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Trade: KSM/USDT/120/ALMA/VWMA/9468

Strategy
KSM/USDT/120/ALMA/VWMA/9468
Pair
KSM_USDT
Interval
2h
Score
437382
Daily Profit
0.460966
Profit Factor
2.198360
Profitability
43.181818
Streak
0.000000
Best Strategy
Training Data Length
1852.170000
Evaluation Time
2025-10-01 03:42
Expiration Time
2025-12-06 18:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 853788.1488 751406.1163 102382.0325 168251.9439 372964.2185 -204712.2746
Total P&L (%) 853.7881 751.4061 102.382 168.2519 372.9642 -204.7123
Avg Daily Profit (%) 0.461 0.4057 0.0553 0.0533 0.0839 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145133 -156262 -76461 -1498286 -1159778 -679303
Profit Factor 2.1984 2.8286 1.3395 1.051 1.1971 0.8542
Total Trades 132 66 66 132 66 66
Winning Trades 57 25 32 57 25 32
Losing Trades 75 41 34 75 41 34
Profitability (%) 43.1818 37.8788 48.4848 43.1818 37.8788 48.4848
Ratio Avg Win / Avg Loss 2.8926 4.6389 1.4232 1.383 1.9632 0.9076
Largest Winning Trade 738660 738660 43037 1430418 1430418 170076
Largest Losing Trade -66960 -41346 -66960 -644778 -644778 -612478
Avg Bars in Trades 165 155 175 165 155 175
Avg Bars in Winners 257 269 248 257 269 248
Avg Bars in Losers 95 85 107 95 85 107
Bars Traded 21840 10241 11599 21840 10241 11599
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 437382 -113976 -243547 -288430 -212680 -705547
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22226,
    "evaluation_days": 1852.17,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600855200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759279329119,
    "expiration_time": 1765037779200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 53,
            "offset": 176
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "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": [
        [
            853788.1487797518,
            751406.1162763295,
            102382.0325034226,
            168251.9439044056,
            372964.2185349126,
            -204712.2746305063
        ],
        [
            853.788149,
            751.406116,
            102.382033,
            168.251944,
            372.964219,
            -204.712275
        ],
        [
            0.460966,
            0.40569,
            0.055277,
            0.05329,
            0.083929,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145133,
            -156262,
            -76461,
            -1498286,
            -1159778,
            -679303
        ],
        [
            2.19836,
            2.828584,
            1.339529,
            1.051047,
            1.197099,
            0.854169
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            57,
            25,
            32,
            57,
            25,
            32
        ],
        [
            75,
            41,
            34,
            75,
            41,
            34
        ],
        [
            43.181818,
            37.878788,
            48.484848,
            43.181818,
            37.878788,
            48.484848
        ],
        [
            2.892579,
            4.638878,
            1.423249,
            1.382956,
            1.963243,
            0.907555
        ],
        [
            738660,
            738660,
            43037,
            1430418,
            1430418,
            170076
        ],
        [
            -66960,
            -41346,
            -66960,
            -644778,
            -644778,
            -612478
        ],
        [
            165,
            155,
            175,
            165,
            155,
            175
        ],
        [
            257,
            269,
            248,
            257,
            269,
            248
        ],
        [
            95,
            85,
            107,
            95,
            85,
            107
        ],
        [
            21840,
            10241,
            11599,
            21840,
            10241,
            11599
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437382,
            -113976,
            -243547,
            -288430,
            -212680,
            -705547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22226,
    "evaluation_days": 1852.17,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600855200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759279329119,
    "expiration_time": 1765037779200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 53,
            "offset": 176
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "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)