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Trade: KSM/USDT/480/SINWMA/BBL/8304

Strategy
KSM/USDT/480/SINWMA/BBL/8304
Pair
KSM_USDT
Interval
8h
Score
319457
Daily Profit
0.173507
Profit Factor
2.563022
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-10-11 04:17
Expiration Time
2025-12-05 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399717.3569 323242.962 76474.3949 208139.8499 313119.0041 -104979.1542
Total P&L (%) 399.7174 323.243 76.4744 208.1399 313.119 -104.9792
Avg Daily Profit (%) 0.2146 0.1735 0.041 0.0604 0.0762 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85684 -77707 -90056 -499665 -364346 -509512
Profit Factor 1.7642 2.563 1.2418 1.093 1.3678 0.9243
Total Trades 57 29 28 57 29 28
Winning Trades 23 12 11 23 12 11
Losing Trades 34 17 17 34 17 17
Profitability (%) 40.3509 41.3793 39.2857 40.3509 41.3793 39.2857
Ratio Avg Win / Avg Loss 2.6079 3.6309 1.9192 1.6158 1.9377 1.4284
Largest Winning Trade 199180 199180 57772 256125 252847 256125
Largest Losing Trade -36618 -32401 -36618 -205197 -106821 -205197
Avg Bars in Trades 90 42 140 90 42 140
Avg Bars in Winners 162 55 279 162 55 279
Avg Bars in Losers 41 32 50 41 32 50
Bars Traded 5160 1221 3938 5160 1221 3938
Profit Streak 0 0 149.0535 0 0 149.0535
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -172161 319457 -161883 -412567 -93040 -603759
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5589,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602864000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760145423453,
    "expiration_time": 1764969696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 2.05926
        }
    }
}
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": [
        [
            399717.3569332198,
            323242.9620216139,
            76474.394911606,
            208139.8498638679,
            313119.0040911346,
            -104979.1542272669
        ],
        [
            399.717357,
            323.242962,
            76.474395,
            208.13985,
            313.119004,
            -104.979154
        ],
        [
            0.214556,
            0.173507,
            0.041049,
            0.060425,
            0.076173,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85684,
            -77707,
            -90056,
            -499665,
            -364346,
            -509512
        ],
        [
            1.764172,
            2.563022,
            1.241804,
            1.093037,
            1.36781,
            0.92425
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            40.350877,
            41.37931,
            39.285714,
            40.350877,
            41.37931,
            39.285714
        ],
        [
            2.607907,
            3.630948,
            1.919152,
            1.615794,
            1.937731,
            1.428386
        ],
        [
            199180,
            199180,
            57772,
            256125,
            252847,
            256125
        ],
        [
            -36618,
            -32401,
            -36618,
            -205197,
            -106821,
            -205197
        ],
        [
            90,
            42,
            140,
            90,
            42,
            140
        ],
        [
            162,
            55,
            279,
            162,
            55,
            279
        ],
        [
            41,
            32,
            50,
            41,
            32,
            50
        ],
        [
            5160,
            1221,
            3938,
            5160,
            1221,
            3938
        ],
        [
            0,
            0,
            149.053512,
            0,
            0,
            149.053512
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -172161,
            319457,
            -161883,
            -412567,
            -93040,
            -603759
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5589,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602864000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760145423453,
    "expiration_time": 1764969696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 2.05926
        }
    }
}

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)