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Trade: KSM/USDT/360/KCL/HILO/2050

Strategy
KSM/USDT/360/KCL/HILO/2050
Pair
KSM_USDT
Interval
6h
Score
477763
Daily Profit
0.305413
Profit Factor
1.670239
Profitability
52.631579
Streak
14.988295
Best Strategy
Training Data Length
1861.750000
Evaluation Time
2025-10-10 02:43
Expiration Time
2025-12-04 16:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 605249.9154 568601.9723 36647.9431 -17364.8922 -59840.0164 42475.1242
Total P&L (%) 605.2499 568.602 36.6479 -17.3649 -59.84 42.4751
Avg Daily Profit (%) 0.3251 0.3054 0.0197 -0.0102 -0.049 0.019
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169952 -191967 -60021 -1734855 -1622956 -429563
Profit Factor 1.514 1.6702 1.1114 0.9973 0.9878 1.0264
Total Trades 305 152 153 305 152 153
Winning Trades 161 80 81 161 80 81
Losing Trades 144 72 72 144 72 72
Profitability (%) 52.7869 52.6316 52.9412 52.7869 52.6316 52.9412
Ratio Avg Win / Avg Loss 1.3542 1.5032 0.9879 0.892 0.889 0.9124
Largest Winning Trade 430944 430944 18058 753306 753306 190633
Largest Losing Trade -56380 -56380 -29916 -863945 -863945 -273687
Avg Bars in Trades 24 40 7 24 40 7
Avg Bars in Winners 21 37 6 21 37 6
Avg Bars in Losers 26 44 8 26 44 8
Bars Traded 7328 6207 1121 7328 6207 1121
Profit Streak 0 14.9883 0 0 14.9883 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 458383 477763 -267874 -578543 -579609 -361658
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7447,
    "evaluation_days": 1861.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760053388683,
    "expiration_time": 1764858456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 30,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            605249.915399496,
            568601.9723311852,
            36647.9430683111,
            -17364.8922010964,
            -59840.0163699681,
            42475.1241688725
        ],
        [
            605.249915,
            568.601972,
            36.647943,
            -17.364892,
            -59.840016,
            42.475124
        ],
        [
            0.325097,
            0.305413,
            0.019685,
            -0.010244,
            -0.04899,
            0.019016
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169952,
            -191967,
            -60021,
            -1734855,
            -1622956,
            -429563
        ],
        [
            1.514031,
            1.670239,
            1.111358,
            0.997337,
            0.987821,
            1.02644
        ],
        [
            305,
            152,
            153,
            305,
            152,
            153
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            52.786885,
            52.631579,
            52.941176,
            52.786885,
            52.631579,
            52.941176
        ],
        [
            1.354164,
            1.503215,
            0.987873,
            0.892028,
            0.889039,
            0.912391
        ],
        [
            430944,
            430944,
            18058,
            753306,
            753306,
            190633
        ],
        [
            -56380,
            -56380,
            -29916,
            -863945,
            -863945,
            -273687
        ],
        [
            24,
            40,
            7,
            24,
            40,
            7
        ],
        [
            21,
            37,
            6,
            21,
            37,
            6
        ],
        [
            26,
            44,
            8,
            26,
            44,
            8
        ],
        [
            7328,
            6207,
            1121,
            7328,
            6207,
            1121
        ],
        [
            0,
            14.988295,
            0,
            0,
            14.988295,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458383,
            477763,
            -267874,
            -578543,
            -579609,
            -361658
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7447,
    "evaluation_days": 1861.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760053388683,
    "expiration_time": 1764858456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 30,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)