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Trade: KSM/USDT/360/PWMA/DCM/3975

Strategy
KSM/USDT/360/PWMA/DCM/3975
Pair
KSM_USDT
Interval
6h
Score
369345
Daily Profit
0.227322
Profit Factor
2.553264
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1852.500000
Evaluation Time
2025-09-30 17:59
Expiration Time
2025-11-25 03:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 471048.9093 421114.7752 49934.1341 70607.7393 296099.2077 -225491.4684
Total P&L (%) 471.0489 421.1148 49.9341 70.6077 296.0992 -225.4915
Avg Daily Profit (%) 0.2543 0.2273 0.027 0.0288 0.0743 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177119 -112725 -109571 -681367 -411841 -411496
Profit Factor 1.8898 2.5533 1.1933 1.0533 1.456 0.666
Total Trades 63 32 31 63 32 31
Winning Trades 26 14 12 26 14 12
Losing Trades 37 18 19 37 18 19
Profitability (%) 41.2698 43.75 38.7097 41.2698 43.75 38.7097
Ratio Avg Win / Avg Loss 2.6893 3.2828 1.8894 1.4989 1.872 1.0545
Largest Winning Trade 397015 397015 65973 608807 608807 100373
Largest Losing Trade -49644 -49644 -37520 -285966 -192119 -285966
Avg Bars in Trades 113 98 129 113 98 129
Avg Bars in Winners 196 160 237 196 160 237
Avg Bars in Losers 55 49 61 55 49 61
Bars Traded 7154 3146 4007 7154 3146 4007
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143000 369345 -169399 -470908 -94011 -583541
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7410,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604188800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759244362967,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 62,
            "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": [
        [
            471048.9092946765,
            421114.7751946681,
            49934.1341000081,
            70607.7393384154,
            296099.2077082578,
            -225491.4683698424
        ],
        [
            471.048909,
            421.114775,
            49.934134,
            70.607739,
            296.099208,
            -225.491468
        ],
        [
            0.254277,
            0.227322,
            0.026955,
            0.028841,
            0.074332,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177119,
            -112725,
            -109571,
            -681367,
            -411841,
            -411496
        ],
        [
            1.889757,
            2.553264,
            1.193321,
            1.053312,
            1.456006,
            0.66599
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            41.269841,
            43.75,
            38.709677,
            41.269841,
            43.75,
            38.709677
        ],
        [
            2.689269,
            3.282769,
            1.889424,
            1.498943,
            1.872007,
            1.054485
        ],
        [
            397015,
            397015,
            65973,
            608807,
            608807,
            100373
        ],
        [
            -49644,
            -49644,
            -37520,
            -285966,
            -192119,
            -285966
        ],
        [
            113,
            98,
            129,
            113,
            98,
            129
        ],
        [
            196,
            160,
            237,
            196,
            160,
            237
        ],
        [
            55,
            49,
            61,
            55,
            49,
            61
        ],
        [
            7154,
            3146,
            4007,
            7154,
            3146,
            4007
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143000,
            369345,
            -169399,
            -470908,
            -94011,
            -583541
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7410,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604188800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759244362967,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 62,
            "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)