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Trade: KSM/USDT/360/DCM/HILO/8788

Strategy
KSM/USDT/360/DCM/HILO/8788
Pair
KSM_USDT
Interval
6h
Score
408021
Daily Profit
0.265918
Profit Factor
1.831490
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
1851.500000
Evaluation Time
2025-09-29 16:31
Expiration Time
2025-11-24 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 492346.9905 388624.2055 103722.785 390540.4752 590720.9505 -200180.4754
Total P&L (%) 492.347 388.6242 103.7228 390.5405 590.721 -200.1805
Avg Daily Profit (%) 0.2659 0.2099 0.056 0.0859 0.1044 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126151 -73137 -66795 -1487540 -704883 -1127679
Profit Factor 1.8315 2.2682 1.3631 1.0753 1.2293 0.9233
Total Trades 99 50 49 99 50 49
Winning Trades 48 24 24 48 24 24
Losing Trades 51 26 25 51 26 25
Profitability (%) 48.4848 48 48.9796 48.4848 48 48.9796
Ratio Avg Win / Avg Loss 1.946 2.4572 1.4199 1.1425 1.3317 0.9618
Largest Winning Trade 249896 249896 60429 549279 549279 325391
Largest Losing Trade -42007 -42007 -41229 -640327 -413681 -640327
Avg Bars in Trades 71 48 95 71 48 95
Avg Bars in Winners 100 54 146 100 54 146
Avg Bars in Losers 44 42 47 44 42 47
Bars Traded 7113 2421 4692 7113 2421 4692
Profit Streak 0 0 17.0638 0 0 17.0638
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408021 -168809 -117372 -216244 -234326 -580508
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1851.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759152713551,
    "expiration_time": 1763946288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            492346.9905094887,
            388624.2055236132,
            103722.7849858761,
            390540.4751830757,
            590720.9505453653,
            -200180.4753622906
        ],
        [
            492.346991,
            388.624206,
            103.722785,
            390.540475,
            590.720951,
            -200.180475
        ],
        [
            0.265918,
            0.209897,
            0.056021,
            0.085931,
            0.104433,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126151,
            -73137,
            -66795,
            -1487540,
            -704883,
            -1127679
        ],
        [
            1.83149,
            2.268221,
            1.363056,
            1.075309,
            1.229301,
            0.923292
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            48.484848,
            48,
            48.979592,
            48.484848,
            48,
            48.979592
        ],
        [
            1.945958,
            2.45724,
            1.41985,
            1.142516,
            1.331743,
            0.961762
        ],
        [
            249896,
            249896,
            60429,
            549279,
            549279,
            325391
        ],
        [
            -42007,
            -42007,
            -41229,
            -640327,
            -413681,
            -640327
        ],
        [
            71,
            48,
            95,
            71,
            48,
            95
        ],
        [
            100,
            54,
            146,
            100,
            54,
            146
        ],
        [
            44,
            42,
            47,
            44,
            42,
            47
        ],
        [
            7113,
            2421,
            4692,
            7113,
            2421,
            4692
        ],
        [
            0,
            0,
            17.063814,
            0,
            0,
            17.063814
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408021,
            -168809,
            -117372,
            -216244,
            -234326,
            -580508
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1851.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759152713551,
    "expiration_time": 1763946288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)