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Trade: KSM/USDT/360/MIDPRICE/LINREG/6398

Strategy
KSM/USDT/360/MIDPRICE/LINREG/6398
Pair
KSM_USDT
Interval
6h
Score
456637
Daily Profit
0.230547
Profit Factor
1.618284
Profitability
57.943925
Streak
31.172225
Best Strategy
Training Data Length
1852.000000
Evaluation Time
2025-09-30 07:08
Expiration Time
2025-11-24 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 426972.6752 352470.9924 74501.6828 172801.738 410426.4728 -237624.7347
Total P&L (%) 426.9727 352.471 74.5017 172.8017 410.4265 -237.6247
Avg Daily Profit (%) 0.2305 0.1903 0.0402 0.0542 0.0881 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141516 -70670 -109207 -1047435 -652190 -780211
Profit Factor 1.6183 2.1983 1.1879 1.0436 1.2522 0.8984
Total Trades 107 54 53 107 54 53
Winning Trades 62 31 31 62 31 31
Losing Trades 45 23 22 45 23 22
Profitability (%) 57.9439 57.4074 58.4906 57.9439 57.4074 58.4906
Ratio Avg Win / Avg Loss 1.1746 1.631 0.843 0.7574 0.929 0.6376
Largest Winning Trade 208227 208227 64356 423150 423150 371897
Largest Losing Trade -46077 -44671 -46077 -394513 -282525 -394513
Avg Bars in Trades 66 47 85 66 47 85
Avg Bars in Winners 68 41 95 68 41 95
Avg Bars in Losers 63 55 71 63 55 71
Bars Traded 7119 2576 4544 7119 2576 4544
Profit Streak 31.1722 52.9222 31.1722 31.1722 52.9222 31.1722
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456637 -165965 -332597 -291955 -254959 -758732
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7408,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759205280285,
    "expiration_time": 1763990784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 152,
            "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": [
        [
            426972.6752170941,
            352470.9924456804,
            74501.6827714139,
            172801.7380477531,
            410426.4727531108,
            -237624.734705358
        ],
        [
            426.972675,
            352.470992,
            74.501683,
            172.801738,
            410.426473,
            -237.624735
        ],
        [
            0.230547,
            0.190319,
            0.040228,
            0.054203,
            0.088056,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141516,
            -70670,
            -109207,
            -1047435,
            -652190,
            -780211
        ],
        [
            1.618284,
            2.198313,
            1.187928,
            1.043568,
            1.252196,
            0.898402
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            57.943925,
            57.407407,
            58.490566,
            57.943925,
            57.407407,
            58.490566
        ],
        [
            1.174561,
            1.631007,
            0.843046,
            0.757428,
            0.929049,
            0.637575
        ],
        [
            208227,
            208227,
            64356,
            423150,
            423150,
            371897
        ],
        [
            -46077,
            -44671,
            -46077,
            -394513,
            -282525,
            -394513
        ],
        [
            66,
            47,
            85,
            66,
            47,
            85
        ],
        [
            68,
            41,
            95,
            68,
            41,
            95
        ],
        [
            63,
            55,
            71,
            63,
            55,
            71
        ],
        [
            7119,
            2576,
            4544,
            7119,
            2576,
            4544
        ],
        [
            31.172225,
            52.922225,
            31.172225,
            31.172225,
            52.922226,
            31.172225
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456637,
            -165965,
            -332597,
            -291955,
            -254959,
            -758732
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7408,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759205280285,
    "expiration_time": 1763990784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 152,
            "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)