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Trade: KSM/USDT/360/SINWMA/JMA/4698

Strategy
KSM/USDT/360/SINWMA/JMA/4698
Pair
KSM_USDT
Interval
6h
Score
314303
Daily Profit
0.167977
Profit Factor
1.807917
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-25 11:53
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 848854.6106 691778.7984 157075.8123 1562681.2928 -555091.6939 2117772.9867
Total P&L (%) 848.8546 691.7788 157.0758 1562.6813 -555.0917 2117.773
Avg Daily Profit (%) 0.4597 0.3746 0.0851 0.1524 0 0.168
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100004 -81898 -38396 -1729719 -1395926 -741907
Profit Factor 3.0503 3.9648 1.8693 1.238 0.8593 1.8079
Total Trades 65 33 32 65 33 32
Winning Trades 23 9 14 23 9 14
Losing Trades 42 24 18 42 24 18
Profitability (%) 35.3846 27.2727 43.75 35.3846 27.2727 43.75
Ratio Avg Win / Avg Loss 5.5701 10.5729 2.4034 2.2606 2.2915 2.3245
Largest Winning Trade 617559 617559 64149 912725 900144 912725
Largest Losing Trade -28381 -28381 -21826 -440025 -440025 -377545
Avg Bars in Trades 110 91 129 110 91 129
Avg Bars in Winners 213 205 218 213 205 218
Avg Bars in Losers 53 48 61 53 48 61
Bars Traded 7163 3010 4153 7163 3010 4153
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 -125876 -3256 -78298 -133515 -597823 314303

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790403736,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 45,
            "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": [
        [
            848854.610645412,
            691778.7983514086,
            157075.8122940034,
            1562681.2927920218,
            -555091.693889782,
            2117772.986681803
        ],
        [
            848.854611,
            691.778798,
            157.075812,
            1562.681293,
            -555.091694,
            2117.772987
        ],
        [
            0.45971,
            0.374643,
            0.085067,
            0.152351,
            0,
            0.167977
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100004,
            -81898,
            -38396,
            -1729719,
            -1395926,
            -741907
        ],
        [
            3.050307,
            3.964822,
            1.869338,
            1.237965,
            0.859313,
            1.807917
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            23,
            9,
            14,
            23,
            9,
            14
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            35.384615,
            27.272727,
            43.75,
            35.384615,
            27.272727,
            43.75
        ],
        [
            5.570126,
            10.572858,
            2.403434,
            2.260632,
            2.291501,
            2.324465
        ],
        [
            617559,
            617559,
            64149,
            912725,
            900144,
            912725
        ],
        [
            -28381,
            -28381,
            -21826,
            -440025,
            -440025,
            -377545
        ],
        [
            110,
            91,
            129,
            110,
            91,
            129
        ],
        [
            213,
            205,
            218,
            213,
            205,
            218
        ],
        [
            53,
            48,
            61,
            53,
            48,
            61
        ],
        [
            7163,
            3010,
            4153,
            7163,
            3010,
            4153
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125876,
            -3256,
            -78298,
            -133515,
            -597823,
            314303
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790403736,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 45,
            "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)