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Trade: KSM/USDT/360/SWMA/DCM/3143

Strategy
KSM/USDT/360/SWMA/DCM/3143
Pair
KSM_USDT
Interval
6h
Score
539027
Daily Profit
0.578033
Profit Factor
5.863866
Profitability
37.837838
Streak
0.000000
Best Strategy
Training Data Length
1864.250000
Evaluation Time
2025-10-12 12:28
Expiration Time
2025-12-07 06:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1221481.9561 1077597.5915 143884.3645 1047737.8671 300198.0282 747539.8388
Total P&L (%) 1221.482 1077.5976 143.8844 1047.7379 300.198 747.5398
Avg Daily Profit (%) 0.6552 0.578 0.0772 0.131 0.0744 0.1147
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131203 -111969 -98876 -1291177 -1102031 -932383
Profit Factor 3.8306 5.8639 1.6853 1.2845 1.1578 1.4199
Total Trades 73 37 36 73 37 36
Winning Trades 33 14 19 33 14 19
Losing Trades 40 23 17 40 23 17
Profitability (%) 45.2055 37.8378 52.7778 45.2055 37.8378 52.7778
Ratio Avg Win / Avg Loss 4.6432 9.6335 1.5079 1.557 1.9021 1.2704
Largest Winning Trade 1102289 1102289 64816 1102289 1102289 484696
Largest Losing Trade -37901 -37901 -32202 -363239 -363239 -339254
Avg Bars in Trades 98 87 108 98 87 108
Avg Bars in Winners 148 131 161 148 131 161
Avg Bars in Losers 56 61 50 56 61 50
Bars Traded 7162 3243 3919 7162 3243 3919
Profit Streak 0 0 334.1445 0 0 334.1445
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -59276 539027 -85003 -94778 -144169 -36930
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7457,
    "evaluation_days": 1864.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760261282526,
    "expiration_time": 1765080936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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": [
        [
            1221481.9560821338,
            1077597.5915388942,
            143884.3645432386,
            1047737.8670532515,
            300198.0282086034,
            747539.8388446486
        ],
        [
            1221.481956,
            1077.597592,
            143.884365,
            1047.737867,
            300.198028,
            747.539839
        ],
        [
            0.655214,
            0.578033,
            0.077181,
            0.13099,
            0.074416,
            0.114705
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131203,
            -111969,
            -98876,
            -1291177,
            -1102031,
            -932383
        ],
        [
            3.830644,
            5.863866,
            1.685264,
            1.284485,
            1.157778,
            1.419904
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            45.205479,
            37.837838,
            52.777778,
            45.205479,
            37.837838,
            52.777778
        ],
        [
            4.643204,
            9.633494,
            1.507868,
            1.556951,
            1.902063,
            1.27044
        ],
        [
            1102289,
            1102289,
            64816,
            1102289,
            1102289,
            484696
        ],
        [
            -37901,
            -37901,
            -32202,
            -363239,
            -363239,
            -339254
        ],
        [
            98,
            87,
            108,
            98,
            87,
            108
        ],
        [
            148,
            131,
            161,
            148,
            131,
            161
        ],
        [
            56,
            61,
            50,
            56,
            61,
            50
        ],
        [
            7162,
            3243,
            3919,
            7162,
            3243,
            3919
        ],
        [
            0,
            0,
            334.144474,
            0,
            0,
            334.144474
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -59276,
            539027,
            -85003,
            -94778,
            -144169,
            -36930
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7457,
    "evaluation_days": 1864.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760261282526,
    "expiration_time": 1765080936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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)