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Trade: KSM/USDT/720/BBU/SMA/5408

Strategy
KSM/USDT/720/BBU/SMA/5408
Pair
KSM_USDT
Interval
12h
Score
359759
Daily Profit
0.340946
Profit Factor
4.137980
Profitability
32.608696
Streak
0.000000
Best Strategy
Training Data Length
1852.000000
Evaluation Time
2025-09-30 02:29
Expiration Time
2025-11-24 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 701219.6141 631431.3305 69788.2836 239796.5866 270690.5504 -30893.9639
Total P&L (%) 701.2196 631.4313 69.7883 239.7966 270.6906 -30.894
Avg Daily Profit (%) 0.3786 0.3409 0.0377 0.0661 0.0708 -0.02
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135872 -80715 -127138 -344632 -184732 -238437
Profit Factor 2.4221 4.138 1.2391 1.202 1.5045 0.9525
Total Trades 91 46 45 91 46 45
Winning Trades 24 15 9 24 15 9
Losing Trades 67 31 36 67 31 36
Profitability (%) 26.3736 32.6087 20 26.3736 32.6087 20
Ratio Avg Win / Avg Loss 6.7617 8.5518 4.9565 3.3557 3.1092 3.81
Largest Winning Trade 630458 630458 60657 368959 368959 190632
Largest Losing Trade -48818 -27086 -48818 -85657 -69020 -85657
Avg Bars in Trades 38 17 60 38 17 60
Avg Bars in Winners 116 42 240 116 42 240
Avg Bars in Losers 10 4 16 10 4 16
Bars Traded 3533 791 2743 3533 791 2743
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 -9338 359759 -193817 -127637 -102413 -630063
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3704,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759188584052,
    "expiration_time": 1763947584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 206,
            "offset": 0,
            "std": 1.01919
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 2,
            "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": [
        [
            701219.6141252276,
            631431.3305056448,
            69788.2836195831,
            239796.5865844042,
            270690.5504426932,
            -30893.9638582888
        ],
        [
            701.219614,
            631.431331,
            69.788284,
            239.796587,
            270.69055,
            -30.893964
        ],
        [
            0.378628,
            0.340946,
            0.037683,
            0.066068,
            0.07077,
            -0.019951
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135872,
            -80715,
            -127138,
            -344632,
            -184732,
            -238437
        ],
        [
            2.422119,
            4.13798,
            1.239117,
            1.202032,
            1.504466,
            0.952496
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            24,
            15,
            9,
            24,
            15,
            9
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            26.373626,
            32.608696,
            20,
            26.373626,
            32.608696,
            20
        ],
        [
            6.761749,
            8.551826,
            4.956467,
            3.355672,
            3.10923,
            3.809982
        ],
        [
            630458,
            630458,
            60657,
            368959,
            368959,
            190632
        ],
        [
            -48818,
            -27086,
            -48818,
            -85657,
            -69020,
            -85657
        ],
        [
            38,
            17,
            60,
            38,
            17,
            60
        ],
        [
            116,
            42,
            240,
            116,
            42,
            240
        ],
        [
            10,
            4,
            16,
            10,
            4,
            16
        ],
        [
            3533,
            791,
            2743,
            3533,
            791,
            2743
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9338,
            359759,
            -193817,
            -127637,
            -102413,
            -630063
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3704,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759188584052,
    "expiration_time": 1763947584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 206,
            "offset": 0,
            "std": 1.01919
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 2,
            "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)