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Trade: KSM/USDT/240/WMA/MIDPRICE/4797

Strategy
KSM/USDT/240/WMA/MIDPRICE/4797
Pair
KSM_USDT
Interval
4h
Score
332779
Daily Profit
0.227791
Profit Factor
1.344986
Profitability
46.043165
Streak
0.000000
Best Strategy
Training Data Length
1846.330000
Evaluation Time
2025-09-26 11:50
Expiration Time
2025-11-18 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 420577.8886 404079.6137 16498.2749 -25032.0912 71872.6414 -96904.7326
Total P&L (%) 420.5779 404.0796 16.4983 -25.0321 71.8726 -96.9047
Avg Daily Profit (%) 0.2278 0.2189 0.0089 -0.0156 0.0293 -0.1881
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215142 -199473 -80398 -1022735 -837331 -329470
Profit Factor 1.345 1.571 1.0323 0.9908 1.043 0.9079
Total Trades 278 139 139 278 139 139
Winning Trades 128 61 67 128 61 67
Losing Trades 150 78 72 150 78 72
Profitability (%) 46.0432 43.8849 48.2014 46.0432 43.8849 48.2014
Ratio Avg Win / Avg Loss 1.5762 2.0088 1.1093 1.1611 1.3337 0.9756
Largest Winning Trade 332981 332981 34329 519378 519378 177476
Largest Losing Trade -48611 -48611 -31043 -352529 -352529 -175243
Avg Bars in Trades 39 44 34 39 44 34
Avg Bars in Winners 47 57 37 47 57 37
Avg Bars in Losers 31 33 30 31 33 30
Bars Traded 10868 6122 4746 10868 6122 4746
Profit Streak 0 0 92.702 0 0 92.702
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332779 290495 -375083 -579195 -329437 -580703

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601625600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876653020,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "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": [
        [
            420577.8886325624,
            404079.6137238244,
            16498.2749087384,
            -25032.0912454607,
            71872.6413992245,
            -96904.732644685
        ],
        [
            420.577889,
            404.079614,
            16.498275,
            -25.032091,
            71.872641,
            -96.904733
        ],
        [
            0.227791,
            0.218856,
            0.008936,
            -0.015603,
            0.029337,
            -0.18805
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215142,
            -199473,
            -80398,
            -1022735,
            -837331,
            -329470
        ],
        [
            1.344986,
            1.570993,
            1.032259,
            0.990802,
            1.04304,
            0.90785
        ],
        [
            278,
            139,
            139,
            278,
            139,
            139
        ],
        [
            128,
            61,
            67,
            128,
            61,
            67
        ],
        [
            150,
            78,
            72,
            150,
            78,
            72
        ],
        [
            46.043165,
            43.884892,
            48.201439,
            46.043165,
            43.884892,
            48.201439
        ],
        [
            1.576155,
            2.008811,
            1.109293,
            1.161096,
            1.333724,
            0.9756
        ],
        [
            332981,
            332981,
            34329,
            519378,
            519378,
            177476
        ],
        [
            -48611,
            -48611,
            -31043,
            -352529,
            -352529,
            -175243
        ],
        [
            39,
            44,
            34,
            39,
            44,
            34
        ],
        [
            47,
            57,
            37,
            47,
            57,
            37
        ],
        [
            31,
            33,
            30,
            31,
            33,
            30
        ],
        [
            10868,
            6122,
            4746,
            10868,
            6122,
            4746
        ],
        [
            0,
            0,
            92.702002,
            0,
            0,
            92.702003
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332779,
            290495,
            -375083,
            -579195,
            -329437,
            -580703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601625600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876653020,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "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)