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Trade: KSM/USDT/480/PWMA/EMA/2367

Strategy
KSM/USDT/480/PWMA/EMA/2367
Pair
KSM_USDT
Interval
8h
Score
516253
Daily Profit
0.262675
Profit Factor
3.299317
Profitability
48.387097
Streak
35.939097
Best Strategy
Training Data Length
1847.670000
Evaluation Time
2025-09-26 01:32
Expiration Time
2025-11-20 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 684525.4482 485336.2274 199189.2208 1726886.0294 587426.1685 1139459.8609
Total P&L (%) 684.5254 485.3362 199.1892 1726.886 587.4262 1139.4599
Avg Daily Profit (%) 0.3705 0.2627 0.1078 0.1574 0.1044 0.1363
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99912 -125294 -47792 -1229898 -1298870 -538956
Profit Factor 2.8023 3.2993 2.1805 1.419 1.2581 1.6175
Total Trades 63 31 32 63 31 32
Winning Trades 33 15 18 33 15 18
Losing Trades 30 16 14 30 16 14
Profitability (%) 52.381 48.3871 56.25 52.381 48.3871 56.25
Ratio Avg Win / Avg Loss 2.5475 3.5193 1.6959 1.29 1.342 1.2581
Largest Winning Trade 402832 402832 60658 704853 704853 665713
Largest Losing Trade -40257 -40257 -38529 -592815 -592815 -439290
Avg Bars in Trades 81 89 74 81 89 74
Avg Bars in Winners 100 104 97 100 104 97
Avg Bars in Losers 61 75 45 61 75 45
Bars Traded 5159 2763 2396 5159 2763 2396
Profit Streak 0 35.9391 0 0 35.9391 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 -135847 516253 -44138 -142206 -53499 -7883

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5543,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1605600000000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758839538005,
    "expiration_time": 1763605152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 201,
            "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": [
        [
            684525.4481794889,
            485336.2273562369,
            199189.2208232519,
            1726886.0294329808,
            587426.1685273801,
            1139459.860905601
        ],
        [
            684.525448,
            485.336227,
            199.189221,
            1726.886029,
            587.426169,
            1139.459861
        ],
        [
            0.37048,
            0.262675,
            0.107806,
            0.157359,
            0.10439,
            0.136333
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99912,
            -125294,
            -47792,
            -1229898,
            -1298870,
            -538956
        ],
        [
            2.80225,
            3.299317,
            2.180459,
            1.419008,
            1.258078,
            1.617521
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            52.380952,
            48.387097,
            56.25,
            52.380952,
            48.387097,
            56.25
        ],
        [
            2.5475,
            3.519272,
            1.695912,
            1.290007,
            1.34195,
            1.258072
        ],
        [
            402832,
            402832,
            60658,
            704853,
            704853,
            665713
        ],
        [
            -40257,
            -40257,
            -38529,
            -592815,
            -592815,
            -439290
        ],
        [
            81,
            89,
            74,
            81,
            89,
            74
        ],
        [
            100,
            104,
            97,
            100,
            104,
            97
        ],
        [
            61,
            75,
            45,
            61,
            75,
            45
        ],
        [
            5159,
            2763,
            2396,
            5159,
            2763,
            2396
        ],
        [
            0,
            35.939097,
            0,
            0,
            35.939097,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135847,
            516253,
            -44138,
            -142206,
            -53499,
            -7883
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5543,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1605600000000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758839538005,
    "expiration_time": 1763605152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 201,
            "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)