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Trade: KSM/USDT/480/DCM/BBU/4624

Strategy
KSM/USDT/480/DCM/BBU/4624
Pair
KSM_USDT
Interval
8h
Score
328291
Daily Profit
0.300249
Profit Factor
2.802219
Profitability
35.483871
Streak
105.955843
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 09:56
Expiration Time
2025-11-20 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 671148.8469 554859.7463 116289.1005 382068.4011 -474382.5201 856450.9212
Total P&L (%) 671.1488 554.8597 116.2891 382.0684 -474.3825 856.4509
Avg Daily Profit (%) 0.3632 0.3002 0.0629 0.0852 0 0.1223
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96478 -115182 -39936 -1707227 -1484804 -359978
Profit Factor 2.4411 2.8022 1.7367 1.0797 0.8544 1.5566
Total Trades 62 31 31 62 31 31
Winning Trades 31 11 20 31 11 20
Losing Trades 31 20 11 31 20 11
Profitability (%) 50 35.4839 64.5161 50 35.4839 64.5161
Ratio Avg Win / Avg Loss 2.4411 5.0949 0.9552 1.0797 1.5534 0.8561
Largest Winning Trade 522185 522185 29963 792344 792344 426943
Largest Losing Trade -47438 -47438 -30406 -830050 -830050 -359978
Avg Bars in Trades 82 119 45 82 119 45
Avg Bars in Winners 89 174 42 89 174 42
Avg Bars in Losers 75 89 50 75 89 50
Bars Traded 5126 3711 1415 5126 3711 1415
Profit Streak 0 105.9558 0 0 105.9558 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144415 328291 -106547 -370670 -583123 -27543

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5544,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603785600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758869784799,
    "expiration_time": 1763634816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 161,
            "offset": 0,
            "std": 2.69006
        }
    }
}
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": [
        [
            671148.8468556445,
            554859.7463196008,
            116289.1005360437,
            382068.4011148591,
            -474382.5201065371,
            856450.9212213956
        ],
        [
            671.148847,
            554.859746,
            116.289101,
            382.068401,
            -474.38252,
            856.450921
        ],
        [
            0.363176,
            0.300249,
            0.062927,
            0.085151,
            0,
            0.122264
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96478,
            -115182,
            -39936,
            -1707227,
            -1484804,
            -359978
        ],
        [
            2.44107,
            2.802219,
            1.736689,
            1.079662,
            0.854367,
            1.556608
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            31,
            11,
            20,
            31,
            11,
            20
        ],
        [
            31,
            20,
            11,
            31,
            20,
            11
        ],
        [
            50,
            35.483871,
            64.516129,
            50,
            35.483871,
            64.516129
        ],
        [
            2.44107,
            5.094944,
            0.955179,
            1.079662,
            1.553395,
            0.856134
        ],
        [
            522185,
            522185,
            29963,
            792344,
            792344,
            426943
        ],
        [
            -47438,
            -47438,
            -30406,
            -830050,
            -830050,
            -359978
        ],
        [
            82,
            119,
            45,
            82,
            119,
            45
        ],
        [
            89,
            174,
            42,
            89,
            174,
            42
        ],
        [
            75,
            89,
            50,
            75,
            89,
            50
        ],
        [
            5126,
            3711,
            1415,
            5126,
            3711,
            1415
        ],
        [
            0,
            105.955843,
            0,
            0,
            105.955843,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144415,
            328291,
            -106547,
            -370670,
            -583123,
            -27543
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5544,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603785600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758869784799,
    "expiration_time": 1763634816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 161,
            "offset": 0,
            "std": 2.69006
        }
    }
}

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)