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Trade: KSM/USDT/360/ALMA/KCL/5987

Strategy
KSM/USDT/360/ALMA/KCL/5987
Pair
KSM_USDT
Interval
6h
Score
354079
Daily Profit
0.149201
Profit Factor
1.639069
Profitability
51.282051
Streak
0.000000
Best Strategy
Training Data Length
1857.250000
Evaluation Time
2025-10-05 11:30
Expiration Time
2025-11-30 01:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1151399.3918 -117181.7113 -1034217.6805 -86111.9348 1494231.0999 -1580343.0348
Total P&L (%) -1151.3994 -117.1817 -1034.2177 -86.1119 1494.2311 -1580.343
Avg Daily Profit (%) -0.6199 -0.0631 -0.5569 -0.1062 0.1492 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1175414 -201491 -1047739 -3027754 -1069481 -2766799
Profit Factor 0.333 0.6841 0.2369 0.9863 1.6391 0.5999
Total Trades 79 39 40 79 39 40
Winning Trades 39 15 24 37 20 17
Losing Trades 40 24 16 42 19 23
Profitability (%) 49.3671 38.4615 60 46.8354 51.2821 42.5
Ratio Avg Win / Avg Loss 0.3416 1.0946 0.158 1.1196 1.5571 0.8117
Largest Winning Trade 48283 39499 48283 879720 819324 879720
Largest Losing Trade -1020789 -43020 -1020789 -1072598 -810159 -1072598
Avg Bars in Trades 90 89 92 90 89 92
Avg Bars in Winners 66 77 59 94 78 114
Avg Bars in Losers 114 96 141 87 100 76
Bars Traded 7168 3474 3694 7168 3474 3694
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 -612301 -583577 -579453 -611619 354079 -583666
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7429,
    "evaluation_days": 1857.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603951200000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759653030055,
    "expiration_time": 1764457992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -1151399.3918165432,
            -117181.7113072003,
            -1034217.6805093429,
            -86111.934804518,
            1494231.0999458006,
            -1580343.0347503172
        ],
        [
            -1151.399392,
            -117.181711,
            -1034.217681,
            -86.111935,
            1494.2311,
            -1580.343035
        ],
        [
            -0.619949,
            -0.063094,
            -0.556854,
            -0.106237,
            0.149201,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1175414,
            -201491,
            -1047739,
            -3027754,
            -1069481,
            -2766799
        ],
        [
            0.333021,
            0.684112,
            0.236926,
            0.986306,
            1.639069,
            0.599938
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            39,
            15,
            24,
            37,
            20,
            17
        ],
        [
            40,
            24,
            16,
            42,
            19,
            23
        ],
        [
            49.367089,
            38.461538,
            60,
            46.835443,
            51.282051,
            42.5
        ],
        [
            0.34156,
            1.094579,
            0.157951,
            1.119591,
            1.557116,
            0.811681
        ],
        [
            48283,
            39499,
            48283,
            879720,
            819324,
            879720
        ],
        [
            -1020789,
            -43020,
            -1020789,
            -1072598,
            -810159,
            -1072598
        ],
        [
            90,
            89,
            92,
            90,
            89,
            92
        ],
        [
            66,
            77,
            59,
            94,
            78,
            114
        ],
        [
            114,
            96,
            141,
            87,
            100,
            76
        ],
        [
            7168,
            3474,
            3694,
            7168,
            3474,
            3694
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -612301,
            -583577,
            -579453,
            -611619,
            354079,
            -583666
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7429,
    "evaluation_days": 1857.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603951200000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759653030055,
    "expiration_time": 1764457992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)