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Trade: KSM/USDT/480/MIDPRICE/MIDPRICE/3634

Strategy
KSM/USDT/480/MIDPRICE/MIDPRICE/3634
Pair
KSM_USDT
Interval
8h
Score
615477
Daily Profit
0.495131
Profit Factor
3.935520
Profitability
48.717949
Streak
0.000000
Best Strategy
Training Data Length
1857.000000
Evaluation Time
2025-10-05 08:49
Expiration Time
2025-11-29 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1053267.4873 919458.9594 133808.5279 43380.4546 679545.5608 -636165.1062
Total P&L (%) 1053.2675 919.459 133.8085 43.3805 679.5456 -636.1651
Avg Daily Profit (%) 0.5672 0.4951 0.0721 0.0194 0.1106 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146505 -93894 -92092 -3674851 -1638506 -2640508
Profit Factor 2.9802 3.9355 1.6119 1.0053 1.1582 0.8371
Total Trades 78 39 39 78 39 39
Winning Trades 45 19 26 45 19 26
Losing Trades 33 20 13 33 20 13
Profitability (%) 57.6923 48.7179 66.6667 57.6923 48.7179 66.6667
Ratio Avg Win / Avg Loss 2.1855 4.1427 0.8059 0.7372 1.2192 0.4186
Largest Winning Trade 880982 880982 36043 2386114 2386114 529599
Largest Losing Trade -92092 -54979 -92092 -2638666 -1371311 -2638666
Avg Bars in Trades 68 71 65 68 71 65
Avg Bars in Winners 82 79 84 82 79 84
Avg Bars in Losers 48 62 25 48 62 25
Bars Traded 5312 2769 2543 5312 2769 2543
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 -20634 615477 -94277 -422730 -91802 -578596
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5571,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1605628800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759643371012,
    "expiration_time": 1764435744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "offset": 180
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 224,
            "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": [
        [
            1053267.487346463,
            919458.9594159762,
            133808.5279304872,
            43380.454641025,
            679545.5608147808,
            -636165.1061737553
        ],
        [
            1053.267487,
            919.458959,
            133.808528,
            43.380455,
            679.545561,
            -636.165106
        ],
        [
            0.567188,
            0.495131,
            0.072056,
            0.019406,
            0.110645,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146505,
            -93894,
            -92092,
            -3674851,
            -1638506,
            -2640508
        ],
        [
            2.980178,
            3.93552,
            1.611872,
            1.00529,
            1.158242,
            0.837142
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            33,
            20,
            13,
            33,
            20,
            13
        ],
        [
            57.692308,
            48.717949,
            66.666667,
            57.692308,
            48.717949,
            66.666667
        ],
        [
            2.185464,
            4.142653,
            0.805936,
            0.737213,
            1.219202,
            0.418571
        ],
        [
            880982,
            880982,
            36043,
            2386114,
            2386114,
            529599
        ],
        [
            -92092,
            -54979,
            -92092,
            -2638666,
            -1371311,
            -2638666
        ],
        [
            68,
            71,
            65,
            68,
            71,
            65
        ],
        [
            82,
            79,
            84,
            82,
            79,
            84
        ],
        [
            48,
            62,
            25,
            48,
            62,
            25
        ],
        [
            5312,
            2769,
            2543,
            5312,
            2769,
            2543
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -20634,
            615477,
            -94277,
            -422730,
            -91802,
            -578596
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5571,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1605628800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759643371012,
    "expiration_time": 1764435744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "offset": 180
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 224,
            "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)