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Trade: KSM/USDT/720/SSF/MIDPRICE/4996

Strategy
KSM/USDT/720/SSF/MIDPRICE/4996
Pair
KSM_USDT
Interval
12h
Score
536193
Daily Profit
0.636242
Profit Factor
2.924265
Profitability
43.000000
Streak
0.000000
Best Strategy
Training Data Length
1856.000000
Evaluation Time
2025-10-03 20:17
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 1180865.1332 1072545.4206 108319.7127 352501.3529 602121.4774 -249620.1246
Total P&L (%) 1180.8651 1072.5454 108.3197 352.5014 602.1215 -249.6201
Avg Daily Profit (%) 0.6362 0.5779 0.0584 0.0814 0.1051 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119098 -156546 -49053 -1051829 -690459 -686438
Profit Factor 2.9243 3.9807 1.4267 1.1018 1.3367 0.8509
Total Trades 100 50 50 100 50 50
Winning Trades 43 17 26 43 17 26
Losing Trades 57 33 24 57 33 24
Profitability (%) 43 34 52 43 34 52
Ratio Avg Win / Avg Loss 3.8764 7.7272 1.317 1.4606 2.5949 0.7854
Largest Winning Trade 1082515 1082515 59890 1140305 1140305 277186
Largest Losing Trade -49053 -34816 -49053 -611026 -220952 -611026
Avg Bars in Trades 36 39 33 36 39 33
Avg Bars in Winners 51 64 42 51 64 42
Avg Bars in Losers 24 26 22 24 26 22
Bars Traded 3614 1962 1652 3614 1962 1652
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 536193 -167962 -293928 -195295 -237165 -760574
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3712,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601337600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759511850353,
    "expiration_time": 1764303552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 162,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "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": [
        [
            1180865.1332343468,
            1072545.4205841431,
            108319.712650203,
            352501.3528685733,
            602121.4774358597,
            -249620.1245672862
        ],
        [
            1180.865133,
            1072.545421,
            108.319713,
            352.501353,
            602.121477,
            -249.620125
        ],
        [
            0.636242,
            0.57788,
            0.058362,
            0.08137,
            0.105062,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119098,
            -156546,
            -49053,
            -1051829,
            -690459,
            -686438
        ],
        [
            2.924265,
            3.980689,
            1.426726,
            1.101819,
            1.336747,
            0.850882
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            43,
            17,
            26,
            43,
            17,
            26
        ],
        [
            57,
            33,
            24,
            57,
            33,
            24
        ],
        [
            43,
            34,
            52,
            43,
            34,
            52
        ],
        [
            3.876352,
            7.727219,
            1.316977,
            1.460551,
            2.594861,
            0.785429
        ],
        [
            1082515,
            1082515,
            59890,
            1140305,
            1140305,
            277186
        ],
        [
            -49053,
            -34816,
            -49053,
            -611026,
            -220952,
            -611026
        ],
        [
            36,
            39,
            33,
            36,
            39,
            33
        ],
        [
            51,
            64,
            42,
            51,
            64,
            42
        ],
        [
            24,
            26,
            22,
            24,
            26,
            22
        ],
        [
            3614,
            1962,
            1652,
            3614,
            1962,
            1652
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            536193,
            -167962,
            -293928,
            -195295,
            -237165,
            -760574
        ]
    ]
}
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": 1601337600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759511850353,
    "expiration_time": 1764303552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 162,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "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)