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Trade: KSM/USDT/360/SINWMA/JMA/7913

Strategy
KSM/USDT/360/SINWMA/JMA/7913
Pair
KSM_USDT
Interval
6h
Score
308243
Daily Profit
0.298486
Profit Factor
2.551160
Profitability
36.585366
Streak
0.000000
Best Strategy
Training Data Length
1857.500000
Evaluation Time
2025-10-05 19:50
Expiration Time
2025-11-30 07:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 633328.2847 554438.3856 78889.8991 192674.555 -164384.8752 357059.4302
Total P&L (%) 633.3283 554.4384 78.8899 192.6746 -164.3849 357.0594
Avg Daily Profit (%) 0.341 0.2985 0.0425 0.0578 0 0.0818
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130236 -104226 -66086 -974536 -819197 -427595
Profit Factor 2.0647 2.5512 1.3323 1.0644 0.9124 1.3205
Total Trades 81 41 40 81 41 40
Winning Trades 34 15 19 34 15 19
Losing Trades 47 26 21 47 26 21
Profitability (%) 41.9753 36.5854 47.5 41.9753 36.5854 47.5
Ratio Avg Win / Avg Loss 2.8542 4.422 1.4726 1.4714 1.5815 1.4595
Largest Winning Trade 542199 542199 65218 507654 507654 332713
Largest Losing Trade -40311 -26996 -40311 -287623 -287623 -242384
Avg Bars in Trades 88 71 105 88 71 105
Avg Bars in Winners 149 129 166 149 129 166
Avg Bars in Losers 44 37 51 44 37 51
Bars Traded 7166 2928 4238 7166 2928 4238
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 -6230 308243 -136840 -284772 -583181 -84414
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7430,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759683019974,
    "expiration_time": 1764480240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 94,
            "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": [
        [
            633328.2846762027,
            554438.385625417,
            78889.8990507855,
            192674.5549730494,
            -164384.8751992653,
            357059.4301723146
        ],
        [
            633.328285,
            554.438386,
            78.889899,
            192.674555,
            -164.384875,
            357.05943
        ],
        [
            0.340957,
            0.298486,
            0.042471,
            0.057831,
            0,
            0.081845
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130236,
            -104226,
            -66086,
            -974536,
            -819197,
            -427595
        ],
        [
            2.064734,
            2.55116,
            1.332325,
            1.06441,
            0.912429,
            1.320459
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            41.975309,
            36.585366,
            47.5,
            41.975309,
            36.585366,
            47.5
        ],
        [
            2.854192,
            4.42201,
            1.472569,
            1.47139,
            1.581543,
            1.459454
        ],
        [
            542199,
            542199,
            65218,
            507654,
            507654,
            332713
        ],
        [
            -40311,
            -26996,
            -40311,
            -287623,
            -287623,
            -242384
        ],
        [
            88,
            71,
            105,
            88,
            71,
            105
        ],
        [
            149,
            129,
            166,
            149,
            129,
            166
        ],
        [
            44,
            37,
            51,
            44,
            37,
            51
        ],
        [
            7166,
            2928,
            4238,
            7166,
            2928,
            4238
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6230,
            308243,
            -136840,
            -284772,
            -583181,
            -84414
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7430,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759683019974,
    "expiration_time": 1764480240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 94,
            "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)