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Trade: KSM/USDT/360/ALMA/MIDPRICE/8353

Strategy
KSM/USDT/360/ALMA/MIDPRICE/8353
Pair
KSM_USDT
Interval
6h
Score
522912
Daily Profit
0.347891
Profit Factor
2.032767
Profitability
51.000000
Streak
77.179902
Best Strategy
Training Data Length
1853.000000
Evaluation Time
2025-10-01 07:19
Expiration Time
2025-11-25 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 644642.0935 536687.8002 107954.2933 408761.5026 335135.6194 73625.8832
Total P&L (%) 644.6421 536.6878 107.9543 408.7615 335.1356 73.6259
Avg Daily Profit (%) 0.3479 0.2896 0.0583 0.0878 0.0794 0.0298
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101138 -114076 -71610 -800999 -592791 -598495
Profit Factor 2.0328 2.7552 1.339 1.1348 1.2329 1.0462
Total Trades 100 50 50 100 50 50
Winning Trades 51 25 26 51 25 26
Losing Trades 49 25 24 49 25 24
Profitability (%) 51 50 52 51 50 52
Ratio Avg Win / Avg Loss 1.9531 2.7552 1.236 1.0903 1.2329 0.9657
Largest Winning Trade 458354 458354 60209 799169 799169 253284
Largest Losing Trade -58859 -29027 -58859 -573015 -177016 -573015
Avg Bars in Trades 70 75 65 70 75 65
Avg Bars in Winners 95 108 83 95 108 83
Avg Bars in Losers 45 43 46 45 43 46
Bars Traded 7069 3795 3274 7069 3795 3274
Profit Streak 77.1799 100.6799 77.1799 77.1799 100.6799 77.1799
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 522912 -165433 -294043 -146555 -266775 -503683
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7412,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602698400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759292343580,
    "expiration_time": 1764079776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 163,
            "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": [
        [
            644642.0935287093,
            536687.800236869,
            107954.2932918405,
            408761.5026222388,
            335135.6193778513,
            73625.8832443875
        ],
        [
            644.642094,
            536.6878,
            107.954293,
            408.761503,
            335.135619,
            73.625883
        ],
        [
            0.347891,
            0.289632,
            0.058259,
            0.087832,
            0.079389,
            0.02978
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101138,
            -114076,
            -71610,
            -800999,
            -592791,
            -598495
        ],
        [
            2.032767,
            2.755178,
            1.339036,
            1.134826,
            1.232891,
            1.046226
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            51,
            50,
            52,
            51,
            50,
            52
        ],
        [
            1.953051,
            2.755178,
            1.236033,
            1.090323,
            1.232891,
            0.965747
        ],
        [
            458354,
            458354,
            60209,
            799169,
            799169,
            253284
        ],
        [
            -58859,
            -29027,
            -58859,
            -573015,
            -177016,
            -573015
        ],
        [
            70,
            75,
            65,
            70,
            75,
            65
        ],
        [
            95,
            108,
            83,
            95,
            108,
            83
        ],
        [
            45,
            43,
            46,
            45,
            43,
            46
        ],
        [
            7069,
            3795,
            3274,
            7069,
            3795,
            3274
        ],
        [
            77.179902,
            100.679902,
            77.179902,
            77.179903,
            100.679903,
            77.179903
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            522912,
            -165433,
            -294043,
            -146555,
            -266775,
            -503683
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7412,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602698400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759292343580,
    "expiration_time": 1764079776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 163,
            "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)