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Trade: KSM/USDT/720/BBM/HWMA/1319

Strategy
KSM/USDT/720/BBM/HWMA/1319
Pair
KSM_USDT
Interval
12h
Score
618719
Daily Profit
0.619643
Profit Factor
2.385293
Profitability
47.549020
Streak
11.851846
Best Strategy
Training Data Length
1854.000000
Evaluation Time
2025-10-01 23:26
Expiration Time
2025-11-26 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1148818.6386 964143.3737 184675.2649 3048035.2343 1137521.0068 1910514.2276
Total P&L (%) 1148.8186 964.1434 184.6753 3048.0352 1137.521 1910.5142
Avg Daily Profit (%) 0.6196 0.52 0.0996 0.1862 0.1358 0.162
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147108 -122798 -68080 -4458058 -3613406 -3917005
Profit Factor 2.3853 3.1895 1.4748 1.1145 1.0802 1.1536
Total Trades 204 102 102 204 102 102
Winning Trades 97 43 54 97 43 54
Losing Trades 107 59 48 107 59 48
Profitability (%) 47.549 42.1569 52.9412 47.549 42.1569 52.9412
Ratio Avg Win / Avg Loss 2.6312 4.3763 1.3109 1.2294 1.4821 1.0255
Largest Winning Trade 820861 820861 69393 3077091 3077091 947086
Largest Losing Trade -31372 -23001 -31372 -1644292 -1452751 -1644292
Avg Bars in Trades 17 16 18 17 16 18
Avg Bars in Winners 25 25 24 25 25 24
Avg Bars in Losers 10 9 12 10 9 12
Bars Traded 3590 1673 1917 3590 1673 1917
Profit Streak 11.8518 0 19.3518 11.8518 0 19.3518
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 618719 497311 -57907 -85654 -146741 -42872
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3708,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602676800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759350399483,
    "expiration_time": 1764125568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 82,
            "offset": 0,
            "std": 4.37282
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08114,
            "nb": 0.87218,
            "nc": 0.1
        }
    }
}
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": [
        [
            1148818.6386395867,
            964143.3737476699,
            184675.2648919167,
            3048035.2343220953,
            1137521.006762203,
            1910514.22755989
        ],
        [
            1148.818639,
            964.143374,
            184.675265,
            3048.035234,
            1137.521007,
            1910.514228
        ],
        [
            0.619643,
            0.520034,
            0.099609,
            0.186223,
            0.135782,
            0.161996
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147108,
            -122798,
            -68080,
            -4458058,
            -3613406,
            -3917005
        ],
        [
            2.385293,
            3.189541,
            1.474797,
            1.114486,
            1.08017,
            1.153643
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            97,
            43,
            54,
            97,
            43,
            54
        ],
        [
            107,
            59,
            48,
            107,
            59,
            48
        ],
        [
            47.54902,
            42.156863,
            52.941176,
            47.54902,
            42.156863,
            52.941176
        ],
        [
            2.6312,
            4.376347,
            1.310931,
            1.229382,
            1.482094,
            1.025461
        ],
        [
            820861,
            820861,
            69393,
            3077091,
            3077091,
            947086
        ],
        [
            -31372,
            -23001,
            -31372,
            -1644292,
            -1452751,
            -1644292
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            25,
            25,
            24,
            25,
            25,
            24
        ],
        [
            10,
            9,
            12,
            10,
            9,
            12
        ],
        [
            3590,
            1673,
            1917,
            3590,
            1673,
            1917
        ],
        [
            11.851846,
            0,
            19.351846,
            11.851846,
            0,
            19.351846
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            618719,
            497311,
            -57907,
            -85654,
            -146741,
            -42872
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3708,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602676800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759350399483,
    "expiration_time": 1764125568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 82,
            "offset": 0,
            "std": 4.37282
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08114,
            "nb": 0.87218,
            "nc": 0.1
        }
    }
}

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)