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Trade: KSM/USDT/360/HWMA/BBU/4819

Strategy
KSM/USDT/360/HWMA/BBU/4819
Pair
KSM_USDT
Interval
6h
Score
341721
Daily Profit
0.151143
Profit Factor
1.301543
Profitability
50.384615
Streak
20.153205
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-27 00:40
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 338306.1206 279084.9881 59221.1325 -20858.6051 36613.126 -57471.7311
Total P&L (%) 338.3061 279.085 59.2211 -20.8586 36.6131 -57.4717
Avg Daily Profit (%) 0.1832 0.1511 0.0321 -0.0127 0.0169 -0.0463
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164271 -150900 -123151 -2114644 -1687556 -1127683
Profit Factor 1.1862 1.3015 1.0664 0.9977 1.0075 0.9856
Total Trades 520 260 260 520 260 260
Winning Trades 263 131 132 263 131 132
Losing Trades 257 129 128 257 129 128
Profitability (%) 50.5769 50.3846 50.7692 50.5769 50.3846 50.7692
Ratio Avg Win / Avg Loss 1.1591 1.2817 1.0341 0.9749 0.9921 0.9558
Largest Winning Trade 54357 54357 34543 485133 485133 335177
Largest Losing Trade -81742 -34226 -81742 -724055 -724055 -347291
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 7291 3649 3642 7291 3649 3642
Profit Streak 16.6532 20.1532 16.6532 16.6532 20.1532 16.6532
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3705 341721 -296472 -576227 -384602 -579022

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": 1600581600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922836933,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.72715
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 65,
            "offset": 0,
            "std": 3.50197
        }
    }
}
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": [
        [
            338306.1205835405,
            279084.9881027167,
            59221.1324808238,
            -20858.6051356549,
            36613.1259796991,
            -57471.7311153544
        ],
        [
            338.306121,
            279.084988,
            59.221132,
            -20.858605,
            36.613126,
            -57.471731
        ],
        [
            0.183215,
            0.151143,
            0.032072,
            -0.012668,
            0.016897,
            -0.046293
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164271,
            -150900,
            -123151,
            -2114644,
            -1687556,
            -1127683
        ],
        [
            1.186176,
            1.301543,
            1.06642,
            0.997659,
            1.007451,
            0.985623
        ],
        [
            520,
            260,
            260,
            520,
            260,
            260
        ],
        [
            263,
            131,
            132,
            263,
            131,
            132
        ],
        [
            257,
            129,
            128,
            257,
            129,
            128
        ],
        [
            50.576923,
            50.384615,
            50.769231,
            50.576923,
            50.384615,
            50.769231
        ],
        [
            1.159115,
            1.281672,
            1.034105,
            0.974899,
            0.99207,
            0.955755
        ],
        [
            54357,
            54357,
            34543,
            485133,
            485133,
            335177
        ],
        [
            -81742,
            -34226,
            -81742,
            -724055,
            -724055,
            -347291
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            7291,
            3649,
            3642,
            7291,
            3649,
            3642
        ],
        [
            16.653205,
            20.153205,
            16.653205,
            16.653205,
            20.153205,
            16.653205
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3705,
            341721,
            -296472,
            -576227,
            -384602,
            -579022
        ]
    ]
}
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": 1600581600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922836933,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.72715
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 65,
            "offset": 0,
            "std": 3.50197
        }
    }
}

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)