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Trade: KSM/USDT/480/MIDPRICE/SSF/4884

Strategy
KSM/USDT/480/MIDPRICE/SSF/4884
Pair
KSM_USDT
Interval
8h
Score
379923
Daily Profit
0.162754
Profit Factor
1.409904
Profitability
55.000000
Streak
6.296258
Best Strategy
Training Data Length
1848.330000
Evaluation Time
2025-09-26 18:06
Expiration Time
2025-11-20 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 300823.6399 262480.1319 38343.508 -69951.6869 888120.0855 -958071.7723
Total P&L (%) 300.8236 262.4801 38.3435 -69.9517 888.1201 -958.0718
Avg Daily Profit (%) 0.1628 0.142 0.0207 -0.065 0.124 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209403 -90879 -133254 -1154677 -182059 -1018546
Profit Factor 1.4099 1.8216 1.0925 0.9582 3.7402 0.2907
Total Trades 100 50 50 100 50 50
Winning Trades 55 28 27 55 28 27
Losing Trades 45 22 23 45 22 23
Profitability (%) 55 56 54 55 56 54
Ratio Avg Win / Avg Loss 1.1536 1.4313 0.9307 0.784 2.9388 0.2476
Largest Winning Trade 107477 107477 52620 408648 408648 76347
Largest Losing Trade -82124 -46399 -82124 -945339 -96542 -945339
Avg Bars in Trades 53 37 69 53 37 69
Avg Bars in Winners 49 31 67 49 31 67
Avg Bars in Losers 58 44 71 58 44 71
Bars Traded 5342 1870 3472 5342 1870 3472
Profit Streak 6.2963 6.2963 8.2963 6.2963 6.2963 8.2963
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379923 -179700 -466344 -578282 -198760 -759188

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5545,
    "evaluation_days": 1848.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603094400000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758899196663,
    "expiration_time": 1763664480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            300823.6399142288,
            262480.1318821497,
            38343.508032079,
            -69951.6868510584,
            888120.0854560238,
            -958071.7723070828
        ],
        [
            300.82364,
            262.480132,
            38.343508,
            -69.951687,
            888.120085,
            -958.071772
        ],
        [
            0.162754,
            0.142009,
            0.020745,
            -0.06503,
            0.124007,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209403,
            -90879,
            -133254,
            -1154677,
            -182059,
            -1018546
        ],
        [
            1.409904,
            1.821618,
            1.092523,
            0.958233,
            3.740236,
            0.290695
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            55,
            56,
            54,
            55,
            56,
            54
        ],
        [
            1.153558,
            1.431271,
            0.930668,
            0.784009,
            2.938757,
            0.247629
        ],
        [
            107477,
            107477,
            52620,
            408648,
            408648,
            76347
        ],
        [
            -82124,
            -46399,
            -82124,
            -945339,
            -96542,
            -945339
        ],
        [
            53,
            37,
            69,
            53,
            37,
            69
        ],
        [
            49,
            31,
            67,
            49,
            31,
            67
        ],
        [
            58,
            44,
            71,
            58,
            44,
            71
        ],
        [
            5342,
            1870,
            3472,
            5342,
            1870,
            3472
        ],
        [
            6.296258,
            6.296258,
            8.296258,
            6.296258,
            6.296258,
            8.296258
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379923,
            -179700,
            -466344,
            -578282,
            -198760,
            -759188
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5545,
    "evaluation_days": 1848.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603094400000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758899196663,
    "expiration_time": 1763664480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 2
        }
    }
}

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)