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Trade: KSM/USDT/720/SINWMA/HILO/5723

Strategy
KSM/USDT/720/SINWMA/HILO/5723
Pair
KSM_USDT
Interval
12h
Score
472365
Daily Profit
0.365800
Profit Factor
1.868577
Profitability
49.549550
Streak
0.000000
Best Strategy
Training Data Length
1856.000000
Evaluation Time
2025-10-04 01:41
Expiration Time
2025-11-28 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 678925.5992 626425.4233 52500.1759 61620.6905 151738.757 -90118.0665
Total P&L (%) 678.9256 626.4254 52.5002 61.6207 151.7388 -90.1181
Avg Daily Profit (%) 0.3658 0.3375 0.0283 0.0259 0.0498 -0.1246
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -226517 -155262 -107970 -822031 -587875 -451873
Profit Factor 1.8686 2.6297 1.1322 1.0267 1.1484 0.93
Total Trades 111 56 55 111 56 55
Winning Trades 55 25 30 55 25 30
Losing Trades 56 31 25 56 31 25
Profitability (%) 49.5496 44.6429 54.5455 49.5496 44.6429 54.5455
Ratio Avg Win / Avg Loss 1.9026 3.2608 0.9435 1.0453 1.424 0.775
Largest Winning Trade 560293 560293 69621 618332 618332 319170
Largest Losing Trade -58952 -40101 -58952 -280183 -180405 -280183
Avg Bars in Trades 32 25 38 32 25 38
Avg Bars in Winners 43 35 49 43 35 49
Avg Bars in Losers 21 17 26 21 17 26
Bars Traded 3571 1435 2136 3571 1435 2136
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 472365 -167632 -412548 -349938 -365668 -760244
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3712,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601683200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759531291738,
    "expiration_time": 1764303552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 59,
            "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": [
        [
            678925.5992323569,
            626425.4233437531,
            52500.175888604,
            61620.6904957157,
            151738.7570303697,
            -90118.0665346541
        ],
        [
            678.925599,
            626.425423,
            52.500176,
            61.62069,
            151.738757,
            -90.118067
        ],
        [
            0.3658,
            0.337514,
            0.028287,
            0.02587,
            0.049755,
            -0.124624
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -226517,
            -155262,
            -107970,
            -822031,
            -587875,
            -451873
        ],
        [
            1.868577,
            2.629689,
            1.132153,
            1.026673,
            1.148351,
            0.93
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            56,
            31,
            25,
            56,
            31,
            25
        ],
        [
            49.54955,
            44.642857,
            54.545455,
            49.54955,
            44.642857,
            54.545455
        ],
        [
            1.902551,
            3.260815,
            0.943461,
            1.04534,
            1.423955,
            0.775
        ],
        [
            560293,
            560293,
            69621,
            618332,
            618332,
            319170
        ],
        [
            -58952,
            -40101,
            -58952,
            -280183,
            -180405,
            -280183
        ],
        [
            32,
            25,
            38,
            32,
            25,
            38
        ],
        [
            43,
            35,
            49,
            43,
            35,
            49
        ],
        [
            21,
            17,
            26,
            21,
            17,
            26
        ],
        [
            3571,
            1435,
            2136,
            3571,
            1435,
            2136
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472365,
            -167632,
            -412548,
            -349938,
            -365668,
            -760244
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3712,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601683200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759531291738,
    "expiration_time": 1764303552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 59,
            "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)