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Trade: KSM/USDT/360/PWMA/HILO/9578

Strategy
KSM/USDT/360/PWMA/HILO/9578
Pair
KSM_USDT
Interval
6h
Score
346664
Daily Profit
0.350559
Profit Factor
2.086305
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1851.500000
Evaluation Time
2025-09-29 16:31
Expiration Time
2025-11-24 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 649059.3427 606331.227 42728.1157 62830.2304 -19514.0821 82344.3125
Total P&L (%) 649.0593 606.3312 42.7281 62.8302 -19.5141 82.3443
Avg Daily Profit (%) 0.3506 0.3275 0.0231 0.0263 -0.0117 0.0325
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198927 -136960 -101315 -833155 -652682 -406386
Profit Factor 2.0863 2.9273 1.151 1.0305 0.9817 1.0827
Total Trades 85 43 42 85 43 42
Winning Trades 34 12 22 34 12 22
Losing Trades 51 31 20 51 31 20
Profitability (%) 40 27.907 52.381 40 27.907 52.381
Ratio Avg Win / Avg Loss 3.1295 7.5622 1.0464 1.5457 2.536 0.9843
Largest Winning Trade 621324 621324 69095 576706 576706 371918
Largest Losing Trade -47006 -47006 -38058 -303549 -173380 -303549
Avg Bars in Trades 84 67 101 84 67 101
Avg Bars in Winners 133 138 130 133 138 130
Avg Bars in Losers 51 40 68 51 40 68
Bars Traded 7158 2904 4254 7158 2904 4254
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 346664 -2234 -218047 -347707 -594951 -280432
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1851.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603303200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759152713127,
    "expiration_time": 1763946288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            649059.3426916309,
            606331.2270176685,
            42728.1156739626,
            62830.2304409397,
            -19514.0820899505,
            82344.3125308902
        ],
        [
            649.059343,
            606.331227,
            42.728116,
            62.83023,
            -19.514082,
            82.344313
        ],
        [
            0.350559,
            0.327481,
            0.023078,
            0.026336,
            -0.011724,
            0.032451
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198927,
            -136960,
            -101315,
            -833155,
            -652682,
            -406386
        ],
        [
            2.086305,
            2.927316,
            1.151039,
            1.030491,
            0.981671,
            1.08268
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            34,
            12,
            22,
            34,
            12,
            22
        ],
        [
            51,
            31,
            20,
            51,
            31,
            20
        ],
        [
            40,
            27.906977,
            52.380952,
            40,
            27.906977,
            52.380952
        ],
        [
            3.129458,
            7.562234,
            1.046399,
            1.545737,
            2.535984,
            0.984255
        ],
        [
            621324,
            621324,
            69095,
            576706,
            576706,
            371918
        ],
        [
            -47006,
            -47006,
            -38058,
            -303549,
            -173380,
            -303549
        ],
        [
            84,
            67,
            101,
            84,
            67,
            101
        ],
        [
            133,
            138,
            130,
            133,
            138,
            130
        ],
        [
            51,
            40,
            68,
            51,
            40,
            68
        ],
        [
            7158,
            2904,
            4254,
            7158,
            2904,
            4254
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346664,
            -2234,
            -218047,
            -347707,
            -594951,
            -280432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1851.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603303200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759152713127,
    "expiration_time": 1763946288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)