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Trade: KSM/USDT/360/DCM/SUPERTREND/5160

Strategy
KSM/USDT/360/DCM/SUPERTREND/5160
Pair
KSM_USDT
Interval
6h
Score
401211
Daily Profit
0.391653
Profit Factor
2.385537
Profitability
41.414141
Streak
0.000000
Best Strategy
Training Data Length
1856.000000
Evaluation Time
2025-10-04 10:41
Expiration Time
2025-11-28 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 726907.8331 590964.1128 135943.7203 1001809.4875 235799.3914 766010.096
Total P&L (%) 726.9078 590.9641 135.9437 1001.8095 235.7994 766.0101
Avg Daily Profit (%) 0.3917 0.3184 0.0732 0.1294 0.0653 0.1164
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79359 -84048 -56118 -957469 -774612 -468218
Profit Factor 2.3855 2.9916 1.5965 1.1961 1.08 1.3547
Total Trades 99 50 49 99 50 49
Winning Trades 41 21 20 41 21 20
Losing Trades 58 29 29 58 29 29
Profitability (%) 41.4141 42 40.8163 41.4141 42 40.8163
Ratio Avg Win / Avg Loss 3.3747 4.1313 2.3149 1.692 1.4914 1.9643
Largest Winning Trade 520560 520560 56094 627273 627273 599332
Largest Losing Trade -38311 -38311 -18804 -346601 -346601 -285807
Avg Bars in Trades 71 52 91 71 52 91
Avg Bars in Winners 129 78 183 129 78 183
Avg Bars in Losers 31 34 27 31 34 27
Bars Traded 7126 2646 4480 7126 2646 4480
Profit Streak 0 0 21.0703 0 0 21.0703
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401211 -168402 -95061 -26677 -421494 -38613
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7424,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603195200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759563676900,
    "expiration_time": 1764346752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 155,
            "offset": 0,
            "multiplier": 2.25729
        }
    }
}
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": [
        [
            726907.8331007392,
            590964.1127777038,
            135943.7203230351,
            1001809.4874722634,
            235799.3914239661,
            766010.0960482975
        ],
        [
            726.907833,
            590.964113,
            135.94372,
            1001.809487,
            235.799391,
            766.010096
        ],
        [
            0.391653,
            0.318407,
            0.073246,
            0.129369,
            0.065288,
            0.116378
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79359,
            -84048,
            -56118,
            -957469,
            -774612,
            -468218
        ],
        [
            2.385537,
            2.991645,
            1.596459,
            1.196101,
            1.079959,
            1.354697
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            41.414141,
            42,
            40.816327,
            41.414141,
            42,
            40.816327
        ],
        [
            3.374662,
            4.131319,
            2.314865,
            1.692046,
            1.491372,
            1.964311
        ],
        [
            520560,
            520560,
            56094,
            627273,
            627273,
            599332
        ],
        [
            -38311,
            -38311,
            -18804,
            -346601,
            -346601,
            -285807
        ],
        [
            71,
            52,
            91,
            71,
            52,
            91
        ],
        [
            129,
            78,
            183,
            129,
            78,
            183
        ],
        [
            31,
            34,
            27,
            31,
            34,
            27
        ],
        [
            7126,
            2646,
            4480,
            7126,
            2646,
            4480
        ],
        [
            0,
            0,
            21.070334,
            0,
            0,
            21.070334
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401211,
            -168402,
            -95061,
            -26677,
            -421494,
            -38613
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7424,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603195200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759563676900,
    "expiration_time": 1764346752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 155,
            "offset": 0,
            "multiplier": 2.25729
        }
    }
}

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)