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Trade: KSM/USDT/480/SSF/KCL/1238

Strategy
KSM/USDT/480/SSF/KCL/1238
Pair
KSM_USDT
Interval
8h
Score
373934
Daily Profit
0.344343
Profit Factor
4.221927
Profitability
34.375000
Streak
0.000000
Best Strategy
Training Data Length
1862.000000
Evaluation Time
2025-10-10 05:49
Expiration Time
2025-12-04 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 780144.8137 641166.5665 138978.2472 1278677.7657 54290.0489 1224387.7168
Total P&L (%) 780.1448 641.1666 138.9782 1278.6778 54.29 1224.3877
Avg Daily Profit (%) 0.419 0.3443 0.0746 0.141 0.0233 0.1388
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120918 -77588 -79414 -1343145 -722294 -857995
Profit Factor 2.6904 4.2219 1.5294 1.3967 1.0335 1.765
Total Trades 64 32 32 64 32 32
Winning Trades 25 11 14 25 11 14
Losing Trades 39 21 18 39 21 18
Profitability (%) 39.0625 34.375 43.75 39.0625 34.375 43.75
Ratio Avg Win / Avg Loss 4.197 8.06 1.9664 2.1789 1.973 2.2692
Largest Winning Trade 523429 523429 63672 475233 410952 475233
Largest Losing Trade -42934 -21111 -42934 -439821 -313824 -439821
Avg Bars in Trades 84 55 114 84 55 114
Avg Bars in Winners 147 113 174 147 113 174
Avg Bars in Losers 44 24 67 44 24 67
Bars Traded 5428 1765 3663 5428 1765 3663
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 -132989 373934 -93153 -150625 -351516 -6376
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5586,
    "evaluation_days": 1862,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760064571375,
    "expiration_time": 1764880704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            780144.8136668536,
            641166.5664619696,
            138978.247204884,
            1278677.7656807138,
            54290.048868386,
            1224387.7168123275
        ],
        [
            780.144814,
            641.166566,
            138.978247,
            1278.677766,
            54.290049,
            1224.387717
        ],
        [
            0.418982,
            0.344343,
            0.074639,
            0.141007,
            0.023293,
            0.138847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120918,
            -77588,
            -79414,
            -1343145,
            -722294,
            -857995
        ],
        [
            2.690376,
            4.221927,
            1.5294,
            1.396714,
            1.033459,
            1.764956
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            39.0625,
            34.375,
            43.75,
            39.0625,
            34.375,
            43.75
        ],
        [
            4.196987,
            8.060043,
            1.966371,
            2.178873,
            1.972968,
            2.269229
        ],
        [
            523429,
            523429,
            63672,
            475233,
            410952,
            475233
        ],
        [
            -42934,
            -21111,
            -42934,
            -439821,
            -313824,
            -439821
        ],
        [
            84,
            55,
            114,
            84,
            55,
            114
        ],
        [
            147,
            113,
            174,
            147,
            113,
            174
        ],
        [
            44,
            24,
            67,
            44,
            24,
            67
        ],
        [
            5428,
            1765,
            3663,
            5428,
            1765,
            3663
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132989,
            373934,
            -93153,
            -150625,
            -351516,
            -6376
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5586,
    "evaluation_days": 1862,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760064571375,
    "expiration_time": 1764880704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)