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Trade: KSM/USDT/720/MIDPOINT/HWMA/7706

Strategy
KSM/USDT/720/MIDPOINT/HWMA/7706
Pair
KSM_USDT
Interval
12h
Score
334926
Daily Profit
0.413891
Profit Factor
2.125760
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-10-06 19:29
Expiration Time
2025-12-01 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 769423.3278 697807.4949 71615.8329 245944.0843 -145640.1983 391584.2826
Total P&L (%) 769.4233 697.8075 71.6158 245.9441 -145.6402 391.5843
Avg Daily Profit (%) 0.4139 0.3754 0.0385 0.0668 0 0.0857
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169101 -138178 -95679 -498719 -421203 -251062
Profit Factor 2.1258 3.0736 1.2064 1.128 0.8624 1.4536
Total Trades 96 48 48 96 48 48
Winning Trades 36 13 23 36 13 23
Losing Trades 60 35 25 60 35 25
Profitability (%) 37.5 27.0833 47.9167 37.5 27.0833 47.9167
Ratio Avg Win / Avg Loss 3.5429 8.2751 1.3113 1.88 2.3217 1.58
Largest Winning Trade 608478 608478 64916 317491 317491 234005
Largest Losing Trade -36516 -36516 -35650 -197530 -137703 -197530
Avg Bars in Trades 37 31 44 37 31 44
Avg Bars in Winners 65 66 65 65 66 65
Avg Bars in Losers 20 18 24 20 18 24
Bars Traded 3628 1514 2114 3628 1514 2114
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 334926 -5413 -142650 -186971 -598822 -77128
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759768158307,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "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": [
        [
            769423.3278403024,
            697807.4949255075,
            71615.8329147949,
            245944.0843458474,
            -145640.1982980126,
            391584.2826438605
        ],
        [
            769.423328,
            697.807495,
            71.615833,
            245.944084,
            -145.640198,
            391.584283
        ],
        [
            0.413891,
            0.375367,
            0.038524,
            0.066784,
            0,
            0.085699
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169101,
            -138178,
            -95679,
            -498719,
            -421203,
            -251062
        ],
        [
            2.12576,
            3.073607,
            1.206415,
            1.12801,
            0.862351,
            1.453627
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            36,
            13,
            23,
            36,
            13,
            23
        ],
        [
            60,
            35,
            25,
            60,
            35,
            25
        ],
        [
            37.5,
            27.083333,
            47.916667,
            37.5,
            27.083333,
            47.916667
        ],
        [
            3.542934,
            8.275095,
            1.31132,
            1.880017,
            2.321714,
            1.58003
        ],
        [
            608478,
            608478,
            64916,
            317491,
            317491,
            234005
        ],
        [
            -36516,
            -36516,
            -35650,
            -197530,
            -137703,
            -197530
        ],
        [
            37,
            31,
            44,
            37,
            31,
            44
        ],
        [
            65,
            66,
            65,
            65,
            66,
            65
        ],
        [
            20,
            18,
            24,
            20,
            18,
            24
        ],
        [
            3628,
            1514,
            2114,
            3628,
            1514,
            2114
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334926,
            -5413,
            -142650,
            -186971,
            -598822,
            -77128
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759768158307,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "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)