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Trade: KSM/USDT/480/SWMA/HWMA/7267

Strategy
KSM/USDT/480/SWMA/HWMA/7267
Pair
KSM_USDT
Interval
8h
Score
325897
Daily Profit
0.549307
Profit Factor
2.590558
Profitability
30.128205
Streak
0.000000
Best Strategy
Training Data Length
1859.670000
Evaluation Time
2025-10-07 23:38
Expiration Time
2025-12-02 12:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1021529.3141 956292.6738 65236.6403 278457.4999 412390.9393 -133933.4394
Total P&L (%) 1021.5293 956.2927 65.2366 278.4575 412.3909 -133.9334
Avg Daily Profit (%) 0.5493 0.5142 0.0351 0.0716 0.0879 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115648 -68315 -65276 -804199 -538758 -403796
Profit Factor 2.5906 4.146 1.1929 1.0678 1.2162 0.939
Total Trades 156 78 78 156 78 78
Winning Trades 47 21 26 47 21 26
Losing Trades 109 57 52 109 57 52
Profitability (%) 30.1282 26.9231 33.3333 30.1282 26.9231 33.3333
Ratio Avg Win / Avg Loss 6.0079 11.2534 2.3857 2.4765 3.3011 1.8781
Largest Winning Trade 979772 979772 64566 802611 802611 355425
Largest Losing Trade -27004 -27004 -23951 -228654 -133961 -228654
Avg Bars in Trades 34 28 41 34 28 41
Avg Bars in Winners 88 75 98 88 75 98
Avg Bars in Losers 11 10 12 11 10 12
Bars Traded 5391 2191 3200 5391 2191 3200
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 325897 -37627 -194569 -249052 -130444 -618939
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5579,
    "evaluation_days": 1859.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1604304000000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759869532704,
    "expiration_time": 1764673056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.5918,
            "nb": 0.1,
            "nc": 0.97315
        }
    }
}
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": [
        [
            1021529.3141066639,
            956292.6738157505,
            65236.6402909121,
            278457.499885647,
            412390.9393013101,
            -133933.4394156632
        ],
        [
            1021.529314,
            956.292674,
            65.23664,
            278.4575,
            412.390939,
            -133.933439
        ],
        [
            0.549307,
            0.514227,
            0.03508,
            0.071594,
            0.087899,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115648,
            -68315,
            -65276,
            -804199,
            -538758,
            -403796
        ],
        [
            2.590558,
            4.145991,
            1.192852,
            1.067838,
            1.216187,
            0.939042
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            109,
            57,
            52,
            109,
            57,
            52
        ],
        [
            30.128205,
            26.923077,
            33.333333,
            30.128205,
            26.923077,
            33.333333
        ],
        [
            6.007891,
            11.253403,
            2.385703,
            2.476476,
            3.301079,
            1.878085
        ],
        [
            979772,
            979772,
            64566,
            802611,
            802611,
            355425
        ],
        [
            -27004,
            -27004,
            -23951,
            -228654,
            -133961,
            -228654
        ],
        [
            34,
            28,
            41,
            34,
            28,
            41
        ],
        [
            88,
            75,
            98,
            88,
            75,
            98
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            5391,
            2191,
            3200,
            5391,
            2191,
            3200
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325897,
            -37627,
            -194569,
            -249052,
            -130444,
            -618939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5579,
    "evaluation_days": 1859.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1604304000000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759869532704,
    "expiration_time": 1764673056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.5918,
            "nb": 0.1,
            "nc": 0.97315
        }
    }
}

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)