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Trade: KSM/USDT/360/MIDPOINT/SSF/4170

Strategy
KSM/USDT/360/MIDPOINT/SSF/4170
Pair
KSM_USDT
Interval
6h
Score
446915
Daily Profit
0.154358
Profit Factor
1.983395
Profitability
56.410256
Streak
51.998222
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-28 08:57
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 318333.4 285022.5423 33310.8578 -25396.0527 770815.6174 -796211.6701
Total P&L (%) 318.3334 285.0225 33.3109 -25.3961 770.8156 -796.2117
Avg Daily Profit (%) 0.1724 0.1544 0.018 -0.0159 0.1173 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218798 -108163 -133256 -954269 -182774 -884694
Profit Factor 1.4867 1.9834 1.0914 0.9823 3.3332 0.2786
Total Trades 78 39 39 78 39 39
Winning Trades 42 22 20 42 22 20
Losing Trades 36 17 19 36 17 19
Profitability (%) 53.8462 56.4103 51.2821 53.8462 56.4103 51.2821
Ratio Avg Win / Avg Loss 1.2743 1.5326 1.0369 0.842 2.5756 0.2646
Largest Winning Trade 111399 111399 58352 402151 402151 50379
Largest Losing Trade -77265 -47699 -77265 -762877 -107071 -762877
Avg Bars in Trades 90 64 116 90 64 116
Avg Bars in Winners 91 61 124 91 61 124
Avg Bars in Losers 89 68 107 89 68 107
Bars Traded 7056 2524 4531 7056 2524 4531
Profit Streak 0 51.9982 0 0 51.9982 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 -29669 446915 -291316 -619056 -28232 -580591
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": 1603346400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039046426,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 96,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            318333.4000438432,
            285022.5422552602,
            33310.8577885831,
            -25396.0526956564,
            770815.6174456833,
            -796211.6701413397
        ],
        [
            318.3334,
            285.022542,
            33.310858,
            -25.396053,
            770.815617,
            -796.21167
        ],
        [
            0.172398,
            0.154358,
            0.01804,
            -0.015865,
            0.117277,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218798,
            -108163,
            -133256,
            -954269,
            -182774,
            -884694
        ],
        [
            1.48668,
            1.983395,
            1.091449,
            0.98229,
            3.333161,
            0.278569
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            53.846154,
            56.410256,
            51.282051,
            53.846154,
            56.410256,
            51.282051
        ],
        [
            1.274298,
            1.532623,
            1.036877,
            0.841963,
            2.575625,
            0.26464
        ],
        [
            111399,
            111399,
            58352,
            402151,
            402151,
            50379
        ],
        [
            -77265,
            -47699,
            -77265,
            -762877,
            -107071,
            -762877
        ],
        [
            90,
            64,
            116,
            90,
            64,
            116
        ],
        [
            91,
            61,
            124,
            91,
            61,
            124
        ],
        [
            89,
            68,
            107,
            89,
            68,
            107
        ],
        [
            7056,
            2524,
            4531,
            7056,
            2524,
            4531
        ],
        [
            0,
            51.998222,
            0,
            0,
            51.998223,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -29669,
            446915,
            -291316,
            -619056,
            -28232,
            -580591
        ]
    ]
}
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": 1603346400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039046426,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 96,
            "offset": 0,
            "poles": 3
        }
    }
}

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)