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Trade: KSM/USDT/360/VWMA/SWMA/3337

Strategy
KSM/USDT/360/VWMA/SWMA/3337
Pair
KSM_USDT
Interval
6h
Score
558343
Daily Profit
0.202638
Profit Factor
2.951864
Profitability
55.555556
Streak
257.351998
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-10-07 17:26
Expiration Time
2025-12-02 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 550332.8559 376805.4521 173527.4038 -666211.5869 311362.1407 -977573.7276
Total P&L (%) 550.3329 376.8055 173.5274 -666.2116 311.3621 -977.5737
Avg Daily Profit (%) 0.296 0.2026 0.0933 0 0.0761 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151380 -74292 -125587 -2320684 -801196 -1913943
Profit Factor 1.9539 2.9519 1.452 0.9042 1.1406 0.7939
Total Trades 89 45 44 89 45 44
Winning Trades 53 25 28 44 20 24
Losing Trades 36 20 16 45 25 20
Profitability (%) 59.5506 55.5556 63.6364 49.4382 44.4444 54.5455
Ratio Avg Win / Avg Loss 1.3272 2.3615 0.8297 0.9248 1.4257 0.6616
Largest Winning Trade 92024 92024 49447 580500 358123 580500
Largest Losing Trade -111374 -24782 -111374 -1344898 -351722 -1344898
Avg Bars in Trades 79 55 104 79 55 104
Avg Bars in Winners 85 55 112 82 60 100
Avg Bars in Losers 71 55 92 77 51 110
Bars Traded 7106 2488 4619 7106 2488 4619
Profit Streak 155.102 257.352 155.102 0 0 0
Trades During Streak 7 7 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 518587 558343 -65856 -580758 -159320 -580130
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7438,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602568800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847212648,
    "expiration_time": 1764658224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 110,
            "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": [
        [
            550332.8559225274,
            376805.4521216842,
            173527.4038008431,
            -666211.5869189247,
            311362.140696848,
            -977573.7276157731
        ],
        [
            550.332856,
            376.805452,
            173.527404,
            -666.211587,
            311.362141,
            -977.573728
        ],
        [
            0.295957,
            0.202638,
            0.093319,
            0,
            0.076087,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151380,
            -74292,
            -125587,
            -2320684,
            -801196,
            -1913943
        ],
        [
            1.953866,
            2.951864,
            1.452011,
            0.904241,
            1.140598,
            0.793875
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            53,
            25,
            28,
            44,
            20,
            24
        ],
        [
            36,
            20,
            16,
            45,
            25,
            20
        ],
        [
            59.550562,
            55.555556,
            63.636364,
            49.438202,
            44.444444,
            54.545455
        ],
        [
            1.327155,
            2.361491,
            0.829721,
            0.924792,
            1.425748,
            0.661562
        ],
        [
            92024,
            92024,
            49447,
            580500,
            358123,
            580500
        ],
        [
            -111374,
            -24782,
            -111374,
            -1344898,
            -351722,
            -1344898
        ],
        [
            79,
            55,
            104,
            79,
            55,
            104
        ],
        [
            85,
            55,
            112,
            82,
            60,
            100
        ],
        [
            71,
            55,
            92,
            77,
            51,
            110
        ],
        [
            7106,
            2488,
            4619,
            7106,
            2488,
            4619
        ],
        [
            155.101998,
            257.351998,
            155.101998,
            0,
            0,
            0
        ],
        [
            7,
            7,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            518587,
            558343,
            -65856,
            -580758,
            -159320,
            -580130
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7438,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602568800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847212648,
    "expiration_time": 1764658224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 110,
            "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)