio Avg Win / Avg Loss 3.0943 6.9579 1.0399 1.2841 3.4388 0.3177
Largest Winning Trade 674861 674861 65642 924540 924540 67076
Largest Losing Trade -91924 -42068 -91924 -572159 -451991 -572159
Avg Bars in Trades 155 133 179 155 133 179
Avg Bars in Winners 250 249 250 250 249 250
Avg Bars in Losers 83 80 88 83 80 88
Bars Traded 10749 4661 6088 10749 4661 6088
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 -94380 302665 -136553 -687925 -78095 -580032
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11184,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601654400000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760249011899,
    "expiration_time": 1765073088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 122,
            "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": [
        [
            778720.9631860397,
            701386.014084094,
            77334.9491019462,
            -18173.7319346978,
            427892.9344325458,
            -446066.6663672433
        ],
        [
            778.720963,
            701.386014,
            77.334949,
            -18.173732,
            427.892934,
            -446.066666
        ],
        [
            0.417769,
            0.37628,
            0.041489,
            -0.01076,
            0.089295,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169400,
            -108333,
            -91924,
            -1041947,
            -553750,
            -572159
        ],
        [
            2.380193,
            3.189036,
            1.317203,
            0.987797,
            1.5761,
            0.402481
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            30,
            11,
            19,
            30,
            11,
            19
        ],
        [
            39,
            24,
            15,
            39,
            24,
            15
        ],
        [
            43.478261,
            31.428571,
            55.882353,
            43.478261,
            31.428571,
            55.882353
        ],
        [
            3.094251,
            6.957898,
            1.039897,
            1.284136,
            3.438765,
            0.317748
        ],
        [
            674861,
            674861,
            65642,
            924540,
            924540,
            67076
        ],
        [
            -91924,
            -42068,
            -91924,
            -572159,
            -451991,
            -572159
        ],
        [
            155,
            133,
            179,
            155,
            133,
            179
        ],
        [
            250,
            249,
            250,
            250,
            249,
            250
        ],
        [
            83,
            80,
            88,
            83,
            80,
            88
        ],
        [
            10749,
            4661,
            6088,
            10749,
            4661,
            6088
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94380,
            302665,
            -136553,
            -687925,
            -78095,
            -580032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11184,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601654400000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760249011899,
    "expiration_time": 1765073088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 122,
            "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)