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Trade: KSM/USDT/360/HL2/MIDPOINT/2337

Strategy
KSM/USDT/360/HL2/MIDPOINT/2337
Pair
KSM_USDT
Interval
6h
Score
476368
Daily Profit
0.559732
Profit Factor
2.844392
Profitability
40.650407
Streak
0.000000
Best Strategy
Training Data Length
1850.500000
Evaluation Time
2025-09-28 16:19
Expiration Time
2025-11-23 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1035784.7094 944885.7653 90898.9441 182194.3227 128009.3205 54185.0023
Total P&L (%) 1035.7847 944.8858 90.8989 182.1943 128.0093 54.185
Avg Daily Profit (%) 0.5597 0.5106 0.0491 0.0561 0.0446 0.0234
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92540 -161234 -54950 -831133 -950484 -364310
Profit Factor 2.8444 3.7532 1.4162 1.0525 1.0605 1.0401
Total Trades 123 62 61 123 62 61
Winning Trades 50 23 27 50 23 27
Losing Trades 73 39 34 73 39 34
Profitability (%) 40.6504 37.0968 44.2623 40.6504 37.0968 44.2623
Ratio Avg Win / Avg Loss 4.1528 6.3641 1.7834 1.5367 1.7982 1.3098
Largest Winning Trade 1007734 1007734 54047 965051 965051 245393
Largest Losing Trade -44533 -34375 -44533 -333684 -333684 -279910
Avg Bars in Trades 57 49 66 57 49 66
Avg Bars in Winners 106 87 122 106 87 122
Avg Bars in Losers 24 26 21 24 26 21
Bars Traded 7108 3054 4054 7108 3054 4054
Profit Streak 0 0 49.5554 0 0 49.5554
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476368 -141902 -287833 -282964 -445796 -501466
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7402,
    "evaluation_days": 1850.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603864800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759065588013,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 216
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 15,
            "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": [
        [
            1035784.7094061929,
            944885.7652746699,
            90898.9441315232,
            182194.3227429026,
            128009.3204601065,
            54185.002282796
        ],
        [
            1035.784709,
            944.885765,
            90.898944,
            182.194323,
            128.00932,
            54.185002
        ],
        [
            0.559732,
            0.510611,
            0.049121,
            0.056078,
            0.04455,
            0.023401
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92540,
            -161234,
            -54950,
            -831133,
            -950484,
            -364310
        ],
        [
            2.844392,
            3.753204,
            1.416221,
            1.052543,
            1.060456,
            1.040134
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            40.650407,
            37.096774,
            44.262295,
            40.650407,
            37.096774,
            44.262295
        ],
        [
            4.152813,
            6.364129,
            1.78339,
            1.536713,
            1.798165,
            1.309798
        ],
        [
            1007734,
            1007734,
            54047,
            965051,
            965051,
            245393
        ],
        [
            -44533,
            -34375,
            -44533,
            -333684,
            -333684,
            -279910
        ],
        [
            57,
            49,
            66,
            57,
            49,
            66
        ],
        [
            106,
            87,
            122,
            106,
            87,
            122
        ],
        [
            24,
            26,
            21,
            24,
            26,
            21
        ],
        [
            7108,
            3054,
            4054,
            7108,
            3054,
            4054
        ],
        [
            0,
            0,
            49.555417,
            0,
            0,
            49.555417
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476368,
            -141902,
            -287833,
            -282964,
            -445796,
            -501466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7402,
    "evaluation_days": 1850.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603864800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759065588013,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 216
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 15,
            "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)