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Trade: KSM/USDT/360/MIDPRICE/BBU/7008

Strategy
KSM/USDT/360/MIDPRICE/BBU/7008
Pair
KSM_USDT
Interval
6h
Score
329700
Daily Profit
0.304195
Profit Factor
2.570086
Profitability
36.666667
Streak
110.330030
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-03 04:55
Expiration Time
2025-11-27 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 609829.8246 564281.0501 45548.7745 17194.1726 -40789.3893 57983.5619
Total P&L (%) 609.8298 564.2811 45.5488 17.1942 -40.7894 57.9836
Avg Daily Profit (%) 0.3287 0.3042 0.0246 0.0086 -0.0282 0.0247
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159794 -171170 -39113 -723804 -719662 -138365
Profit Factor 2.2471 2.5701 1.3514 1.0105 0.9656 1.1271
Total Trades 60 30 30 60 30 30
Winning Trades 30 11 19 30 11 19
Losing Trades 30 19 11 30 19 11
Profitability (%) 50 36.6667 63.3333 50 36.6667 63.3333
Ratio Avg Win / Avg Loss 2.2471 4.4392 0.7824 1.0105 1.6679 0.6525
Largest Winning Trade 499182 499182 37787 499182 499182 207162
Largest Losing Trade -62193 -62193 -27243 -356372 -356372 -116447
Avg Bars in Trades 114 183 44 114 183 44
Avg Bars in Winners 113 232 44 113 232 44
Avg Bars in Losers 115 155 44 115 155 44
Bars Traded 6849 5515 1334 6849 5515 1334
Profit Streak 0 110.33 0 0 110.33 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 -160084 329700 -161383 -572672 -582670 -241404
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7420,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603346400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456514581,
    "expiration_time": 1764257760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 204,
            "offset": 63,
            "std": 2.78814
        }
    }
}
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": [
        [
            609829.8245604637,
            564281.050087556,
            45548.7744729074,
            17194.172584144,
            -40789.3893097196,
            57983.5618938635
        ],
        [
            609.829825,
            564.28105,
            45.548774,
            17.194173,
            -40.789389,
            57.983562
        ],
        [
            0.328749,
            0.304195,
            0.024555,
            0.008554,
            -0.028248,
            0.024656
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159794,
            -171170,
            -39113,
            -723804,
            -719662,
            -138365
        ],
        [
            2.247066,
            2.570086,
            1.351411,
            1.010468,
            0.96562,
            1.127128
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            30,
            11,
            19,
            30,
            11,
            19
        ],
        [
            30,
            19,
            11,
            30,
            19,
            11
        ],
        [
            50,
            36.666667,
            63.333333,
            50,
            36.666667,
            63.333333
        ],
        [
            2.247066,
            4.439239,
            0.782396,
            1.010468,
            1.667889,
            0.652548
        ],
        [
            499182,
            499182,
            37787,
            499182,
            499182,
            207162
        ],
        [
            -62193,
            -62193,
            -27243,
            -356372,
            -356372,
            -116447
        ],
        [
            114,
            183,
            44,
            114,
            183,
            44
        ],
        [
            113,
            232,
            44,
            113,
            232,
            44
        ],
        [
            115,
            155,
            44,
            115,
            155,
            44
        ],
        [
            6849,
            5515,
            1334,
            6849,
            5515,
            1334
        ],
        [
            0,
            110.33003,
            0,
            0,
            110.33003,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160084,
            329700,
            -161383,
            -572672,
            -582670,
            -241404
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7420,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603346400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456514581,
    "expiration_time": 1764257760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 204,
            "offset": 63,
            "std": 2.78814
        }
    }
}

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)