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Trade: KSM/USDT/480/WMA/MIDPRICE/4992

Strategy
KSM/USDT/480/WMA/MIDPRICE/4992
Pair
KSM_USDT
Interval
8h
Score
624839
Daily Profit
0.698425
Profit Factor
6.449826
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
1855.330000
Evaluation Time
2025-10-03 19:59
Expiration Time
2025-11-28 01:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1510819.2898 1295809.153 215010.1368 4549525.1583 444050.2181 4105474.9403
Total P&L (%) 1510.8193 1295.8092 215.0101 4549.5252 444.0502 4105.4749
Avg Daily Profit (%) 0.8143 0.6984 0.1159 0.2072 0.0913 0.2017
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120100 -110687 -57776 -2725491 -2179087 -1482965
Profit Factor 5.0992 6.4498 2.6439 1.5981 1.0939 2.4267
Total Trades 77 39 38 77 39 38
Winning Trades 38 16 22 38 16 22
Losing Trades 39 23 16 39 23 16
Profitability (%) 49.3506 41.0256 57.8947 49.3506 41.0256 57.8947
Ratio Avg Win / Avg Loss 5.2334 9.2716 1.9228 1.6402 1.5725 1.7649
Largest Winning Trade 1232198 1232198 67367 1298030 1232198 1298030
Largest Losing Trade -47706 -47706 -33473 -1088254 -686237 -1088254
Avg Bars in Trades 69 63 76 69 63 76
Avg Bars in Winners 101 90 109 101 90 109
Avg Bars in Losers 38 44 31 38 44 31
Bars Traded 5385 2472 2913 5385 2472 2913
Profit Streak 0 0 327.3748 0 0 327.3748
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -25484 624839 -30844 -35414 -190614 542805
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5566,
    "evaluation_days": 1855.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602950400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759510781616,
    "expiration_time": 1764287424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 39,
            "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": [
        [
            1510819.289829241,
            1295809.1529879947,
            215010.1368412463,
            4549525.158330515,
            444050.2180541911,
            4105474.9402763247
        ],
        [
            1510.81929,
            1295.809153,
            215.010137,
            4549.525158,
            444.050218,
            4105.47494
        ],
        [
            0.814313,
            0.698425,
            0.115888,
            0.207151,
            0.091339,
            0.201729
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120100,
            -110687,
            -57776,
            -2725491,
            -2179087,
            -1482965
        ],
        [
            5.099171,
            6.449826,
            2.643855,
            1.598114,
            1.093902,
            2.426708
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            49.350649,
            41.025641,
            57.894737,
            49.350649,
            41.025641,
            57.894737
        ],
        [
            5.23336,
            9.271625,
            1.922804,
            1.64017,
            1.572484,
            1.764879
        ],
        [
            1232198,
            1232198,
            67367,
            1298030,
            1232198,
            1298030
        ],
        [
            -47706,
            -47706,
            -33473,
            -1088254,
            -686237,
            -1088254
        ],
        [
            69,
            63,
            76,
            69,
            63,
            76
        ],
        [
            101,
            90,
            109,
            101,
            90,
            109
        ],
        [
            38,
            44,
            31,
            38,
            44,
            31
        ],
        [
            5385,
            2472,
            2913,
            5385,
            2472,
            2913
        ],
        [
            0,
            0,
            327.374787,
            0,
            0,
            327.374787
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -25484,
            624839,
            -30844,
            -35414,
            -190614,
            542805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5566,
    "evaluation_days": 1855.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602950400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759510781616,
    "expiration_time": 1764287424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 39,
            "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)