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Trade: KSM/USDT/360/SSF/MIDPRICE/1269

Strategy
KSM/USDT/360/SSF/MIDPRICE/1269
Pair
KSM_USDT
Interval
6h
Score
403309
Daily Profit
0.234291
Profit Factor
1.551908
Profitability
49.350649
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 434024.8625 312569.862 121455.0005 419290.3718 256275.6999 163014.6719
Total P&L (%) 434.0249 312.5699 121.455 419.2904 256.2757 163.0147
Avg Daily Profit (%) 0.2343 0.1687 0.0656 0.089 0.0686 0.0522
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96304 -127953 -128798 -227520 -269927 -255348
Profit Factor 1.5519 1.6939 1.3615 1.2083 1.2254 1.1861
Total Trades 154 77 77 154 77 77
Winning Trades 76 34 42 76 34 42
Losing Trades 78 43 35 78 43 35
Profitability (%) 49.3506 44.1558 54.5455 49.3506 44.1558 54.5455
Ratio Avg Win / Avg Loss 1.5927 2.1423 1.1346 1.2401 1.5498 0.9884
Largest Winning Trade 113777 113777 38896 185616 185616 95516
Largest Losing Trade -37520 -35789 -37520 -133145 -104550 -133145
Avg Bars in Trades 46 60 33 46 60 33
Avg Bars in Winners 54 75 36 54 75 36
Avg Bars in Losers 39 48 28 39 48 28
Bars Traded 7215 4673 2542 7215 4673 2542
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 403309 -33667 -146298 -74112 -144820 -182076
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": 1601553600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759244364377,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 249,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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": [
        [
            434024.862502832,
            312569.8619862004,
            121455.0005166314,
            419290.371832952,
            256275.6999057099,
            163014.6719272418
        ],
        [
            434.024863,
            312.569862,
            121.455001,
            419.290372,
            256.2757,
            163.014672
        ],
        [
            0.234291,
            0.168729,
            0.065563,
            0.088962,
            0.068608,
            0.052215
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96304,
            -127953,
            -128798,
            -227520,
            -269927,
            -255348
        ],
        [
            1.551908,
            1.693942,
            1.361494,
            1.208296,
            1.225427,
            1.186066
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            76,
            34,
            42,
            76,
            34,
            42
        ],
        [
            78,
            43,
            35,
            78,
            43,
            35
        ],
        [
            49.350649,
            44.155844,
            54.545455,
            49.350649,
            44.155844,
            54.545455
        ],
        [
            1.592748,
            2.142339,
            1.134578,
            1.240093,
            1.549805,
            0.988389
        ],
        [
            113777,
            113777,
            38896,
            185616,
            185616,
            95516
        ],
        [
            -37520,
            -35789,
            -37520,
            -133145,
            -104550,
            -133145
        ],
        [
            46,
            60,
            33,
            46,
            60,
            33
        ],
        [
            54,
            75,
            36,
            54,
            75,
            36
        ],
        [
            39,
            48,
            28,
            39,
            48,
            28
        ],
        [
            7215,
            4673,
            2542,
            7215,
            4673,
            2542
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403309,
            -33667,
            -146298,
            -74112,
            -144820,
            -182076
        ]
    ]
}
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": 1601553600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759244364377,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 249,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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)