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Trade: KSM/USDT/120/VWAP/DEMA/3126

Strategy
KSM/USDT/120/VWAP/DEMA/3126
Pair
KSM_USDT
Interval
2h
Score
302190
Daily Profit
0.214280
Profit Factor
1.443072
Profitability
41.452991
Streak
7.285110
Best Strategy
Training Data Length
1852.330000
Evaluation Time
2025-10-01 07:50
Expiration Time
2025-12-06 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396916.9084 350683.4226 46233.4859 6895.1285 366291.8532 -359396.7247
Total P&L (%) 396.9169 350.6834 46.2335 6.8951 366.2919 -359.3967
Avg Daily Profit (%) 0.2143 0.1893 0.025 0.0036 0.0832 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184460 -166977 -133690 -879057 -506361 -488838
Profit Factor 1.4431 1.7567 1.1069 1.0043 1.4618 0.5643
Total Trades 234 117 117 234 117 117
Winning Trades 97 44 53 97 44 53
Losing Trades 137 73 64 137 73 64
Profitability (%) 41.453 37.6068 45.2991 41.453 37.6068 45.2991
Ratio Avg Win / Avg Loss 2.0382 2.9146 1.3367 1.4184 2.4252 0.6815
Largest Winning Trade 255913 255913 65292 656172 656172 67910
Largest Losing Trade -70733 -40847 -70733 -234369 -228809 -234369
Avg Bars in Trades 93 80 106 93 80 106
Avg Bars in Winners 150 136 162 150 136 162
Avg Bars in Losers 53 46 60 53 46 60
Bars Traded 21851 9400 12451 21851 9400 12451
Profit Streak 7.2851 7.4518 0 7.2851 7.4518 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 302190 233178 -266178 -571042 -84134 -582849
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22228,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600956000000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759294233512,
    "expiration_time": 1765052697600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 191
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 243,
            "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": [
        [
            396916.9084415295,
            350683.4225723413,
            46233.4858691883,
            6895.1284500233,
            366291.8531943398,
            -359396.7247443161
        ],
        [
            396.916908,
            350.683423,
            46.233486,
            6.895128,
            366.291853,
            -359.396725
        ],
        [
            0.21428,
            0.18932,
            0.02496,
            0.0036,
            0.083154,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184460,
            -166977,
            -133690,
            -879057,
            -506361,
            -488838
        ],
        [
            1.443072,
            1.756719,
            1.106922,
            1.004261,
            1.461766,
            0.56434
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            97,
            44,
            53,
            97,
            44,
            53
        ],
        [
            137,
            73,
            64,
            137,
            73,
            64
        ],
        [
            41.452991,
            37.606838,
            45.299145,
            41.452991,
            37.606838,
            45.299145
        ],
        [
            2.038153,
            2.914557,
            1.33666,
            1.418389,
            2.425202,
            0.681467
        ],
        [
            255913,
            255913,
            65292,
            656172,
            656172,
            67910
        ],
        [
            -70733,
            -40847,
            -70733,
            -234369,
            -228809,
            -234369
        ],
        [
            93,
            80,
            106,
            93,
            80,
            106
        ],
        [
            150,
            136,
            162,
            150,
            136,
            162
        ],
        [
            53,
            46,
            60,
            53,
            46,
            60
        ],
        [
            21851,
            9400,
            12451,
            21851,
            9400,
            12451
        ],
        [
            7.28511,
            7.451777,
            0,
            7.28511,
            7.451777,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302190,
            233178,
            -266178,
            -571042,
            -84134,
            -582849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22228,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600956000000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759294233512,
    "expiration_time": 1765052697600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 191
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 243,
            "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)