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Trade: KSM/USDT/120/T3/VWMA/4152

Strategy
KSM/USDT/120/T3/VWMA/4152
Pair
KSM_USDT
Interval
2h
Score
515688
Daily Profit
0.565232
Profit Factor
5.162155
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1860.080000
Evaluation Time
2025-10-09 02:53
Expiration Time
2025-12-14 23:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1203770.5041 1051377.4316 152393.0725 1047017.6319 252444.2694 794573.3625
Total P&L (%) 1203.7705 1051.3774 152.3931 1047.0176 252.4443 794.5734
Avg Daily Profit (%) 0.6472 0.5652 0.0819 0.1313 0.0677 0.1179
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142812 -79873 -62939 -971695 -816019 -473282
Profit Factor 3.9085 5.1622 1.9449 1.2982 1.1151 1.6034
Total Trades 58 29 29 58 29 29
Winning Trades 25 11 14 25 11 14
Losing Trades 33 18 15 33 18 15
Profitability (%) 43.1034 37.931 48.2759 43.1034 37.931 48.2759
Ratio Avg Win / Avg Loss 5.1592 8.4472 2.0838 1.7137 1.8247 1.7179
Largest Winning Trade 1041593 1041593 69442 1041829 1041829 498381
Largest Losing Trade -54339 -46012 -54339 -375083 -353391 -375083
Avg Bars in Trades 376 331 421 376 331 421
Avg Bars in Winners 608 561 644 608 561 644
Avg Bars in Losers 201 191 213 201 191 213
Bars Traded 21851 9620 12231 21851 9620 12231
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 -163327 515688 -80600 -198387 -200058 -32920
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22321,
    "evaluation_days": 1860.08,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600696800000,
    "last_datapoint_time": 1759960800000,
    "evaluation_time": 1759967618993,
    "expiration_time": 1765746403200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 207,
            "offset": 0,
            "a": 0.35035
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "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": [
        [
            1203770.5041186493,
            1051377.4316263963,
            152393.0724922527,
            1047017.6318695128,
            252444.2693745923,
            794573.3624949199
        ],
        [
            1203.770504,
            1051.377432,
            152.393072,
            1047.017632,
            252.444269,
            794.573362
        ],
        [
            0.647161,
            0.565232,
            0.081928,
            0.13125,
            0.067747,
            0.11787
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142812,
            -79873,
            -62939,
            -971695,
            -816019,
            -473282
        ],
        [
            3.908481,
            5.162155,
            1.944905,
            1.298244,
            1.115076,
            1.603375
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            43.103448,
            37.931034,
            48.275862,
            43.103448,
            37.931034,
            48.275862
        ],
        [
            5.159195,
            8.447162,
            2.083827,
            1.713682,
            1.824669,
            1.717902
        ],
        [
            1041593,
            1041593,
            69442,
            1041829,
            1041829,
            498381
        ],
        [
            -54339,
            -46012,
            -54339,
            -375083,
            -353391,
            -375083
        ],
        [
            376,
            331,
            421,
            376,
            331,
            421
        ],
        [
            608,
            561,
            644,
            608,
            561,
            644
        ],
        [
            201,
            191,
            213,
            201,
            191,
            213
        ],
        [
            21851,
            9620,
            12231,
            21851,
            9620,
            12231
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163327,
            515688,
            -80600,
            -198387,
            -200058,
            -32920
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22321,
    "evaluation_days": 1860.08,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600696800000,
    "last_datapoint_time": 1759960800000,
    "evaluation_time": 1759967618993,
    "expiration_time": 1765746403200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 207,
            "offset": 0,
            "a": 0.35035
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "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)