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Trade: KSM/USDT/360/HMA/HWMA/5984

Strategy
KSM/USDT/360/HMA/HWMA/5984
Pair
KSM_USDT
Interval
6h
Score
303246
Daily Profit
0.311458
Profit Factor
1.536523
Profitability
36.963696
Streak
0.000000
Best Strategy
Training Data Length
1853.750000
Evaluation Time
2025-10-01 22:44
Expiration Time
2025-11-26 10:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 577364.3484 558319.7304 19044.6181 -43819.1863 107819.7651 -151638.9514
Total P&L (%) 577.3643 558.3197 19.0446 -43.8192 107.8198 -151.639
Avg Daily Profit (%) 0.3115 0.3012 0.0103 -0.0311 0.0395 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177626 -181447 -137706 -350125 -200538 -219544
Profit Factor 1.5365 1.9859 1.0374 0.9517 1.2443 0.674
Total Trades 303 151 152 303 151 152
Winning Trades 112 48 64 112 48 64
Losing Trades 191 103 88 191 103 88
Profitability (%) 36.9637 31.7881 42.1053 36.9637 31.7881 42.1053
Ratio Avg Win / Avg Loss 2.6203 4.2615 1.4264 1.6229 2.67 0.9268
Largest Winning Trade 630458 630458 53475 319999 319999 37220
Largest Losing Trade -38352 -18737 -38352 -111505 -40847 -111505
Avg Bars in Trades 23 21 24 23 21 24
Avg Bars in Winners 43 43 43 43 43 43
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 7031 3244 3787 7031 3244 3787
Profit Streak 0 6.8223 0 0 6.8223 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 303246 244542 -368622 -581207 -145210 -583329
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7415,
    "evaluation_days": 1853.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759347847130,
    "expiration_time": 1764146520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 217,
            "offset": 52
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.81209,
            "nc": 0.36137
        }
    }
}
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": [
        [
            577364.3484410824,
            558319.7303509001,
            19044.618090182,
            -43819.1863020673,
            107819.7650813719,
            -151638.9513834392
        ],
        [
            577.364348,
            558.31973,
            19.044618,
            -43.819186,
            107.819765,
            -151.638951
        ],
        [
            0.311458,
            0.301184,
            0.010274,
            -0.031099,
            0.039468,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177626,
            -181447,
            -137706,
            -350125,
            -200538,
            -219544
        ],
        [
            1.536523,
            1.985936,
            1.037354,
            0.951666,
            1.244267,
            0.674033
        ],
        [
            303,
            151,
            152,
            303,
            151,
            152
        ],
        [
            112,
            48,
            64,
            112,
            48,
            64
        ],
        [
            191,
            103,
            88,
            191,
            103,
            88
        ],
        [
            36.963696,
            31.788079,
            42.105263,
            36.963696,
            31.788079,
            42.105263
        ],
        [
            2.62032,
            4.261489,
            1.426362,
            1.622931,
            2.66999,
            0.926796
        ],
        [
            630458,
            630458,
            53475,
            319999,
            319999,
            37220
        ],
        [
            -38352,
            -18737,
            -38352,
            -111505,
            -40847,
            -111505
        ],
        [
            23,
            21,
            24,
            23,
            21,
            24
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            7031,
            3244,
            3787,
            7031,
            3244,
            3787
        ],
        [
            0,
            6.822305,
            0,
            0,
            6.822305,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303246,
            244542,
            -368622,
            -581207,
            -145210,
            -583329
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7415,
    "evaluation_days": 1853.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759347847130,
    "expiration_time": 1764146520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 217,
            "offset": 52
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.81209,
            "nc": 0.36137
        }
    }
}

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)