← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: KSM/USDT/360/MIDPRICE/WMA/6664

Strategy
KSM/USDT/360/MIDPRICE/WMA/6664
Pair
KSM_USDT
Interval
6h
Score
307459
Daily Profit
0.166044
Profit Factor
1.385851
Profitability
51.798561
Streak
0.000000
Best Strategy
Training Data Length
1857.250000
Evaluation Time
2025-10-05 09:42
Expiration Time
2025-11-30 01:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308385.5722 270307.6507 38077.9214 17239.8559 45686.1834 -28446.3275
Total P&L (%) 308.3856 270.3077 38.0779 17.2399 45.6862 -28.4463
Avg Daily Profit (%) 0.166 0.1455 0.0205 0.0086 0.0203 -0.018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -213277 -86975 -145808 -778669 -400209 -504757
Profit Factor 1.3859 1.792 1.0831 1.0087 1.0486 0.9729
Total Trades 139 70 69 139 70 69
Winning Trades 72 33 39 72 33 39
Losing Trades 67 37 30 67 37 30
Profitability (%) 51.7986 47.1429 56.5217 51.7986 47.1429 56.5217
Ratio Avg Win / Avg Loss 1.2896 2.0093 0.8332 0.9386 1.1757 0.7484
Largest Winning Trade 99762 99762 67600 154343 154343 141454
Largest Losing Trade -50377 -47529 -50377 -175520 -175520 -138037
Avg Bars in Trades 51 38 64 51 38 64
Avg Bars in Winners 59 36 79 59 36 79
Avg Bars in Losers 42 40 43 42 40 43
Bars Traded 7121 2692 4429 7121 2692 4429
Profit Streak 0 0 43.2794 0 0 43.2794
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307459 -90920 -398876 -402181 -430113 -681060
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7429,
    "evaluation_days": 1857.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601834400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759646540315,
    "expiration_time": 1764457992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 66,
            "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": [
        [
            308385.5721546611,
            270307.6507126025,
            38077.9214420588,
            17239.8559455956,
            45686.183401011,
            -28446.3274554156
        ],
        [
            308.385572,
            270.307651,
            38.077921,
            17.239856,
            45.686183,
            -28.446327
        ],
        [
            0.166044,
            0.145542,
            0.020502,
            0.008564,
            0.020262,
            -0.018021
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -213277,
            -86975,
            -145808,
            -778669,
            -400209,
            -504757
        ],
        [
            1.385851,
            1.792034,
            1.083148,
            1.008662,
            1.048627,
            0.972926
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            67,
            37,
            30,
            67,
            37,
            30
        ],
        [
            51.798561,
            47.142857,
            56.521739,
            51.798561,
            47.142857,
            56.521739
        ],
        [
            1.289611,
            2.00925,
            0.833191,
            0.938616,
            1.175734,
            0.748405
        ],
        [
            99762,
            99762,
            67600,
            154343,
            154343,
            141454
        ],
        [
            -50377,
            -47529,
            -50377,
            -175520,
            -175520,
            -138037
        ],
        [
            51,
            38,
            64,
            51,
            38,
            64
        ],
        [
            59,
            36,
            79,
            59,
            36,
            79
        ],
        [
            42,
            40,
            43,
            42,
            40,
            43
        ],
        [
            7121,
            2692,
            4429,
            7121,
            2692,
            4429
        ],
        [
            0,
            0,
            43.279402,
            0,
            0,
            43.279402
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307459,
            -90920,
            -398876,
            -402181,
            -430113,
            -681060
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7429,
    "evaluation_days": 1857.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601834400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759646540315,
    "expiration_time": 1764457992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 66,
            "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)