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Trade: KSM/USDT/720/RMA/PWMA/8967

Strategy
KSM/USDT/720/RMA/PWMA/8967
Pair
KSM_USDT
Interval
12h
Score
372578
Daily Profit
0.204695
Profit Factor
1.483635
Profitability
56.692913
Streak
0.000000
Best Strategy
Training Data Length
1852.000000
Evaluation Time
2025-09-30 02:29
Expiration Time
2025-11-24 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 379095.4508 294860.6673 84234.7836 113850.4513 316335.5243 -202485.0729
Total P&L (%) 379.0955 294.8607 84.2348 113.8505 316.3355 -202.4851
Avg Daily Profit (%) 0.2047 0.1592 0.0455 0.0411 0.077 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121322 -115448 -98011 -731246 -620674 -570641
Profit Factor 1.4836 1.8484 1.1931 1.0337 1.2135 0.8934
Total Trades 127 63 64 127 63 64
Winning Trades 72 33 39 72 33 39
Losing Trades 55 30 25 55 30 25
Profitability (%) 56.6929 52.381 60.9375 56.6929 52.381 60.9375
Ratio Avg Win / Avg Loss 1.1333 1.6803 0.7648 0.7896 1.1032 0.5727
Largest Winning Trade 102021 102021 43363 245930 245930 240926
Largest Losing Trade -59086 -50724 -59086 -367244 -367244 -331072
Avg Bars in Trades 28 22 34 28 22 34
Avg Bars in Winners 27 21 32 27 21 32
Avg Bars in Losers 29 23 36 29 23 36
Bars Traded 3626 1437 2189 3626 1437 2189
Profit Streak 0 50.979 0 0 50.979 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372578 -134324 -279735 -321745 -235629 -718540
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3704,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759188582726,
    "expiration_time": 1763947584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "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": [
        [
            379095.4508453553,
            294860.6672631741,
            84234.7835821813,
            113850.4513166142,
            316335.5242518465,
            -202485.0729352323
        ],
        [
            379.095451,
            294.860667,
            84.234784,
            113.850451,
            316.335524,
            -202.485073
        ],
        [
            0.204695,
            0.159212,
            0.045483,
            0.041051,
            0.077045,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121322,
            -115448,
            -98011,
            -731246,
            -620674,
            -570641
        ],
        [
            1.483635,
            1.848355,
            1.193076,
            1.033671,
            1.213519,
            0.893415
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            56.692913,
            52.380952,
            60.9375,
            56.692913,
            52.380952,
            60.9375
        ],
        [
            1.133333,
            1.680323,
            0.764792,
            0.78961,
            1.103199,
            0.572702
        ],
        [
            102021,
            102021,
            43363,
            245930,
            245930,
            240926
        ],
        [
            -59086,
            -50724,
            -59086,
            -367244,
            -367244,
            -331072
        ],
        [
            28,
            22,
            34,
            28,
            22,
            34
        ],
        [
            27,
            21,
            32,
            27,
            21,
            32
        ],
        [
            29,
            23,
            36,
            29,
            23,
            36
        ],
        [
            3626,
            1437,
            2189,
            3626,
            1437,
            2189
        ],
        [
            0,
            50.978967,
            0,
            0,
            50.978967,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372578,
            -134324,
            -279735,
            -321745,
            -235629,
            -718540
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3704,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759188582726,
    "expiration_time": 1763947584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "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)