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Trade: KSM/USDT/720/ALMA/LINREG/4616

Strategy
KSM/USDT/720/ALMA/LINREG/4616
Pair
KSM_USDT
Interval
12h
Score
321563
Daily Profit
0.155916
Profit Factor
1.367547
Profitability
52.777778
Streak
24.342864
Best Strategy
Training Data Length
1862.500000
Evaluation Time
2025-10-10 11:13
Expiration Time
2025-12-04 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290392.8776 265941.4775 24451.4001 -118003.4817 1396478.4459 -1514481.9276
Total P&L (%) 290.3929 265.9415 24.4514 -118.0035 1396.4784 -1514.4819
Avg Daily Profit (%) 0.1559 0.1428 0.0131 0 0.1454 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202643 -122880 -133023 -2956482 -366633 -2670326
Profit Factor 1.3675 1.726 1.0577 0.9717 2.6165 0.5423
Total Trades 108 54 54 108 54 54
Winning Trades 57 24 33 61 27 34
Losing Trades 51 30 21 47 27 20
Profitability (%) 52.7778 44.4444 61.1111 56.4815 50 62.963
Ratio Avg Win / Avg Loss 1.2236 2.1575 0.6731 0.7487 2.6165 0.319
Largest Winning Trade 140145 140145 65779 965298 673259 965298
Largest Losing Trade -116596 -58174 -116596 -2530278 -199283 -2530278
Avg Bars in Trades 32 28 36 32 28 36
Avg Bars in Winners 34 20 44 33 25 40
Avg Bars in Losers 30 35 22 30 31 29
Bars Traded 3498 1546 1952 3498 1546 1952
Profit Streak 24.3429 0 48.3429 0 54.3429 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321563 -181090 -516004 -579650 -172777 -759152
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3725,
    "evaluation_days": 1862.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605139200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760084023431,
    "expiration_time": 1764882000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "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": [
        [
            290392.8775815592,
            265941.4775058295,
            24451.4000757297,
            -118003.4817275831,
            1396478.4458614278,
            -1514481.9275890107
        ],
        [
            290.392878,
            265.941478,
            24.4514,
            -118.003482,
            1396.478446,
            -1514.481928
        ],
        [
            0.155916,
            0.142787,
            0.013128,
            0,
            0.145378,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202643,
            -122880,
            -133023,
            -2956482,
            -366633,
            -2670326
        ],
        [
            1.367547,
            1.726027,
            1.057697,
            0.971721,
            2.61651,
            0.542307
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            57,
            24,
            33,
            61,
            27,
            34
        ],
        [
            51,
            30,
            21,
            47,
            27,
            20
        ],
        [
            52.777778,
            44.444444,
            61.111111,
            56.481481,
            50,
            62.962963
        ],
        [
            1.223595,
            2.157534,
            0.67308,
            0.748703,
            2.61651,
            0.319004
        ],
        [
            140145,
            140145,
            65779,
            965298,
            673259,
            965298
        ],
        [
            -116596,
            -58174,
            -116596,
            -2530278,
            -199283,
            -2530278
        ],
        [
            32,
            28,
            36,
            32,
            28,
            36
        ],
        [
            34,
            20,
            44,
            33,
            25,
            40
        ],
        [
            30,
            35,
            22,
            30,
            31,
            29
        ],
        [
            3498,
            1546,
            1952,
            3498,
            1546,
            1952
        ],
        [
            24.342864,
            0,
            48.342864,
            0,
            54.342864,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321563,
            -181090,
            -516004,
            -579650,
            -172777,
            -759152
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3725,
    "evaluation_days": 1862.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1605139200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760084023431,
    "expiration_time": 1764882000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "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)