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Trade: KSM/USDT/120/VWAP/SINWMA/9037

Strategy
KSM/USDT/120/VWAP/SINWMA/9037
Pair
KSM_USDT
Interval
2h
Score
351732
Daily Profit
0.209656
Profit Factor
1.386793
Profitability
47.232472
Streak
0.000000
Best Strategy
Training Data Length
1851.250000
Evaluation Time
2025-09-30 05:18
Expiration Time
2025-12-05 19:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388126.2992 297224.2622 90902.0371 211530.09 2598.2154 208931.8745
Total P&L (%) 388.1263 297.2243 90.902 211.5301 2.5982 208.9319
Avg Daily Profit (%) 0.2097 0.1606 0.0491 0.0614 0.0014 0.0609
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171641 -147831 -89114 -2043063 -2221680 -1079913
Profit Factor 1.3868 1.6002 1.1789 1.0206 1.0005 1.0408
Total Trades 271 136 135 271 136 135
Winning Trades 128 61 67 128 61 67
Losing Trades 143 75 68 143 75 68
Profitability (%) 47.2325 44.8529 49.6296 47.2325 44.8529 49.6296
Ratio Avg Win / Avg Loss 1.5493 1.9675 1.1965 1.1403 1.2301 1.0563
Largest Winning Trade 92939 92939 49552 804190 804190 598975
Largest Losing Trade -36338 -27069 -36338 -504284 -459060 -504284
Avg Bars in Trades 81 74 87 81 74 87
Avg Bars in Winners 100 95 104 100 95 104
Avg Bars in Losers 63 57 70 63 57 70
Bars Traded 21952 10181 11771 21952 10181 11771
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 351732 292223 -151459 -308418 -578900 -287554
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22215,
    "evaluation_days": 1851.25,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600675200000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759198698223,
    "expiration_time": 1764955728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 203
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 159,
            "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": [
        [
            388126.2992117989,
            297224.2621608173,
            90902.0370509816,
            211530.0899575505,
            2598.215434981,
            208931.8745225688
        ],
        [
            388.126299,
            297.224262,
            90.902037,
            211.53009,
            2.598215,
            208.931875
        ],
        [
            0.209656,
            0.160553,
            0.049103,
            0.0614,
            0.001386,
            0.060948
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171641,
            -147831,
            -89114,
            -2043063,
            -2221680,
            -1079913
        ],
        [
            1.386793,
            1.600197,
            1.178858,
            1.020643,
            1.000507,
            1.040778
        ],
        [
            271,
            136,
            135,
            271,
            136,
            135
        ],
        [
            128,
            61,
            67,
            128,
            61,
            67
        ],
        [
            143,
            75,
            68,
            143,
            75,
            68
        ],
        [
            47.232472,
            44.852941,
            49.62963,
            47.232472,
            44.852941,
            49.62963
        ],
        [
            1.549308,
            1.967455,
            1.196453,
            1.14025,
            1.230132,
            1.056312
        ],
        [
            92939,
            92939,
            49552,
            804190,
            804190,
            598975
        ],
        [
            -36338,
            -27069,
            -36338,
            -504284,
            -459060,
            -504284
        ],
        [
            81,
            74,
            87,
            81,
            74,
            87
        ],
        [
            100,
            95,
            104,
            100,
            95,
            104
        ],
        [
            63,
            57,
            70,
            63,
            57,
            70
        ],
        [
            21952,
            10181,
            11771,
            21952,
            10181,
            11771
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351732,
            292223,
            -151459,
            -308418,
            -578900,
            -287554
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22215,
    "evaluation_days": 1851.25,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1600675200000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759198698223,
    "expiration_time": 1764955728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 203
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 159,
            "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)