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Trade: KSM/USDT/720/SSF/JMA/5045

Strategy
KSM/USDT/720/SSF/JMA/5045
Pair
KSM_USDT
Interval
12h
Score
569337
Daily Profit
0.344230
Profit Factor
3.148562
Profitability
50.000000
Streak
60.268391
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-02 21:26
Expiration Time
2025-11-27 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 609183.7861 638545.7544 -29361.9683 -65831.8101 287939.2139 -353771.024
Total P&L (%) 609.1838 638.5458 -29.362 -65.8318 287.9392 -353.771
Avg Daily Profit (%) 0.3284 0.3442 -0.0158 -0.0579 0.0731 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203242 -143744 -132644 -770627 -445513 -353882
Profit Factor 1.8972 3.1486 0.9231 0.9378 1.5384 0.3247
Total Trades 63 32 31 63 32 31
Winning Trades 31 16 15 31 16 15
Losing Trades 32 16 16 32 16 16
Profitability (%) 49.2063 50 48.3871 49.2063 50 48.3871
Ratio Avg Win / Avg Loss 1.9584 3.1486 0.9846 0.9681 1.5384 0.3464
Largest Winning Trade 675274 675274 71039 696054 696054 37880
Largest Losing Trade -56988 -56178 -56988 -264461 -264461 -139358
Avg Bars in Trades 56 42 70 56 42 70
Avg Bars in Winners 76 54 100 76 54 100
Avg Bars in Losers 36 30 42 36 30 42
Bars Traded 3552 1371 2181 3552 1371 2181
Profit Streak 28.7684 60.2684 0 28.7684 60.2684 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138031 569337 -581445 -731546 -92148 -581445
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759429589007,
    "expiration_time": 1764214560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 80,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 62,
            "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": [
        [
            609183.7860736606,
            638545.7544122749,
            -29361.9683386144,
            -65831.8100553014,
            287939.2138976336,
            -353771.0239529349
        ],
        [
            609.183786,
            638.545754,
            -29.361968,
            -65.83181,
            287.939214,
            -353.771024
        ],
        [
            0.328401,
            0.34423,
            -0.015829,
            -0.057874,
            0.073109,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203242,
            -143744,
            -132644,
            -770627,
            -445513,
            -353882
        ],
        [
            1.897165,
            3.148562,
            0.923099,
            0.937819,
            1.538388,
            0.32474
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            49.206349,
            50,
            48.387097,
            49.206349,
            50,
            48.387097
        ],
        [
            1.958364,
            3.148562,
            0.984638,
            0.968072,
            1.538388,
            0.34639
        ],
        [
            675274,
            675274,
            71039,
            696054,
            696054,
            37880
        ],
        [
            -56988,
            -56178,
            -56988,
            -264461,
            -264461,
            -139358
        ],
        [
            56,
            42,
            70,
            56,
            42,
            70
        ],
        [
            76,
            54,
            100,
            76,
            54,
            100
        ],
        [
            36,
            30,
            42,
            36,
            30,
            42
        ],
        [
            3552,
            1371,
            2181,
            3552,
            1371,
            2181
        ],
        [
            28.768391,
            60.268391,
            0,
            28.768391,
            60.268391,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138031,
            569337,
            -581445,
            -731546,
            -92148,
            -581445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759429589007,
    "expiration_time": 1764214560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 80,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 62,
            "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)