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Trade: KSM/USDT/480/SSF/MIDPRICE/6198

Strategy
KSM/USDT/480/SSF/MIDPRICE/6198
Pair
KSM_USDT
Interval
8h
Score
516531
Daily Profit
0.638251
Profit Factor
5.318256
Profitability
35.897436
Streak
0.000000
Best Strategy
Training Data Length
1848.330000
Evaluation Time
2025-09-26 16:48
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 1329021.1293 1179698.2446 149322.8847 1306973.1423 -327591.6872 1634564.8296
Total P&L (%) 1329.0211 1179.6982 149.3229 1306.9731 -327.5917 1634.5648
Avg Daily Profit (%) 0.719 0.6383 0.0808 0.1432 0 0.1545
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144866 -116595 -70514 -2062403 -1703646 -1096536
Profit Factor 3.9001 5.3183 1.8068 1.2328 0.9021 1.721
Total Trades 78 39 39 78 39 39
Winning Trades 34 14 20 34 14 20
Losing Trades 44 25 19 44 25 19
Profitability (%) 43.5897 35.8974 51.2821 43.5897 35.8974 51.2821
Ratio Avg Win / Avg Loss 5.0472 9.4969 1.7165 1.5954 1.6109 1.635
Largest Winning Trade 1158235 1158235 62681 967933 967933 927409
Largest Losing Trade -52097 -52097 -27277 -570380 -448369 -570380
Avg Bars in Trades 69 64 74 69 64 74
Avg Bars in Winners 104 102 105 104 102 105
Avg Bars in Losers 43 43 42 43 43 42
Bars Traded 5435 2516 2918 5435 2516 2918
Profit Streak 0 0 154.575 0 0 154.575
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21808 516531 -80510 -42006 -583463 434213

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": 1600560000000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758894482988,
    "expiration_time": 1763664480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 48,
            "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": [
        [
            1329021.1292766847,
            1179698.2445906943,
            149322.8846859905,
            1306973.1423499733,
            -327591.6872247409,
            1634564.8295747142
        ],
        [
            1329.021129,
            1179.698245,
            149.322885,
            1306.973142,
            -327.591687,
            1634.56483
        ],
        [
            0.719039,
            0.638251,
            0.080788,
            0.143152,
            0,
            0.154493
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144866,
            -116595,
            -70514,
            -2062403,
            -1703646,
            -1096536
        ],
        [
            3.90013,
            5.318256,
            1.806828,
            1.232819,
            0.902116,
            1.721046
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            43.589744,
            35.897436,
            51.282051,
            43.589744,
            35.897436,
            51.282051
        ],
        [
            5.047227,
            9.496886,
            1.716487,
            1.595413,
            1.610922,
            1.634993
        ],
        [
            1158235,
            1158235,
            62681,
            967933,
            967933,
            927409
        ],
        [
            -52097,
            -52097,
            -27277,
            -570380,
            -448369,
            -570380
        ],
        [
            69,
            64,
            74,
            69,
            64,
            74
        ],
        [
            104,
            102,
            105,
            104,
            102,
            105
        ],
        [
            43,
            43,
            42,
            43,
            43,
            42
        ],
        [
            5435,
            2516,
            2918,
            5435,
            2516,
            2918
        ],
        [
            0,
            0,
            154.575035,
            0,
            0,
            154.575035
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21808,
            516531,
            -80510,
            -42006,
            -583463,
            434213
        ]
    ]
}
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": 1600560000000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758894482988,
    "expiration_time": 1763664480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 48,
            "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)