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Trade: KSM/USDT/720/EMA/HILO/3894

Strategy
KSM/USDT/720/EMA/HILO/3894
Pair
KSM_USDT
Interval
12h
Score
534923
Daily Profit
0.399694
Profit Factor
4.529600
Profitability
43.902439
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-02 21:26
Expiration Time
2025-11-27 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 915211.3327 741432.0757 173779.257 1342581.6942 615724.5078 726857.1864
Total P&L (%) 915.2113 741.4321 173.7793 1342.5817 615.7245 726.8572
Avg Daily Profit (%) 0.4934 0.3997 0.0937 0.144 0.1062 0.1139
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146607 -58723 -55825 -3156473 -1260985 -2149694
Profit Factor 3.129 4.5296 1.7906 1.1756 1.1896 1.1652
Total Trades 81 41 40 81 41 40
Winning Trades 41 18 23 41 18 23
Losing Trades 40 23 17 40 23 17
Profitability (%) 50.6173 43.9024 57.5 50.6173 43.9024 57.5
Ratio Avg Win / Avg Loss 3.0527 5.7878 1.3235 1.1469 1.5201 0.8612
Largest Winning Trade 694180 694180 63294 1485864 1209988 1485864
Largest Losing Trade -47568 -36289 -47568 -2002978 -518810 -2002978
Avg Bars in Trades 43 30 57 43 30 57
Avg Bars in Winners 64 44 79 64 44 79
Avg Bars in Losers 22 20 26 22 20 26
Bars Traded 3546 1265 2281 3546 1265 2281
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 11763 534923 -64611 -44010 -64018 -79944
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759429588789,
    "expiration_time": 1764214560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            915211.3326887152,
            741432.0756938937,
            173779.2569948213,
            1342581.694216749,
            615724.5077796504,
            726857.186437099
        ],
        [
            915.211333,
            741.432076,
            173.779257,
            1342.581694,
            615.724508,
            726.857186
        ],
        [
            0.493375,
            0.399694,
            0.093682,
            0.143986,
            0.106155,
            0.113944
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146607,
            -58723,
            -55825,
            -3156473,
            -1260985,
            -2149694
        ],
        [
            3.12904,
            4.5296,
            1.790591,
            1.175566,
            1.189621,
            1.165194
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            50.617284,
            43.902439,
            57.5,
            50.617284,
            43.902439,
            57.5
        ],
        [
            3.052722,
            5.787822,
            1.323481,
            1.146893,
            1.520071,
            0.86123
        ],
        [
            694180,
            694180,
            63294,
            1485864,
            1209988,
            1485864
        ],
        [
            -47568,
            -36289,
            -47568,
            -2002978,
            -518810,
            -2002978
        ],
        [
            43,
            30,
            57,
            43,
            30,
            57
        ],
        [
            64,
            44,
            79,
            64,
            44,
            79
        ],
        [
            22,
            20,
            26,
            22,
            20,
            26
        ],
        [
            3546,
            1265,
            2281,
            3546,
            1265,
            2281
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            11763,
            534923,
            -64611,
            -44010,
            -64018,
            -79944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759429588789,
    "expiration_time": 1764214560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)