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Trade: KSM/USDT/720/ALMA/FWMA/7725

Strategy
KSM/USDT/720/ALMA/FWMA/7725
Pair
KSM_USDT
Interval
12h
Score
322652
Daily Profit
0.375268
Profit Factor
4.259724
Profitability
30.000000
Streak
0.000000
Best Strategy
Training Data Length
1857.000000
Evaluation Time
2025-10-04 19:22
Expiration Time
2025-11-29 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 824812.0738 696871.9206 127940.1532 1039380.5904 -314255.0429 1353635.6333
Total P&L (%) 824.8121 696.8719 127.9402 1039.3806 -314.255 1353.6356
Avg Daily Profit (%) 0.4442 0.3753 0.0689 0.1311 0 0.1442
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127947 -77372 -58013 -1861912 -1067927 -866345
Profit Factor 2.9727 4.2597 1.6261 1.2238 0.8778 1.6527
Total Trades 60 30 30 60 30 30
Winning Trades 20 9 11 20 9 11
Losing Trades 40 21 19 40 21 19
Profitability (%) 33.3333 30 36.6667 33.3333 30 36.6667
Ratio Avg Win / Avg Loss 5.9453 9.9394 2.8087 2.4475 2.0482 2.8547
Largest Winning Trade 635680 635680 66756 769885 653756 769885
Largest Losing Trade -23611 -23611 -22096 -542645 -542645 -371261
Avg Bars in Trades 60 49 71 60 49 71
Avg Bars in Winners 127 105 146 127 105 146
Avg Bars in Losers 26 25 27 26 25 27
Bars Traded 3621 1486 2135 3621 1486 2135
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 -164457 322652 -103098 -197110 -585825 -2169
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3714,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759594931879,
    "expiration_time": 1764392544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "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": [
        [
            824812.0737721907,
            696871.9205645566,
            127940.1532076339,
            1039380.5904286485,
            -314255.0428862681,
            1353635.6333149169
        ],
        [
            824.812074,
            696.871921,
            127.940153,
            1039.38059,
            -314.255043,
            1353.635633
        ],
        [
            0.444164,
            0.375268,
            0.068896,
            0.131107,
            0,
            0.144242
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127947,
            -77372,
            -58013,
            -1861912,
            -1067927,
            -866345
        ],
        [
            2.972659,
            4.259724,
            1.626116,
            1.223756,
            0.877781,
            1.652699
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            20,
            9,
            11,
            20,
            9,
            11
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            33.333333,
            30,
            36.666667,
            33.333333,
            30,
            36.666667
        ],
        [
            5.945319,
            9.939357,
            2.808745,
            2.447512,
            2.048156,
            2.854662
        ],
        [
            635680,
            635680,
            66756,
            769885,
            653756,
            769885
        ],
        [
            -23611,
            -23611,
            -22096,
            -542645,
            -542645,
            -371261
        ],
        [
            60,
            49,
            71,
            60,
            49,
            71
        ],
        [
            127,
            105,
            146,
            127,
            105,
            146
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            3621,
            1486,
            2135,
            3621,
            1486,
            2135
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164457,
            322652,
            -103098,
            -197110,
            -585825,
            -2169
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3714,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759594931879,
    "expiration_time": 1764392544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "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)