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Trade: KSM/USDT/720/DCM/SSF/2136

Strategy
KSM/USDT/720/DCM/SSF/2136
Pair
KSM_USDT
Interval
12h
Score
311784
Daily Profit
0.147315
Profit Factor
2.141375
Profitability
53.333333
Streak
262.002605
Best Strategy
Training Data Length
1856.500000
Evaluation Time
2025-10-04 15:03
Expiration Time
2025-11-28 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 314419.0265 273490.3376 40928.6889 -167522.6683 -5172.2601 -162350.4082
Total P&L (%) 314.419 273.4903 40.9287 -167.5227 -5.1723 -162.3504
Avg Daily Profit (%) 0.1694 0.1473 0.022 0 -0.0029 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155952 -103531 -118158 -1407687 -912043 -551278
Profit Factor 1.6013 2.1414 1.1445 0.9321 0.9959 0.8652
Total Trades 59 30 29 59 30 29
Winning Trades 38 16 22 37 16 21
Losing Trades 21 14 7 22 14 8
Profitability (%) 64.4068 53.3333 75.8621 62.7119 53.3333 72.4138
Ratio Avg Win / Avg Loss 0.8849 1.8737 0.3641 0.5542 0.8714 0.3296
Largest Winning Trade 148272 148272 53543 409178 409178 397609
Largest Losing Trade -118158 -55537 -118158 -625541 -625541 -463224
Avg Bars in Trades 59 35 83 59 35 83
Avg Bars in Winners 59 28 82 49 28 66
Avg Bars in Losers 57 43 87 74 43 129
Bars Traded 3482 1058 2424 3482 1058 2424
Profit Streak 262.0026 262.0026 294.5026 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169049 311784 -224952 -758629 -580393 -577927
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605225600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759579425056,
    "expiration_time": 1764348048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 144,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            314419.0264680294,
            273490.3376015388,
            40928.6888664904,
            -167522.6682839024,
            -5172.2600969178,
            -162350.4081869847
        ],
        [
            314.419026,
            273.490338,
            40.928689,
            -167.522668,
            -5.17226,
            -162.350408
        ],
        [
            0.169361,
            0.147315,
            0.022046,
            0,
            -0.002861,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155952,
            -103531,
            -118158,
            -1407687,
            -912043,
            -551278
        ],
        [
            1.601258,
            2.141375,
            1.144461,
            0.93206,
            0.995901,
            0.865152
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            38,
            16,
            22,
            37,
            16,
            21
        ],
        [
            21,
            14,
            7,
            22,
            14,
            8
        ],
        [
            64.40678,
            53.333333,
            75.862069,
            62.711864,
            53.333333,
            72.413793
        ],
        [
            0.884906,
            1.873703,
            0.364147,
            0.554198,
            0.871413,
            0.329582
        ],
        [
            148272,
            148272,
            53543,
            409178,
            409178,
            397609
        ],
        [
            -118158,
            -55537,
            -118158,
            -625541,
            -625541,
            -463224
        ],
        [
            59,
            35,
            83,
            59,
            35,
            83
        ],
        [
            59,
            28,
            82,
            49,
            28,
            66
        ],
        [
            57,
            43,
            87,
            74,
            43,
            129
        ],
        [
            3482,
            1058,
            2424,
            3482,
            1058,
            2424
        ],
        [
            262.002605,
            262.002605,
            294.502605,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169049,
            311784,
            -224952,
            -758629,
            -580393,
            -577927
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605225600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759579425056,
    "expiration_time": 1764348048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 144,
            "offset": 0,
            "poles": 2
        }
    }
}

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)