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Trade: KSM/USDT/360/ALMA/MIDPOINT/1057

Strategy
KSM/USDT/360/ALMA/MIDPOINT/1057
Pair
KSM_USDT
Interval
6h
Score
553557
Daily Profit
0.507500
Profit Factor
4.763560
Profitability
41.025641
Streak
88.790711
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-25 15:58
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1029967.5981 937098.9607 92868.6373 293537.582 19582.2308 273955.3512
Total P&L (%) 1029.9676 937.099 92.8686 293.5376 19.5822 273.9554
Avg Daily Profit (%) 0.5578 0.5075 0.0503 0.0742 0.0097 0.0715
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72349 -115716 -41733 -746698 -980770 -373396
Profit Factor 3.1398 4.7636 1.3997 1.077 1.0096 1.1543
Total Trades 79 39 40 79 39 40
Winning Trades 32 16 16 32 16 16
Losing Trades 47 23 24 47 23 24
Profitability (%) 40.5063 41.0256 40 40.5063 41.0256 40
Ratio Avg Win / Avg Loss 4.6116 6.8476 2.0995 1.5819 1.4513 1.7314
Largest Winning Trade 981012 981012 46534 741114 741114 270275
Largest Losing Trade -40261 -40261 -31656 -347290 -347290 -246532
Avg Bars in Trades 90 84 95 90 84 95
Avg Bars in Winners 151 114 187 151 114 187
Avg Bars in Losers 48 63 34 48 63 34
Bars Traded 7128 3304 3824 7128 3304 3824
Profit Streak 0 88.7907 0 0 88.7907 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -17873 553557 -127804 -263477 -399908 -151111

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758805117435,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 213,
            "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": [
        [
            1029967.5980567131,
            937098.9607160732,
            92868.6373406402,
            293537.5819587489,
            19582.2308086463,
            273955.351150103
        ],
        [
            1029.967598,
            937.098961,
            92.868637,
            293.537582,
            19.582231,
            273.955351
        ],
        [
            0.557795,
            0.5075,
            0.050294,
            0.074222,
            0.009685,
            0.071456
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72349,
            -115716,
            -41733,
            -746698,
            -980770,
            -373396
        ],
        [
            3.139784,
            4.76356,
            1.399694,
            1.077047,
            1.009627,
            1.15427
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            40.506329,
            41.025641,
            40,
            40.506329,
            41.025641,
            40
        ],
        [
            4.611557,
            6.847617,
            2.099541,
            1.581913,
            1.451339,
            1.731405
        ],
        [
            981012,
            981012,
            46534,
            741114,
            741114,
            270275
        ],
        [
            -40261,
            -40261,
            -31656,
            -347290,
            -347290,
            -246532
        ],
        [
            90,
            84,
            95,
            90,
            84,
            95
        ],
        [
            151,
            114,
            187,
            151,
            114,
            187
        ],
        [
            48,
            63,
            34,
            48,
            63,
            34
        ],
        [
            7128,
            3304,
            3824,
            7128,
            3304,
            3824
        ],
        [
            0,
            88.790711,
            0,
            0,
            88.790711,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -17873,
            553557,
            -127804,
            -263477,
            -399908,
            -151111
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758805117435,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 213,
            "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)