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Trade: KSM/USDT/360/KCL/HILO/7058

Strategy
KSM/USDT/360/KCL/HILO/7058
Pair
KSM_USDT
Interval
6h
Score
358060
Daily Profit
0.488038
Profit Factor
2.438801
Profitability
35.922330
Streak
0.000000
Best Strategy
Training Data Length
1856.500000
Evaluation Time
2025-10-04 17:48
Expiration Time
2025-11-29 06:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 906042.06 867306.5378 38735.5221 46327.4318 17134.35 29193.0818
Total P&L (%) 906.0421 867.3065 38.7355 46.3274 17.1344 29.1931
Avg Daily Profit (%) 0.488 0.4672 0.0209 0.0205 0.0085 0.0138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168619 -197526 -52998 -920867 -982562 -441470
Profit Factor 2.4388 3.4026 1.1441 1.0168 1.0111 1.024
Total Trades 103 51 52 103 51 52
Winning Trades 37 15 22 37 15 22
Losing Trades 66 36 30 66 36 30
Profitability (%) 35.9223 29.4118 42.3077 35.9223 29.4118 42.3077
Ratio Avg Win / Avg Loss 4.3503 8.1663 1.5602 1.8138 2.4266 1.3964
Largest Winning Trade 937857 937857 53152 678148 678148 263582
Largest Losing Trade -40359 -32856 -40359 -417474 -202694 -417474
Avg Bars in Trades 70 78 61 70 78 61
Avg Bars in Winners 127 166 100 127 166 100
Avg Bars in Losers 37 42 32 37 42 32
Bars Traded 7211 4022 3189 7211 4022 3189
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 358060 -173875 -411232 -373260 -588154 -554716
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7426,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603389600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759589291569,
    "expiration_time": 1764391248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 2
        }
    },
    "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": [
        [
            906042.0599787866,
            867306.537835718,
            38735.5221430684,
            46327.4317800971,
            17134.3499687826,
            29193.0818113146
        ],
        [
            906.04206,
            867.306538,
            38.735522,
            46.327432,
            17.13435,
            29.193082
        ],
        [
            0.488038,
            0.467173,
            0.020865,
            0.020507,
            0.008519,
            0.013798
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168619,
            -197526,
            -52998,
            -920867,
            -982562,
            -441470
        ],
        [
            2.438801,
            3.402644,
            1.144138,
            1.0168,
            1.011102,
            1.024045
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            66,
            36,
            30,
            66,
            36,
            30
        ],
        [
            35.92233,
            29.411765,
            42.307692,
            35.92233,
            29.411765,
            42.307692
        ],
        [
            4.350295,
            8.166345,
            1.560188,
            1.813752,
            2.426644,
            1.396426
        ],
        [
            937857,
            937857,
            53152,
            678148,
            678148,
            263582
        ],
        [
            -40359,
            -32856,
            -40359,
            -417474,
            -202694,
            -417474
        ],
        [
            70,
            78,
            61,
            70,
            78,
            61
        ],
        [
            127,
            166,
            100,
            127,
            166,
            100
        ],
        [
            37,
            42,
            32,
            37,
            42,
            32
        ],
        [
            7211,
            4022,
            3189,
            7211,
            4022,
            3189
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358060,
            -173875,
            -411232,
            -373260,
            -588154,
            -554716
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7426,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603389600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759589291569,
    "expiration_time": 1764391248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 2
        }
    },
    "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)