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Trade: KSM/USDT/360/KCL/DCM/8700

Strategy
KSM/USDT/360/KCL/DCM/8700
Pair
KSM_USDT
Interval
6h
Score
525670
Daily Profit
0.541219
Profit Factor
3.855778
Profitability
41.304348
Streak
0.000000
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-10-07 17:26
Expiration Time
2025-12-02 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1008245.0718 1006396.6096 1848.4622 -54385.0343 203920.5169 -258305.5512
Total P&L (%) 1008.2451 1006.3966 1.8485 -54.385 203.9205 -258.3056
Avg Daily Profit (%) 0.5422 0.5412 0.001 -0.0422 0.0598 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -280847 -219393 -104805 -1773377 -1141809 -666485
Profit Factor 2.5864 3.8558 1.0065 0.9748 1.1595 0.7058
Total Trades 92 46 46 92 46 46
Winning Trades 42 19 23 42 19 23
Losing Trades 50 27 23 50 27 23
Profitability (%) 45.6522 41.3043 50 45.6522 41.3043 50
Ratio Avg Win / Avg Loss 3.0791 5.4793 1.0065 1.1605 1.6477 0.7058
Largest Winning Trade 1160629 1160629 27493 1321975 1321975 377016
Largest Losing Trade -57460 -47268 -57460 -856932 -856932 -525858
Avg Bars in Trades 74 103 46 74 103 46
Avg Bars in Winners 88 118 62 88 118 62
Avg Bars in Losers 63 92 29 63 92 29
Bars Traded 6867 4749 2118 6867 4749 2118
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520169 525670 -570530 -580556 -160351 -580704
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7438,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847214053,
    "expiration_time": 1764658224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 139,
            "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": [
        [
            1008245.0718406015,
            1006396.609627249,
            1848.4622133529,
            -54385.0342702576,
            203920.5169134633,
            -258305.5511837208
        ],
        [
            1008.245072,
            1006.39661,
            1.848462,
            -54.385034,
            203.920517,
            -258.305551
        ],
        [
            0.542213,
            0.541219,
            0.000994,
            -0.042203,
            0.059797,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -280847,
            -219393,
            -104805,
            -1773377,
            -1141809,
            -666485
        ],
        [
            2.586433,
            3.855778,
            1.006529,
            0.974781,
            1.1595,
            0.705804
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            45.652174,
            41.304348,
            50,
            45.652174,
            41.304348,
            50
        ],
        [
            3.079087,
            5.479263,
            1.006529,
            1.160454,
            1.64771,
            0.705804
        ],
        [
            1160629,
            1160629,
            27493,
            1321975,
            1321975,
            377016
        ],
        [
            -57460,
            -47268,
            -57460,
            -856932,
            -856932,
            -525858
        ],
        [
            74,
            103,
            46,
            74,
            103,
            46
        ],
        [
            88,
            118,
            62,
            88,
            118,
            62
        ],
        [
            63,
            92,
            29,
            63,
            92,
            29
        ],
        [
            6867,
            4749,
            2118,
            6867,
            4749,
            2118
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520169,
            525670,
            -570530,
            -580556,
            -160351,
            -580704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7438,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847214053,
    "expiration_time": 1764658224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 139,
            "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)