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Trade: KSM/USDT/360/SSF/SINWMA/9528

Strategy
KSM/USDT/360/SSF/SINWMA/9528
Pair
KSM_USDT
Interval
6h
Score
444985
Daily Profit
0.157689
Profit Factor
1.649325
Profitability
58.139535
Streak
75.748149
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-28 08:57
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 -1129496.82 -107190.6112 -1022306.2088 -96519.2242 1734632.5812 -1831151.8055
Total P&L (%) -1129.4968 -107.1906 -1022.3062 -96.5192 1734.6326 -1831.1518
Avg Daily Profit (%) -0.6117 -0.0581 -0.5536 -0.1817 0.1577 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1231002 -253290 -1087772 -5599105 -2183427 -3415678
Profit Factor 0.3094 0.7114 0.1914 0.9847 1.6493 0.4945
Total Trades 87 43 44 87 43 44
Winning Trades 66 31 35 48 25 23
Losing Trades 21 12 9 39 18 21
Profitability (%) 75.8621 72.093 79.5455 55.1724 58.1395 52.2727
Ratio Avg Win / Avg Loss 0.0985 0.2754 0.0492 0.8 1.1875 0.4515
Largest Winning Trade 37838 37838 21544 2393694 2393694 1507722
Largest Losing Trade -1020387 -65243 -1020387 -1137734 -1016926 -1137734
Avg Bars in Trades 82 100 64 82 100 64
Avg Bars in Winners 29 34 24 85 102 67
Avg Bars in Losers 248 270 219 78 98 61
Bars Traded 7163 4330 2833 7163 4330 2833
Profit Streak 75.7481 75.7481 279.7481 75.7481 75.7481 279.7481
Trades During Streak 15 7 11 15 7 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575191 -576296 -575371 -578151 444985 -578906
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": 1603800000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039040039,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 13,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 214,
            "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": [
        [
            -1129496.820010372,
            -107190.6111627226,
            -1022306.2088476493,
            -96519.2242486845,
            1734632.581245574,
            -1831151.8054942582
        ],
        [
            -1129.49682,
            -107.190611,
            -1022.306209,
            -96.519224,
            1734.632581,
            -1831.151805
        ],
        [
            -0.611696,
            -0.058051,
            -0.553645,
            -0.181688,
            0.157689,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1231002,
            -253290,
            -1087772,
            -5599105,
            -2183427,
            -3415678
        ],
        [
            0.309435,
            0.711378,
            0.191357,
            0.984664,
            1.649325,
            0.494473
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            66,
            31,
            35,
            48,
            25,
            23
        ],
        [
            21,
            12,
            9,
            39,
            18,
            21
        ],
        [
            75.862069,
            72.093023,
            79.545455,
            55.172414,
            58.139535,
            52.272727
        ],
        [
            0.098456,
            0.275372,
            0.049206,
            0.80004,
            1.187514,
            0.451475
        ],
        [
            37838,
            37838,
            21544,
            2393694,
            2393694,
            1507722
        ],
        [
            -1020387,
            -65243,
            -1020387,
            -1137734,
            -1016926,
            -1137734
        ],
        [
            82,
            100,
            64,
            82,
            100,
            64
        ],
        [
            29,
            34,
            24,
            85,
            102,
            67
        ],
        [
            248,
            270,
            219,
            78,
            98,
            61
        ],
        [
            7163,
            4330,
            2833,
            7163,
            4330,
            2833
        ],
        [
            75.748148,
            75.748149,
            279.748149,
            75.748149,
            75.748149,
            279.748149
        ],
        [
            15,
            7,
            11,
            15,
            7,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575191,
            -576296,
            -575371,
            -578151,
            444985,
            -578906
        ]
    ]
}
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": 1603800000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039040039,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 13,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 214,
            "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)