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Trade: KSM/USDT/360/MIDPRICE/SWMA/7544

Strategy
KSM/USDT/360/MIDPRICE/SWMA/7544
Pair
KSM_USDT
Interval
6h
Score
339733
Daily Profit
0.428231
Profit Factor
2.224615
Profitability
36.936937
Streak
0.000000
Best Strategy
Training Data Length
1852.000000
Evaluation Time
2025-09-30 05:07
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 793083.8071 685463.3044 107620.5028 531814.2674 88001.8509 443812.4165
Total P&L (%) 793.0838 685.4633 107.6205 531.8143 88.0019 443.8124
Avg Daily Profit (%) 0.4282 0.3701 0.0581 0.0996 0.0341 0.0915
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100532 -79695 -94986 -955608 -884196 -446909
Profit Factor 2.2246 3.0187 1.3494 1.1385 1.0389 1.2815
Total Trades 111 56 55 111 56 55
Winning Trades 41 19 22 41 19 22
Losing Trades 70 37 33 70 37 33
Profitability (%) 36.9369 33.9286 40 36.9369 33.9286 40
Ratio Avg Win / Avg Loss 3.7981 5.8785 2.024 1.9439 2.0231 1.9223
Largest Winning Trade 552676 552676 67546 874029 874029 258438
Largest Losing Trade -49330 -27343 -49330 -324849 -324849 -156302
Avg Bars in Trades 64 50 78 64 50 78
Avg Bars in Winners 124 99 145 124 99 145
Avg Bars in Losers 29 25 34 29 25 34
Bars Traded 7163 2832 4331 7163 2832 4331
Profit Streak 0 0 11.0885 0 0 11.0885
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339733 -171325 -297134 -131405 -510552 -253055
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7408,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601877600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759198047383,
    "expiration_time": 1763990784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 12,
            "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": [
        [
            793083.8071394083,
            685463.3043777061,
            107620.5027617025,
            531814.2674211287,
            88001.8509047948,
            443812.4165163336
        ],
        [
            793.083807,
            685.463304,
            107.620503,
            531.814267,
            88.001851,
            443.812417
        ],
        [
            0.428231,
            0.370121,
            0.05811,
            0.099587,
            0.034092,
            0.09148
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100532,
            -79695,
            -94986,
            -955608,
            -884196,
            -446909
        ],
        [
            2.224615,
            3.018683,
            1.34935,
            1.138548,
            1.038906,
            1.281503
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            36.936937,
            33.928571,
            40,
            36.936937,
            33.928571,
            40
        ],
        [
            3.798123,
            5.878488,
            2.024025,
            1.943862,
            2.023133,
            1.922254
        ],
        [
            552676,
            552676,
            67546,
            874029,
            874029,
            258438
        ],
        [
            -49330,
            -27343,
            -49330,
            -324849,
            -324849,
            -156302
        ],
        [
            64,
            50,
            78,
            64,
            50,
            78
        ],
        [
            124,
            99,
            145,
            124,
            99,
            145
        ],
        [
            29,
            25,
            34,
            29,
            25,
            34
        ],
        [
            7163,
            2832,
            4331,
            7163,
            2832,
            4331
        ],
        [
            0,
            0,
            11.088511,
            0,
            0,
            11.088511
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339733,
            -171325,
            -297134,
            -131405,
            -510552,
            -253055
        ]
    ]
}
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": 1601877600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759198047383,
    "expiration_time": 1763990784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 12,
            "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)