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Trade: KSM/USDT/720/SMA/DCM/6558

Strategy
KSM/USDT/720/SMA/DCM/6558
Pair
KSM_USDT
Interval
12h
Score
554569
Daily Profit
0.515631
Profit Factor
5.197829
Profitability
40.000000
Streak
9.516103
Best Strategy
Training Data Length
1857.000000
Evaluation Time
2025-10-05 03:23
Expiration Time
2025-11-29 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1095607.6071 957526.2875 138081.3196 741532.1875 666045.5657 75486.6218
Total P&L (%) 1095.6076 957.5263 138.0813 741.5322 666.0456 75.4866
Avg Daily Profit (%) 0.59 0.5156 0.0744 0.1148 0.1097 0.0303
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94774 -104880 -45300 -817269 -481253 -261884
Profit Factor 3.4669 5.1978 1.6392 1.2666 1.516 1.0506
Total Trades 59 30 29 59 30 29
Winning Trades 27 12 15 27 12 15
Losing Trades 32 18 14 32 18 14
Profitability (%) 45.7627 40 51.7241 45.7627 40 51.7241
Ratio Avg Win / Avg Loss 4.1089 7.7967 1.5299 1.5012 2.274 0.9806
Largest Winning Trade 949251 949251 51371 949251 949251 497572
Largest Losing Trade -59957 -34816 -59957 -629107 -241742 -629107
Avg Bars in Trades 60 55 66 60 55 66
Avg Bars in Winners 94 79 106 94 79 106
Avg Bars in Losers 32 39 23 32 39 23
Bars Traded 3590 1664 1925 3590 1664 1925
Profit Streak 4.5161 9.5161 0 4.5161 9.5161 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162883 554569 -90391 -219257 -46874 -318737
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3714,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759623791292,
    "expiration_time": 1764392544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 46,
            "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": [
        [
            1095607.6070624713,
            957526.2874776502,
            138081.3195848209,
            741532.187530821,
            666045.5657268568,
            75486.6218039641
        ],
        [
            1095.607607,
            957.526287,
            138.08132,
            741.532188,
            666.045566,
            75.486622
        ],
        [
            0.589988,
            0.515631,
            0.074357,
            0.11477,
            0.109703,
            0.03029
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94774,
            -104880,
            -45300,
            -817269,
            -481253,
            -261884
        ],
        [
            3.466858,
            5.197829,
            1.639176,
            1.266615,
            1.516024,
            1.050643
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            45.762712,
            40,
            51.724138,
            45.762712,
            40,
            51.724138
        ],
        [
            4.108869,
            7.796743,
            1.529897,
            1.501174,
            2.274036,
            0.9806
        ],
        [
            949251,
            949251,
            51371,
            949251,
            949251,
            497572
        ],
        [
            -59957,
            -34816,
            -59957,
            -629107,
            -241742,
            -629107
        ],
        [
            60,
            55,
            66,
            60,
            55,
            66
        ],
        [
            94,
            79,
            106,
            94,
            79,
            106
        ],
        [
            32,
            39,
            23,
            32,
            39,
            23
        ],
        [
            3590,
            1664,
            1925,
            3590,
            1664,
            1925
        ],
        [
            4.516103,
            9.516103,
            0,
            4.516103,
            9.516103,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162883,
            554569,
            -90391,
            -219257,
            -46874,
            -318737
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3714,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759623791292,
    "expiration_time": 1764392544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 46,
            "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)