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Trade: KSM/USDT/720/SINWMA/PSAR/9717

Strategy
KSM/USDT/720/SINWMA/PSAR/9717
Pair
KSM_USDT
Interval
12h
Score
600084
Daily Profit
0.423992
Profit Factor
3.392897
Profitability
51.020408
Streak
0.000000
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-10-06 11:43
Expiration Time
2025-11-30 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 949253.5015 787989.3364 161264.1651 1132842.8904 338785.8029 794057.0876
Total P&L (%) 949.2535 787.9893 161.2642 1132.8429 338.7858 794.0571
Avg Daily Profit (%) 0.5108 0.424 0.0868 0.1352 0.0796 0.1179
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96621 -80904 -50508 -1712906 -1073375 -959988
Profit Factor 2.6187 3.3929 1.6272 1.1733 1.0958 1.2646
Total Trades 97 49 48 97 49 48
Winning Trades 51 25 26 51 25 26
Losing Trades 46 24 22 46 24 22
Profitability (%) 52.5773 51.0204 54.1667 52.5773 51.0204 54.1667
Ratio Avg Win / Avg Loss 2.362 3.2572 1.3769 1.0583 1.052 1.0701
Largest Winning Trade 732357 732357 54337 905638 905638 814033
Largest Losing Trade -45088 -45088 -33091 -772300 -383194 -772300
Avg Bars in Trades 36 30 42 36 30 42
Avg Bars in Winners 49 37 60 49 37 60
Avg Bars in Losers 22 23 21 22 23 21
Bars Traded 3559 1511 2048 3559 1511 2048
Profit Streak 0 0 56.8637 0 0 56.8637
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 586102 600084 -73113 -41359 -201582 -33241
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604750400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740221821,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            949253.5014992105,
            787989.3364094544,
            161264.1650897558,
            1132842.8904244932,
            338785.8028674496,
            794057.0875570441
        ],
        [
            949.253501,
            787.989336,
            161.264165,
            1132.84289,
            338.785803,
            794.057088
        ],
        [
            0.510763,
            0.423992,
            0.086771,
            0.135249,
            0.079603,
            0.117939
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96621,
            -80904,
            -50508,
            -1712906,
            -1073375,
            -959988
        ],
        [
            2.618725,
            3.392897,
            1.627201,
            1.173303,
            1.095805,
            1.264637
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            52.57732,
            51.020408,
            54.166667,
            52.57732,
            51.020408,
            54.166667
        ],
        [
            2.361987,
            3.257181,
            1.376863,
            1.058274,
            1.051973,
            1.070077
        ],
        [
            732357,
            732357,
            54337,
            905638,
            905638,
            814033
        ],
        [
            -45088,
            -45088,
            -33091,
            -772300,
            -383194,
            -772300
        ],
        [
            36,
            30,
            42,
            36,
            30,
            42
        ],
        [
            49,
            37,
            60,
            49,
            37,
            60
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            3559,
            1511,
            2048,
            3559,
            1511,
            2048
        ],
        [
            0,
            0,
            56.863678,
            0,
            0,
            56.863678
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            586102,
            600084,
            -73113,
            -41359,
            -201582,
            -33241
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604750400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740221821,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)