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Trade: KSM/USDT/720/PWMA/JMA/5138

Strategy
KSM/USDT/720/PWMA/JMA/5138
Pair
KSM_USDT
Interval
12h
Score
311143
Daily Profit
0.174505
Profit Factor
1.349012
Profitability
49.206349
Streak
20.686983
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 324404.6876 362356.1397 -37951.4521 -89069.9968 167976.7086 -257046.7053
Total P&L (%) 324.4047 362.3561 -37.9515 -89.07 167.9767 -257.0467
Avg Daily Profit (%) 0.1745 0.1949 -0.0204 -0.119 0.053 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155389 -114769 -119952 -303445 -102573 -261992
Profit Factor 1.349 1.7177 0.9106 0.8989 1.4465 0.491
Total Trades 126 63 63 126 63 63
Winning Trades 62 26 36 62 26 36
Losing Trades 64 37 27 64 37 27
Profitability (%) 49.2063 41.2698 57.1429 49.2063 41.2698 57.1429
Ratio Avg Win / Avg Loss 1.3925 2.4444 0.683 0.9279 2.0584 0.3682
Largest Winning Trade 414723 414723 57049 253282 253282 100256
Largest Losing Trade -64455 -58626 -64455 -196247 -93102 -196247
Avg Bars in Trades 28 31 24 28 31 24
Avg Bars in Winners 35 43 30 35 43 30
Avg Bars in Losers 20 22 17 20 22 17
Bars Traded 3542 1975 1567 3542 1975 1567
Profit Streak 20.687 0 25.187 20.687 0 25.187
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311143 -139520 -725711 -579921 -270350 -725711
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604318400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759768155321,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 120,
            "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": [
        [
            324404.6876432595,
            362356.1397264579,
            -37951.4520831983,
            -89069.9967800911,
            167976.7085524452,
            -257046.7053325361
        ],
        [
            324.404688,
            362.35614,
            -37.951452,
            -89.069997,
            167.976709,
            -257.046705
        ],
        [
            0.174505,
            0.19492,
            -0.020415,
            -0.119007,
            0.053039,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155389,
            -114769,
            -119952,
            -303445,
            -102573,
            -261992
        ],
        [
            1.349012,
            1.717673,
            0.910616,
            0.898926,
            1.44645,
            0.49098
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            62,
            26,
            36,
            62,
            26,
            36
        ],
        [
            64,
            37,
            27,
            64,
            37,
            27
        ],
        [
            49.206349,
            41.269841,
            57.142857,
            49.206349,
            41.269841,
            57.142857
        ],
        [
            1.392529,
            2.444381,
            0.682962,
            0.927923,
            2.05841,
            0.368235
        ],
        [
            414723,
            414723,
            57049,
            253282,
            253282,
            100256
        ],
        [
            -64455,
            -58626,
            -64455,
            -196247,
            -93102,
            -196247
        ],
        [
            28,
            31,
            24,
            28,
            31,
            24
        ],
        [
            35,
            43,
            30,
            35,
            43,
            30
        ],
        [
            20,
            22,
            17,
            20,
            22,
            17
        ],
        [
            3542,
            1975,
            1567,
            3542,
            1975,
            1567
        ],
        [
            20.686983,
            0,
            25.186983,
            20.686983,
            0,
            25.186983
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311143,
            -139520,
            -725711,
            -579921,
            -270350,
            -725711
        ]
    ]
}
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": 1604318400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759768155321,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 120,
            "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)