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Trade: KSM/USDT/480/HWMA/ZLMA/1291

Strategy
KSM/USDT/480/HWMA/ZLMA/1291
Pair
KSM_USDT
Interval
8h
Score
350968
Daily Profit
0.166126
Profit Factor
1.311649
Profitability
55.882353
Streak
0.000000
Best Strategy
Training Data Length
1850.000000
Evaluation Time
2025-09-28 05:47
Expiration Time
2025-11-22 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 411839.3612 307333.332 104506.0291 137287.0057 113852.1755 23434.8302
Total P&L (%) 411.8394 307.3333 104.506 137.287 113.8522 23.4348
Avg Daily Profit (%) 0.2226 0.1661 0.0565 0.0467 0.0411 0.0114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201680 -177507 -167116 -793837 -715498 -373824
Profit Factor 1.1963 1.3116 1.094 1.027 1.0458 1.009
Total Trades 681 340 341 681 340 341
Winning Trades 378 190 188 378 190 188
Losing Trades 303 150 153 303 150 153
Profitability (%) 55.5066 55.8824 55.132 55.5066 55.8824 55.132
Ratio Avg Win / Avg Loss 0.9589 1.0355 0.8903 0.8233 0.8256 0.8212
Largest Winning Trade 40119 40119 32708 94583 94583 86888
Largest Losing Trade -64867 -29926 -64867 -198643 -198643 -195526
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 5468 2734 2734 5468 2734 2734
Profit Streak 4.4498 0 17.7831 4.4498 0 17.7831
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 227016 350968 -232635 -318211 -307563 -390828
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5550,
    "evaluation_days": 1850,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601337600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759027663081,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.46449,
            "nc": 0.53635
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 75,
            "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": [
        [
            411839.3611600016,
            307333.3320462011,
            104506.0291138005,
            137287.0057063955,
            113852.1755154483,
            23434.8301909472
        ],
        [
            411.839361,
            307.333332,
            104.506029,
            137.287006,
            113.852176,
            23.43483
        ],
        [
            0.222616,
            0.166126,
            0.05649,
            0.046719,
            0.041096,
            0.011381
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201680,
            -177507,
            -167116,
            -793837,
            -715498,
            -373824
        ],
        [
            1.196306,
            1.311649,
            1.093998,
            1.027043,
            1.0458,
            1.009045
        ],
        [
            681,
            340,
            341,
            681,
            340,
            341
        ],
        [
            378,
            190,
            188,
            378,
            190,
            188
        ],
        [
            303,
            150,
            153,
            303,
            150,
            153
        ],
        [
            55.506608,
            55.882353,
            55.131965,
            55.506608,
            55.882353,
            55.131965
        ],
        [
            0.958944,
            1.035512,
            0.890328,
            0.823264,
            0.825631,
            0.821191
        ],
        [
            40119,
            40119,
            32708,
            94583,
            94583,
            86888
        ],
        [
            -64867,
            -29926,
            -64867,
            -198643,
            -198643,
            -195526
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            5468,
            2734,
            2734,
            5468,
            2734,
            2734
        ],
        [
            4.449804,
            0,
            17.783137,
            4.449804,
            0,
            17.783137
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            227016,
            350968,
            -232635,
            -318211,
            -307563,
            -390828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5550,
    "evaluation_days": 1850,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601337600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759027663081,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.46449,
            "nc": 0.53635
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 75,
            "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)