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Trade: KSM/USDT/720/T3/MIDPRICE/6135

Strategy
KSM/USDT/720/T3/MIDPRICE/6135
Pair
KSM_USDT
Interval
12h
Score
431510
Daily Profit
0.251748
Profit Factor
1.563783
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-09-28 15:41
Expiration Time
2025-11-23 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 465986.4453 336874.2769 129112.1684 407459.6593 487467.7368 -80008.0775
Total P&L (%) 465.9864 336.8743 129.1122 407.4597 487.4677 -80.0081
Avg Daily Profit (%) 0.2517 0.182 0.0698 0.0878 0.0957 -0.0869
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124587 -129925 -131031 -472109 -283394 -518660
Profit Factor 1.5638 1.6892 1.3822 1.2085 1.4761 0.914
Total Trades 160 80 80 160 80 80
Winning Trades 80 36 44 80 36 44
Losing Trades 80 44 36 80 44 36
Profitability (%) 50 45 55 50 45 55
Ratio Avg Win / Avg Loss 1.5638 2.0646 1.1309 1.2085 1.8041 0.7478
Largest Winning Trade 102109 102109 36919 220359 220359 69874
Largest Losing Trade -47607 -42324 -47607 -250789 -99024 -250789
Avg Bars in Trades 22 26 19 22 26 19
Avg Bars in Winners 27 34 22 27 34 22
Avg Bars in Losers 17 19 15 17 19 15
Bars Traded 3639 2100 1539 3639 2100 1539
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 431510 -10457 -117748 -75114 -84053 -599310
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601251200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063263561,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 18,
            "offset": 20,
            "a": 0.67752
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "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": [
        [
            465986.4453229021,
            336874.2768818825,
            129112.1684410196,
            407459.6593207039,
            487467.7368218333,
            -80008.0775011293
        ],
        [
            465.986445,
            336.874277,
            129.112168,
            407.459659,
            487.467737,
            -80.008078
        ],
        [
            0.251748,
            0.181996,
            0.069753,
            0.087788,
            0.095705,
            -0.086934
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124587,
            -129925,
            -131031,
            -472109,
            -283394,
            -518660
        ],
        [
            1.563783,
            1.689245,
            1.382241,
            1.208515,
            1.476052,
            0.913982
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            80,
            36,
            44,
            80,
            36,
            44
        ],
        [
            80,
            44,
            36,
            80,
            44,
            36
        ],
        [
            50,
            45,
            55,
            50,
            45,
            55
        ],
        [
            1.563783,
            2.064633,
            1.130924,
            1.208515,
            1.804064,
            0.747803
        ],
        [
            102109,
            102109,
            36919,
            220359,
            220359,
            69874
        ],
        [
            -47607,
            -42324,
            -47607,
            -250789,
            -99024,
            -250789
        ],
        [
            22,
            26,
            19,
            22,
            26,
            19
        ],
        [
            27,
            34,
            22,
            27,
            34,
            22
        ],
        [
            17,
            19,
            15,
            17,
            19,
            15
        ],
        [
            3639,
            2100,
            1539,
            3639,
            2100,
            1539
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431510,
            -10457,
            -117748,
            -75114,
            -84053,
            -599310
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601251200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063263561,
    "expiration_time": 1763858592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 18,
            "offset": 20,
            "a": 0.67752
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "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)