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Trade: KSM/USDT/720/OHLC4/SSF/1038

Strategy
KSM/USDT/720/OHLC4/SSF/1038
Pair
KSM_USDT
Interval
12h
Score
525645
Daily Profit
0.358246
Profit Factor
1.796713
Profitability
52.360515
Streak
0.000000
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-09-28 21:10
Expiration Time
2025-11-23 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 663112.7093 446021.0765 217091.6328 3329816.663 570534.2105 2759282.4525
Total P&L (%) 663.1127 446.0211 217.0916 3329.8167 570.5342 2759.2825
Avg Daily Profit (%) 0.3582 0.241 0.1173 0.1912 0.1029 0.1813
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173876 -93349 -87109 -4196722 -3285040 -2507815
Profit Factor 1.7967 1.966 1.5858 1.1431 1.044 1.2678
Total Trades 233 117 116 233 117 116
Winning Trades 122 59 63 122 59 63
Losing Trades 111 58 53 111 58 53
Profitability (%) 52.3605 50.4274 54.3103 52.3605 50.4274 54.3103
Ratio Avg Win / Avg Loss 1.6347 1.9327 1.3341 1.04 1.0263 1.0666
Largest Winning Trade 119439 119439 41545 3015678 3015678 1230779
Largest Losing Trade -58624 -58624 -35126 -1220516 -998264 -1220516
Avg Bars in Trades 15 14 16 15 14 16
Avg Bars in Winners 18 18 17 18 18 17
Avg Bars in Losers 13 10 15 13 10 15
Bars Traded 3659 1704 1954 3659 1704 1954
Profit Streak 0 0 11.7573 0 0 11.7573
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 525645 424645 -33380 -53405 -227308 323396
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759083031409,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 38
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 91,
            "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": [
        [
            663112.7093101874,
            446021.0765363493,
            217091.6327738388,
            3329816.662951822,
            570534.2105011623,
            2759282.4524506615
        ],
        [
            663.112709,
            446.021077,
            217.091633,
            3329.816663,
            570.534211,
            2759.282452
        ],
        [
            0.358246,
            0.240962,
            0.117283,
            0.191165,
            0.102857,
            0.181318
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173876,
            -93349,
            -87109,
            -4196722,
            -3285040,
            -2507815
        ],
        [
            1.796713,
            1.965988,
            1.585807,
            1.143051,
            1.043978,
            1.267792
        ],
        [
            233,
            117,
            116,
            233,
            117,
            116
        ],
        [
            122,
            59,
            63,
            122,
            59,
            63
        ],
        [
            111,
            58,
            53,
            111,
            58,
            53
        ],
        [
            52.360515,
            50.42735,
            54.310345,
            52.360515,
            50.42735,
            54.310345
        ],
        [
            1.634714,
            1.932666,
            1.334092,
            1.039989,
            1.026283,
            1.066555
        ],
        [
            119439,
            119439,
            41545,
            3015678,
            3015678,
            1230779
        ],
        [
            -58624,
            -58624,
            -35126,
            -1220516,
            -998264,
            -1220516
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            13,
            10,
            15,
            13,
            10,
            15
        ],
        [
            3659,
            1704,
            1954,
            3659,
            1704,
            1954
        ],
        [
            0,
            0,
            11.757308,
            0,
            0,
            11.757308
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            525645,
            424645,
            -33380,
            -53405,
            -227308,
            323396
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759083031409,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 38
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 91,
            "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)