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Trade: KSM/USDT/360/HL2/SMA/3473

Strategy
KSM/USDT/360/HL2/SMA/3473
Pair
KSM_USDT
Interval
6h
Score
435740
Daily Profit
0.164008
Profit Factor
1.605292
Profitability
50.000000
Streak
77.963730
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-27 14:07
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 -1175490.5743 -97667.8646 -1077822.7097 -81223.3733 1961324.3298 -2042547.7031
Total P&L (%) -1175.4906 -97.6679 -1077.8227 -81.2234 1961.3243 -2042.5477
Avg Daily Profit (%) -0.6366 -0.0529 -0.5837 -0.0905 0.164 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1266839 -229235 -1137858 -4516401 -1695801 -2962490
Profit Factor 0.3371 0.7625 0.2087 0.989 1.6053 0.5065
Total Trades 201 100 101 201 100 101
Winning Trades 157 75 82 93 50 43
Losing Trades 44 25 19 108 50 58
Profitability (%) 78.1095 75 81.1881 46.2687 50 42.5743
Ratio Avg Win / Avg Loss 0.0945 0.2542 0.0484 1.1485 1.6053 0.6831
Largest Winning Trade 14070 14070 11178 1996956 1996956 1400656
Largest Losing Trade -1087048 -63738 -1087048 -1239509 -332909 -1239509
Avg Bars in Trades 35 42 28 35 42 28
Avg Bars in Winners 11 11 10 44 53 33
Avg Bars in Losers 123 135 106 27 32 24
Bars Traded 7164 4292 2873 7164 4292 2873
Profit Streak 77.9637 77.9637 119.7137 77.9637 77.9637 119.7137
Trades During Streak 19 9 11 19 9 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574299 -575924 -574875 -577727 435740 -582045
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": 1603324800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758971266289,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 192,
            "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": [
        [
            -1175490.5742663008,
            -97667.8646140672,
            -1077822.7096522343,
            -81223.3732544428,
            1961324.3298062277,
            -2042547.703060669
        ],
        [
            -1175.490574,
            -97.667865,
            -1077.82271,
            -81.223373,
            1961.32433,
            -2042.547703
        ],
        [
            -0.636605,
            -0.052894,
            -0.583711,
            -0.090539,
            0.164008,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1266839,
            -229235,
            -1137858,
            -4516401,
            -1695801,
            -2962490
        ],
        [
            0.337131,
            0.762472,
            0.208735,
            0.988992,
            1.605292,
            0.506452
        ],
        [
            201,
            100,
            101,
            201,
            100,
            101
        ],
        [
            157,
            75,
            82,
            93,
            50,
            43
        ],
        [
            44,
            25,
            19,
            108,
            50,
            58
        ],
        [
            78.109453,
            75,
            81.188119,
            46.268657,
            50,
            42.574257
        ],
        [
            0.094482,
            0.254157,
            0.048366,
            1.148507,
            1.605292,
            0.683122
        ],
        [
            14070,
            14070,
            11178,
            1996956,
            1996956,
            1400656
        ],
        [
            -1087048,
            -63738,
            -1087048,
            -1239509,
            -332909,
            -1239509
        ],
        [
            35,
            42,
            28,
            35,
            42,
            28
        ],
        [
            11,
            11,
            10,
            44,
            53,
            33
        ],
        [
            123,
            135,
            106,
            27,
            32,
            24
        ],
        [
            7164,
            4292,
            2873,
            7164,
            4292,
            2873
        ],
        [
            77.96373,
            77.96373,
            119.71373,
            77.96373,
            77.96373,
            119.71373
        ],
        [
            19,
            9,
            11,
            19,
            9,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574299,
            -575924,
            -574875,
            -577727,
            435740,
            -582045
        ]
    ]
}
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": 1603324800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758971266289,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 192,
            "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)